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LGH vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LGH and FTHI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

LGH vs. FTHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Defender 500 Index ETF (LGH) and First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.20%
10.17%
LGH
FTHI

Key characteristics

Sharpe Ratio

LGH:

1.86

FTHI:

2.41

Sortino Ratio

LGH:

2.41

FTHI:

3.17

Omega Ratio

LGH:

1.34

FTHI:

1.52

Calmar Ratio

LGH:

2.40

FTHI:

3.59

Martin Ratio

LGH:

9.19

FTHI:

19.50

Ulcer Index

LGH:

3.42%

FTHI:

1.07%

Daily Std Dev

LGH:

16.86%

FTHI:

8.65%

Max Drawdown

LGH:

-29.60%

FTHI:

-32.65%

Current Drawdown

LGH:

-1.22%

FTHI:

-0.71%

Returns By Period

In the year-to-date period, LGH achieves a 31.81% return, which is significantly higher than FTHI's 21.21% return.


LGH

YTD

31.81%

1M

0.66%

6M

9.20%

1Y

31.32%

5Y*

14.49%

10Y*

N/A

FTHI

YTD

21.21%

1M

0.26%

6M

10.17%

1Y

20.71%

5Y*

8.17%

10Y*

7.76%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LGH vs. FTHI - Expense Ratio Comparison

LGH has a 1.23% expense ratio, which is higher than FTHI's 0.85% expense ratio.


LGH
HCM Defender 500 Index ETF
Expense ratio chart for LGH: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

LGH vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) and First Trust BuyWrite Income ETF (FTHI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for LGH, currently valued at 1.86, compared to the broader market0.002.004.001.862.41
The chart of Sortino ratio for LGH, currently valued at 2.41, compared to the broader market-2.000.002.004.006.008.0010.0012.002.413.17
The chart of Omega ratio for LGH, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.52
The chart of Calmar ratio for LGH, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.403.59
The chart of Martin ratio for LGH, currently valued at 9.19, compared to the broader market0.0020.0040.0060.0080.00100.009.1919.50
LGH
FTHI

The current LGH Sharpe Ratio is 1.86, which is comparable to the FTHI Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of LGH and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.86
2.41
LGH
FTHI

Dividends

LGH vs. FTHI - Dividend Comparison

LGH's dividend yield for the trailing twelve months is around 0.38%, less than FTHI's 8.46% yield.


TTM2023202220212020201920182017201620152014
LGH
HCM Defender 500 Index ETF
0.38%0.63%0.61%0.14%0.23%0.17%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.46%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%

Drawdowns

LGH vs. FTHI - Drawdown Comparison

The maximum LGH drawdown since its inception was -29.60%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for LGH and FTHI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.22%
-0.71%
LGH
FTHI

Volatility

LGH vs. FTHI - Volatility Comparison

HCM Defender 500 Index ETF (LGH) has a higher volatility of 5.56% compared to First Trust BuyWrite Income ETF (FTHI) at 3.01%. This indicates that LGH's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.56%
3.01%
LGH
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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