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MDEV vs. ARKG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDEV vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Medical Devices ETF (MDEV) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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MDEV vs. ARKG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MDEV
First Trust Indxx Medical Devices ETF
-9.41%2.00%1.79%7.55%-28.59%4.16%
ARKG
ARK Genomic Revolution Multi-Sector ETF
-8.80%23.04%-28.24%16.22%-53.90%-30.38%

Returns By Period

In the year-to-date period, MDEV achieves a -9.41% return, which is significantly lower than ARKG's -8.80% return.


MDEV

1D
2.23%
1M
-9.05%
YTD
-9.41%
6M
-4.81%
1Y
-5.71%
3Y*
-2.27%
5Y*
10Y*

ARKG

1D
6.45%
1M
-11.87%
YTD
-8.80%
6M
-4.86%
1Y
27.26%
3Y*
-4.22%
5Y*
-21.56%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDEV vs. ARKG - Expense Ratio Comparison

MDEV has a 0.70% expense ratio, which is lower than ARKG's 0.75% expense ratio.


Return for Risk

MDEV vs. ARKG — Risk / Return Rank

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

MDEV
MDEV Risk / Return Rank: 55
Overall Rank
MDEV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MDEV Sortino Ratio Rank: 66
Sortino Ratio Rank
MDEV Omega Ratio Rank: 66
Omega Ratio Rank
MDEV Calmar Ratio Rank: 66
Calmar Ratio Rank
MDEV Martin Ratio Rank: 33
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 3636
Overall Rank
ARKG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 4646
Sortino Ratio Rank
ARKG Omega Ratio Rank: 3535
Omega Ratio Rank
ARKG Calmar Ratio Rank: 3535
Calmar Ratio Rank
ARKG Martin Ratio Rank: 2929
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.

MDEV vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Medical Devices ETF (MDEV) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.


MDEVARKGDifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.61

-0.91

Sortino ratio

Return per unit of downside risk

-0.31

1.19

-1.50

Omega ratio

Gain probability vs. loss probability

0.96

1.13

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.37

0.82

-1.19

Martin ratio

Return relative to average drawdown

-1.17

2.22

-3.40

MDEV vs. ARKG - Sharpe Ratio Comparison

The current MDEV Sharpe Ratio is -0.30, which is lower than the ARKG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MDEV and ARKG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MDEVARKGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.61

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.08

-0.38

Correlation

The correlation between MDEV and ARKG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MDEV vs. ARKG - Dividend Comparison

Neither MDEV nor ARKG has paid dividends to shareholders.


TTM202520242023202220212020201920182017
MDEV
First Trust Indxx Medical Devices ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%

Drawdowns

MDEV vs. ARKG - Drawdown Comparison

The maximum MDEV drawdown since its inception was -42.34%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for MDEV and ARKG.


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Drawdown Indicators


MDEVARKGDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-83.59%

+41.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-27.51%

+12.63%

Max Drawdown (5Y)

Largest decline over 5 years

-80.18%

Max Drawdown (10Y)

Largest decline over 10 years

-83.59%

Current Drawdown

Current decline from peak

-32.20%

-76.36%

+44.16%

Average Drawdown

Average peak-to-trough decline

-25.39%

-35.30%

+9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

10.16%

-5.50%

Volatility

MDEV vs. ARKG - Volatility Comparison

The current volatility for First Trust Indxx Medical Devices ETF (MDEV) is 5.67%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 13.28%. This indicates that MDEV experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDEVARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

13.28%

-7.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

31.86%

-20.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

44.94%

-25.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

45.37%

-26.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

40.94%

-21.94%