PortfolioMetrics

FXH vs. ARKG - ETF Comparison

FXH - First Trust Health Care AlphaDEX Fund

The First Trust Health Care AlphaDEX Fund is an equity ETF that tracks the StrataQuant Health Care Index, providing exposure to the U.S. health care sector. It employs a unique quant-based screening methodology to identify stocks poised for outperformance, aiming to generate excess returns relative to traditional cap-weighted benchmarks. With a focus on mid-cap stocks, this fund offers a diversified portfolio with a lower concentration of top holdings, making it a potential option for investors seeking health care exposure with a tactical tilt.

ARKG - ARK Genomic Revolution ETF

The ARK Genomic Revolution ETF is an actively managed fund that invests in companies driving advancements in genomics, gene editing, genetic therapy, molecular diagnostics, and stem cell advances. The fund's portfolio is tilted towards smaller firms and is designed to capture long-term growth potential in the healthcare and biotechnology sectors.

FXHARKG
Fund NameFirst Trust Health Care AlphaDEX FundARK Genomic Revolution ETF
Fund ProviderFirst TrustARK Invest
IndexStrataQuant Health Care IndexActive (No Index)
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.62%0.75%
Inception Date2007-05-082014-10-31
Number Of Holdings7842
RegionUnited StatesUnited States
Investment StyleGrowthGrowth
Market CapMid-CapBlend
SectorHealthcareHealthcare
Sector DetailHealth CareBiotechnology
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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