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LMAX.TO vs. FHH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMAX.TO vs. FHH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) and First Trust AlphaDEX U.S. Health Care Sector Index ETF (FHH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMAX.TO achieves a 3.55% return, which is significantly lower than FHH.TO's 9.98% return.


LMAX.TO

1D
-1.00%
1M
5.05%
6M
1.69%
YTD
3.55%
1Y
16.64%
3Y*
5Y*
10Y*

FHH.TO

1D
0.50%
1M
5.38%
6M
6.69%
YTD
9.98%
1Y
25.65%
3Y*
7.35%
5Y*
4.31%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMAX.TO vs. FHH.TO - Yearly Performance Comparison


Correlation

The correlation between LMAX.TO and FHH.TO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2024

0.07

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Return for Risk

LMAX.TO vs. FHH.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LMAX.TO
LMAX.TO Risk / Return Rank: 3737
Overall Rank
LMAX.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LMAX.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
LMAX.TO Omega Ratio Rank: 3737
Omega Ratio Rank
LMAX.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
LMAX.TO Martin Ratio Rank: 2929
Martin Ratio Rank

FHH.TO
FHH.TO Risk / Return Rank: 5757
Overall Rank
FHH.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FHH.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
FHH.TO Omega Ratio Rank: 5959
Omega Ratio Rank
FHH.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
FHH.TO Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LMAX.TO vs. FHH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) and First Trust AlphaDEX U.S. Health Care Sector Index ETF (FHH.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LMAX.TOFHH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.20

1.27

-0.07

Calmar ratioReturn relative to maximum drawdown

1.37

2.00

-0.62

Martin ratioReturn relative to average drawdown

3.23

5.39

-2.16

LMAX.TO vs. FHH.TO - Sharpe Ratio Comparison

The current LMAX.TO Sharpe Ratio is 1.16, which is comparable to the FHH.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of LMAX.TO and FHH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LMAX.TO vs. FHH.TO - Drawdown Comparison

The maximum LMAX.TO drawdown since its inception was -15.89%, smaller than the maximum FHH.TO drawdown of -25.83%. Use the drawdown chart below to compare losses from any high point for LMAX.TO and FHH.TO.


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Drawdown Indicators


LMAX.TOFHH.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-25.83%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-12.91%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-23.58%

Current Drawdown

Current decline from peak

-2.12%

-3.87%

+1.75%

Average Drawdown

Average peak-to-trough decline

-5.14%

-8.37%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

4.77%

+0.39%

Volatility

LMAX.TO vs. FHH.TO - Volatility Comparison

Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) and First Trust AlphaDEX U.S. Health Care Sector Index ETF (FHH.TO) have volatilities of 5.60% and 5.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMAX.TOFHH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.57%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

11.84%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

16.51%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

15.96%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

16.71%

-2.74%

Dividends

LMAX.TO vs. FHH.TO - Dividend Comparison

LMAX.TO's dividend yield for the trailing twelve months is around 12.40%, more than FHH.TO's 0.58% yield.


PositionTTM20252024202320222021
FHH.TO
First Trust AlphaDEX U.S. Health Care Sector Index ETF
0.58%0.12%0.22%0.23%0.39%5.28%
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
12.40%12.51%11.35%0.00%0.00%0.00%

Frequently Asked Questions


LMAX.TO and FHH.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Hamilton and First Trust.

Portfolio Optimizer

Find the right allocation for LMAX.TO and FHH.TO

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