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FIAT vs. LQTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIAT vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short COIN Option Income Strategy ETF (FIAT) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIAT achieves a 13.84% return, which is significantly higher than LQTI's 0.16% return.


FIAT

1D
4.32%
1M
16.99%
YTD
13.84%
6M
33.71%
1Y
-0.18%
3Y*
5Y*
10Y*

LQTI

1D
-0.26%
1M
0.41%
YTD
0.16%
6M
-0.04%
1Y
5.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIAT vs. LQTI - Yearly Performance Comparison


Correlation

The correlation between FIAT and LQTI is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

-0.13

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Return for Risk

FIAT vs. LQTI — Risk / Return Rank

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

FIAT
FIAT Risk / Return Rank: 1010
Overall Rank
FIAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1111
Omega Ratio Rank
FIAT Calmar Ratio Rank: 99
Calmar Ratio Rank
FIAT Martin Ratio Rank: 99
Martin Ratio Rank

LQTI
LQTI Risk / Return Rank: 3232
Overall Rank
LQTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQTI Omega Ratio Rank: 2929
Omega Ratio Rank
LQTI Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3434
Martin Ratio Rank
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.

FIAT vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short COIN Option Income Strategy ETF (FIAT) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.


FIATLQTIDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.05

1.19

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.00

1.68

-1.68

Martin ratioReturn relative to average drawdown

-0.01

5.15

-5.15

FIAT vs. LQTI - Sharpe Ratio Comparison

The current FIAT Sharpe Ratio is -0.00, which is lower than the LQTI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FIAT and LQTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIATLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.12

-1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

0.88

-1.26

Drawdowns

FIAT vs. LQTI - Drawdown Comparison

The maximum FIAT drawdown since its inception was -70.50%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for FIAT and LQTI.


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Drawdown Indicators


FIATLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-3.41%

-67.09%

Max Drawdown (1Y)

Largest decline over 1 year

-42.26%

-3.41%

-38.85%

Current Drawdown

Current decline from peak

-50.94%

-1.44%

-49.50%

Average Drawdown

Average peak-to-trough decline

-45.35%

-0.88%

-44.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.32%

1.11%

+26.21%

Volatility

FIAT vs. LQTI - Volatility Comparison

YieldMax Short COIN Option Income Strategy ETF (FIAT) has a higher volatility of 15.34% compared to FT Vest Investment Grade & Target Income ETF (LQTI) at 1.65%. This indicates that FIAT's price experiences larger fluctuations and is considered to be riskier than LQTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIATLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

1.65%

+13.69%

Volatility (6M)

Calculated over the trailing 6-month period

42.03%

4.02%

+38.01%

Volatility (1Y)

Calculated over the trailing 1-year period

55.49%

5.10%

+50.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.56%

5.97%

+54.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.56%

5.97%

+54.59%

FIAT vs. LQTI - Expense Ratio Comparison

FIAT has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Dividends

FIAT vs. LQTI - Dividend Comparison

FIAT's dividend yield for the trailing twelve months is around 93.28%, more than LQTI's 9.11% yield.


PositionTTM20252024
FIAT
YieldMax Short COIN Option Income Strategy ETF
93.28%178.11%70.99%
LQTI
FT Vest Investment Grade & Target Income ETF
9.11%7.01%0.00%

Frequently Asked Questions


FIAT and LQTI have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIAT has higher volatility (15.34%) compared to LQTI (1.65%). In terms of maximum drawdown, FIAT dropped -70.50% vs LQTI's -3.41%.

On 1-year performance, LQTI leads with 5.69% vs -0.18% for FIAT. On fees, LQTI is cheaper at 0.65% per year. On volatility, LQTI has been the lower-risk option at 1.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LQTI has performed better with a 5.69% return vs -0.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQTI is cheaper with a 0.65% expense ratio, compared with 0.99% for FIAT.

FIAT has the higher dividend yield at 93.28%, compared with 9.11% for LQTI.

They also come from different issuers: YieldMax and FT Vest. Their fees differ too: 0.99% for FIAT and 0.65% for LQTI.

LQTI currently has the higher Sharpe Ratio (1.12 vs -0.00), 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.

Portfolio Optimizer

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