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AGQI vs. FIXT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGQI vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Global Quality Income ETF (AGQI) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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AGQI vs. FIXT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AGQI achieves a 4.22% return, which is significantly higher than FIXT's 0.11% return.


AGQI

1D
0.45%
1M
-4.85%
YTD
4.22%
6M
7.23%
1Y
25.46%
3Y*
5Y*
10Y*

FIXT

1D
0.05%
1M
-1.56%
YTD
0.11%
6M
0.83%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGQI vs. FIXT - Expense Ratio Comparison

AGQI has a 0.85% expense ratio, which is higher than FIXT's 0.75% expense ratio.


Return for Risk

AGQI vs. FIXT — Risk / Return Rank

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

AGQI
AGQI Risk / Return Rank: 8383
Overall Rank
AGQI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AGQI Sortino Ratio Rank: 8585
Sortino Ratio Rank
AGQI Omega Ratio Rank: 8686
Omega Ratio Rank
AGQI Calmar Ratio Rank: 7979
Calmar Ratio Rank
AGQI Martin Ratio Rank: 8282
Martin Ratio Rank

FIXT
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.

AGQI vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Global Quality Income ETF (AGQI) and Procure Disaster Recovery Strategy ETF (FIXT). 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.


AGQIFIXTDifference

Sharpe ratio

Return per unit of total volatility

1.77

Sortino ratio

Return per unit of downside risk

2.37

Omega ratio

Gain probability vs. loss probability

1.36

Calmar ratio

Return relative to maximum drawdown

2.45

Martin ratio

Return relative to average drawdown

10.19

AGQI vs. FIXT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGQIFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

1.57

-0.25

Correlation

The correlation between AGQI and FIXT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AGQI vs. FIXT - Dividend Comparison

AGQI's dividend yield for the trailing twelve months is around 2.17%, less than FIXT's 4.72% yield.


TTM202520242023
AGQI
First Trust Active Global Quality Income ETF
2.17%2.54%2.14%0.14%
FIXT
Procure Disaster Recovery Strategy ETF
4.72%3.24%0.00%0.00%

Drawdowns

AGQI vs. FIXT - Drawdown Comparison

The maximum AGQI drawdown since its inception was -14.07%, which is greater than FIXT's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for AGQI and FIXT.


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Drawdown Indicators


AGQIFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-14.07%

-2.79%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

Current Drawdown

Current decline from peak

-6.31%

-2.00%

-4.31%

Average Drawdown

Average peak-to-trough decline

-2.11%

-0.48%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

Volatility

AGQI vs. FIXT - Volatility Comparison


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Volatility by Period


AGQIFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

3.81%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.53%

3.81%

+8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

3.81%

+8.72%