PortfoliosLab logo
MEDI vs. FTXH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MEDI and FTXH is 0.53, 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.


Performance

MEDI vs. FTXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Health Care ETF (MEDI) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MEDI:

-0.14

FTXH:

-0.28

Sortino Ratio

MEDI:

-0.08

FTXH:

-0.28

Omega Ratio

MEDI:

0.99

FTXH:

0.96

Calmar Ratio

MEDI:

-0.18

FTXH:

-0.29

Martin Ratio

MEDI:

-0.48

FTXH:

-0.82

Ulcer Index

MEDI:

7.29%

FTXH:

6.93%

Daily Std Dev

MEDI:

21.77%

FTXH:

18.83%

Max Drawdown

MEDI:

-19.24%

FTXH:

-32.11%

Current Drawdown

MEDI:

-13.99%

FTXH:

-14.01%

Returns By Period

In the year-to-date period, MEDI achieves a -2.09% return, which is significantly higher than FTXH's -6.29% return.


MEDI

YTD

-2.09%

1M

-0.57%

6M

-4.33%

1Y

-3.04%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FTXH

YTD

-6.29%

1M

4.70%

6M

-7.27%

1Y

-5.20%

3Y*

0.10%

5Y*

3.41%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Harbor Health Care ETF

MEDI vs. FTXH - Expense Ratio Comparison

MEDI has a 0.80% expense ratio, which is higher than FTXH's 0.60% expense ratio.


Risk-Adjusted Performance

MEDI vs. FTXH — Risk-Adjusted Performance Rank

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

MEDI
The Risk-Adjusted Performance Rank of MEDI is 1111
Overall Rank
The Sharpe Ratio Rank of MEDI is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDI is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MEDI is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MEDI is 99
Calmar Ratio Rank
The Martin Ratio Rank of MEDI is 1111
Martin Ratio Rank

FTXH
The Risk-Adjusted Performance Rank of FTXH is 77
Overall Rank
The Sharpe Ratio Rank of FTXH is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXH is 88
Sortino Ratio Rank
The Omega Ratio Rank of FTXH is 88
Omega Ratio Rank
The Calmar Ratio Rank of FTXH is 55
Calmar Ratio Rank
The Martin Ratio Rank of FTXH is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MEDI vs. FTXH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Health Care ETF (MEDI) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). 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.


The current MEDI Sharpe Ratio is -0.14, which is higher than the FTXH Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of MEDI and FTXH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

MEDI vs. FTXH - Dividend Comparison

MEDI's dividend yield for the trailing twelve months is around 0.56%, less than FTXH's 1.90% yield.


TTM202420232022202120202019201820172016
MEDI
Harbor Health Care ETF
0.56%0.54%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.90%1.66%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%

Drawdowns

MEDI vs. FTXH - Drawdown Comparison

The maximum MEDI drawdown since its inception was -19.24%, smaller than the maximum FTXH drawdown of -32.11%. Use the drawdown chart below to compare losses from any high point for MEDI and FTXH. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MEDI vs. FTXH - Volatility Comparison

Harbor Health Care ETF (MEDI) has a higher volatility of 9.11% compared to First Trust Nasdaq Pharmaceuticals ETF (FTXH) at 8.65%. This indicates that MEDI's price experiences larger fluctuations and is considered to be riskier than FTXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...