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MDEV vs. VGHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDEV vs. VGHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Medical Devices ETF (MDEV) and Vanguard Health Care Fund Admiral Shares (VGHAX). The values are adjusted to include any dividend payments, if applicable.

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MDEV vs. VGHAX - 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%
VGHAX
Vanguard Health Care Fund Admiral Shares
-5.89%19.72%9.10%5.51%-1.00%3.99%

Returns By Period

In the year-to-date period, MDEV achieves a -9.41% return, which is significantly lower than VGHAX's -5.89% return.


MDEV

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

VGHAX

1D
0.43%
1M
-8.80%
YTD
-5.89%
6M
7.16%
1Y
9.80%
3Y*
9.27%
5Y*
8.05%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDEV vs. VGHAX - Expense Ratio Comparison

MDEV has a 0.70% expense ratio, which is higher than VGHAX's 0.25% expense ratio.


Return for Risk

MDEV vs. VGHAX — 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

VGHAX
VGHAX Risk / Return Rank: 2727
Overall Rank
VGHAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VGHAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VGHAX Omega Ratio Rank: 1818
Omega Ratio Rank
VGHAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VGHAX Martin Ratio Rank: 2727
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. VGHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Medical Devices ETF (MDEV) and Vanguard Health Care Fund Admiral Shares (VGHAX). 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.


MDEVVGHAXDifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.53

-0.83

Sortino ratio

Return per unit of downside risk

-0.31

0.84

-1.15

Omega ratio

Gain probability vs. loss probability

0.96

1.11

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.37

1.15

-1.52

Martin ratio

Return relative to average drawdown

-1.17

2.82

-4.00

MDEV vs. VGHAX - Sharpe Ratio Comparison

The current MDEV Sharpe Ratio is -0.30, which is lower than the VGHAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MDEV and VGHAX, 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


MDEVVGHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.53

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.60

-0.90

Correlation

The correlation between MDEV and VGHAX is 0.75, 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.


Dividends

MDEV vs. VGHAX - Dividend Comparison

MDEV has not paid dividends to shareholders, while VGHAX's dividend yield for the trailing twelve months is around 7.09%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VGHAX
Vanguard Health Care Fund Admiral Shares
7.09%6.07%22.84%7.22%5.49%7.05%8.02%11.87%9.15%7.36%8.60%8.21%

Drawdowns

MDEV vs. VGHAX - Drawdown Comparison

The maximum MDEV drawdown since its inception was -42.34%, which is greater than VGHAX's maximum drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for MDEV and VGHAX.


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Drawdown Indicators


MDEVVGHAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-36.85%

-5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-9.19%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

Max Drawdown (10Y)

Largest decline over 10 years

-27.17%

Current Drawdown

Current decline from peak

-32.20%

-8.80%

-23.40%

Average Drawdown

Average peak-to-trough decline

-25.39%

-5.61%

-19.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

3.90%

+0.76%

Volatility

MDEV vs. VGHAX - Volatility Comparison

First Trust Indxx Medical Devices ETF (MDEV) has a higher volatility of 5.67% compared to Vanguard Health Care Fund Admiral Shares (VGHAX) at 4.81%. This indicates that MDEV's price experiences larger fluctuations and is considered to be riskier than VGHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDEVVGHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

4.81%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

10.26%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

17.43%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

17.96%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

17.56%

+1.44%