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AGQI vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, AGQI achieves a 11.27% return, which is significantly higher than FIXT's 0.33% return.


AGQI

1D
0.09%
1M
2.06%
YTD
11.27%
6M
12.49%
1Y
24.01%
3Y*
5Y*
10Y*

FIXT

1D
0.10%
1M
0.19%
YTD
0.33%
6M
0.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQI vs. FIXT - Yearly Performance Comparison


Correlation

The correlation between AGQI and FIXT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.39

AGQI vs. FIXT - Sectors Allocation Comparison


Sectors
AGQI
FIXT

Technology

17.4%

-

Financial Services

14.7%

-

Consumer Defensive

14.6%

-

Industrials

11.4%

-

Energy

10.4%

-

Healthcare

9.6%
100.0%

Communication Services

6.6%

-

Utilities

6.2%

-

Consumer Cyclical

5.5%

-

Basic Materials

3.6%

-

Real Estate

-

-

Technology

AGQI
17.4%
FIXT

-

Financial Services

AGQI
14.7%
FIXT

-

Consumer Defensive

AGQI
14.6%
FIXT

-

Industrials

AGQI
11.4%
FIXT

-

Energy

AGQI
10.4%
FIXT

-

Healthcare

AGQI
9.6%
FIXT
100.0%

Communication Services

AGQI
6.6%
FIXT

-

Utilities

AGQI
6.2%
FIXT

-

Consumer Cyclical

AGQI
5.5%
FIXT

-

Basic Materials

AGQI
3.6%
FIXT

-

Real Estate

AGQI

-

FIXT

-

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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: 5959
Overall Rank
AGQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AGQI Sortino Ratio Rank: 6161
Sortino Ratio Rank
AGQI Omega Ratio Rank: 6262
Omega Ratio Rank
AGQI Calmar Ratio Rank: 5454
Calmar Ratio Rank
AGQI Martin Ratio Rank: 5555
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 ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.64

Martin ratioReturn relative to average drawdown

9.43

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

2.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

1.36

+0.10

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 -3.02%. 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%

-3.02%

-11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

Current Drawdown

Current decline from peak

-0.22%

-1.78%

+1.56%

Average Drawdown

Average peak-to-trough decline

-2.17%

-0.71%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

Volatility

AGQI vs. FIXT - Volatility Comparison


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Volatility by Period


AGQIFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

3.76%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

3.76%

+8.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.56%

3.76%

+8.80%

AGQI vs. FIXT - Expense Ratio Comparison

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


Dividends

AGQI vs. FIXT - Dividend Comparison

AGQI's dividend yield for the trailing twelve months is around 2.03%, less than FIXT's 5.55% yield.


PositionTTM202520242023
AGQI
First Trust Active Global Quality Income ETF
2.03%2.54%2.14%0.14%
FIXT
Procure Disaster Recovery Strategy ETF
5.55%3.24%0.00%0.00%

Frequently Asked Questions


AGQI and FIXT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FIXT is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FIXT is cheaper with a 0.75% expense ratio, compared with 0.85% for AGQI.

FIXT has the higher dividend yield at 5.55%, compared with 2.03% for AGQI.

They also come from different issuers: First Trust and Procure. Their fees differ too: 0.85% for AGQI and 0.75% for FIXT.

Portfolio Optimizer

Find the right allocation for AGQI and FIXT

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