PTH vs. LFSC
PTH (Invesco DWA Healthcare Momentum ETF) and LFSC (F/m Emerald Life Sciences Innovation ETF) are both exchange-traded funds - PTH is a Momentum fund tracking the Dorsey Wright Healthcare Technical Leaders Index, while LFSC is a Health & Biotech Equities fund actively managed by F/m Investments. PTH is passively managed, while LFSC is actively managed. Over the past year, PTH returned 34.27% vs 58.79% for LFSC. Their correlation of 0.80 suggests significant overlap in exposure. PTH charges 0.60%/yr vs 0.54%/yr for LFSC.
Performance
PTH vs. LFSC - Performance Comparison
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Returns By Period
In the year-to-date period, PTH achieves a -1.13% return, which is significantly lower than LFSC's 3.84% return.
PTH
- 1D
- 1.64%
- 1M
- -4.72%
- YTD
- -1.13%
- 6M
- -4.72%
- 1Y
- 34.27%
- 3Y*
- 8.31%
- 5Y*
- -0.77%
- 10Y*
- 12.78%
LFSC
- 1D
- 1.08%
- 1M
- -1.63%
- YTD
- 3.84%
- 6M
- 1.68%
- 1Y
- 58.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PTH vs. LFSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PTH Invesco DWA Healthcare Momentum ETF | -1.13% | 27.91% | -10.34% |
LFSC F/m Emerald Life Sciences Innovation ETF | 3.84% | 56.54% | -6.02% |
Correlation
The correlation between PTH and LFSC is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2024 | 0.80 |
The correlation between PTH and LFSC has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
PTH vs. LFSC — Risk / Return Rank
PTH
LFSC
PTH vs. LFSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Healthcare Momentum ETF (PTH) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.
| PTH | LFSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.64 | -0.76 |
| Martin ratioReturn relative to average drawdown | 7.37 | 10.14 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTH | LFSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.28 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.07 | -0.68 |
Drawdowns
PTH vs. LFSC - Drawdown Comparison
The maximum PTH drawdown since its inception was -53.52%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for PTH and LFSC.
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Drawdown Indicators
| PTH | LFSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.52% | -29.74% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -16.25% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -28.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.52% | — | — |
Current DrawdownCurrent decline from peak | -19.32% | -3.57% | -15.75% |
Average DrawdownAverage peak-to-trough decline | -17.00% | -7.82% | -9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 5.82% | -1.16% |
Volatility
PTH vs. LFSC - Volatility Comparison
Invesco DWA Healthcare Momentum ETF (PTH) has a higher volatility of 8.84% compared to F/m Emerald Life Sciences Innovation ETF (LFSC) at 7.43%. This indicates that PTH's price experiences larger fluctuations and is considered to be riskier than LFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTH | LFSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.84% | 7.43% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 18.52% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.31% | 26.01% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.49% | 28.90% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 28.90% | -1.66% |
PTH vs. LFSC - Expense Ratio Comparison
PTH has a 0.60% expense ratio, which is higher than LFSC's 0.54% expense ratio.
Dividends
PTH vs. LFSC - Dividend Comparison
PTH's dividend yield for the trailing twelve months is around 3.11%, while LFSC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LFSC F/m Emerald Life Sciences Innovation ETF | 0.00% | 0.00% | 0.00% |
PTH Invesco DWA Healthcare Momentum ETF | 3.11% | 3.07% | 0.06% |
Frequently Asked Questions
PTH and LFSC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTH has higher volatility (8.84%) compared to LFSC (7.43%). In terms of maximum drawdown, PTH dropped -53.52% vs LFSC's -29.74%.
On 1-year performance, LFSC leads with 58.79% vs 34.27% for PTH. On fees, LFSC is cheaper at 0.54% per year. On volatility, LFSC has been the lower-risk option at 7.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LFSC has performed better with a 58.79% return vs 34.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LFSC is cheaper with a 0.54% expense ratio, compared with 0.60% for PTH.
PTH has the higher dividend yield at 3.11%, compared with 0.00% for LFSC.
PTH is categorized as Momentum, while LFSC is Health & Biotech Equities. They also come from different issuers: Invesco and F/m Investments. Their fees differ too: 0.60% for PTH and 0.54% for LFSC.
LFSC currently has the higher Sharpe Ratio (2.28 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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