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MEDX vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEDX vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Medical ETF (MEDX) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEDX achieves a 3.90% return, which is significantly higher than PBPH's 1.75% return.


MEDX

1D
3.04%
1M
5.53%
YTD
3.90%
6M
3.58%
1Y
32.14%
3Y*
6.55%
5Y*
10Y*

PBPH

1D
2.92%
1M
2.45%
YTD
1.75%
6M
3.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDX vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between MEDX and PBPH is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.93

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Return for Risk

MEDX vs. PBPH — Risk / Return Rank

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

MEDX
MEDX Risk / Return Rank: 5555
Overall Rank
MEDX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MEDX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MEDX Omega Ratio Rank: 5050
Omega Ratio Rank
MEDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
MEDX Martin Ratio Rank: 5151
Martin Ratio Rank

PBPH
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.

MEDX vs. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Medical ETF (MEDX) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


MEDXPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.06

Martin ratioReturn relative to average drawdown

8.51

MEDX vs. PBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MEDXPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.29

+0.03

Drawdowns

MEDX vs. PBPH - Drawdown Comparison

The maximum MEDX drawdown since its inception was -23.10%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for MEDX and PBPH.


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Drawdown Indicators


MEDXPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-23.10%

-11.10%

-12.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Current Drawdown

Current decline from peak

-2.68%

-6.03%

+3.35%

Average Drawdown

Average peak-to-trough decline

-6.72%

-4.25%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

Volatility

MEDX vs. PBPH - Volatility Comparison


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Volatility by Period


MEDXPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

17.20%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

17.20%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

17.20%

-0.16%

MEDX vs. PBPH - Expense Ratio Comparison

MEDX has a 0.85% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

MEDX vs. PBPH - Dividend Comparison

MEDX's dividend yield for the trailing twelve months is around 1.19%, more than PBPH's 0.09% yield.


PositionTTM202520242023
MEDX
Horizon Kinetics Medical ETF
1.19%1.23%1.92%4.94%
PBPH
Portfolio Building Block World Pharma and Biotech Index ETF
0.09%0.09%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, MEDX and PBPH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.85% for MEDX.

MEDX has the higher dividend yield at 1.19%, compared with 0.09% for PBPH.

They also come from different issuers: Horizon and Portfolio Building Block. Their fees differ too: 0.85% for MEDX and 0.13% for PBPH.

Portfolio Optimizer

Find the right allocation for MEDX and PBPH

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