PortfoliosLab logoPortfoliosLab logo
FIXD vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIXD vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Smith Opportunistic Fixed Income ETF (FIXD) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FIXD achieves a 0.84% return, which is significantly lower than GRID's 24.91% return.


FIXD

1D
0.00%
1M
0.88%
YTD
0.84%
6M
0.64%
1Y
4.72%
3Y*
4.06%
5Y*
-0.25%
10Y*

GRID

1D
1.52%
1M
-3.05%
YTD
24.91%
6M
23.50%
1Y
41.98%
3Y*
24.52%
5Y*
16.82%
10Y*
20.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIXD vs. GRID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIXD
First Trust Smith Opportunistic Fixed Income ETF
0.84%7.95%0.75%5.72%-15.00%-1.07%8.99%10.56%-0.00%3.40%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
24.91%29.65%15.18%21.57%-13.89%27.65%48.84%42.80%-22.69%24.31%

Correlation

The correlation between FIXD and GRID is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2017

0.06

Over the past year, FIXD and GRID have become more correlated (0.34) than their long-term average of 0.06, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FIXD vs. GRID — Risk / Return Rank

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

FIXD
FIXD Risk / Return Rank: 3333
Overall Rank
FIXD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FIXD Sortino Ratio Rank: 3535
Sortino Ratio Rank
FIXD Omega Ratio Rank: 3131
Omega Ratio Rank
FIXD Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIXD Martin Ratio Rank: 3131
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 7272
Overall Rank
GRID Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 6666
Sortino Ratio Rank
GRID Omega Ratio Rank: 6868
Omega Ratio Rank
GRID Calmar Ratio Rank: 8080
Calmar Ratio Rank
GRID Martin Ratio Rank: 7777
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.

FIXD vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Smith Opportunistic Fixed Income ETF (FIXD) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIXDGRIDDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.48

3.60

-2.12

Martin ratioReturn relative to average drawdown

4.19

12.67

-8.47

FIXD vs. GRID - Sharpe Ratio Comparison

The current FIXD Sharpe Ratio is 1.14, which is lower than the GRID Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FIXD and GRID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FIXD vs. GRID - Drawdown Comparison

The maximum FIXD drawdown since its inception was -20.44%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for FIXD and GRID.


Loading charts...

Drawdown Indicators


FIXDGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-20.44%

-40.56%

+20.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-11.73%

+8.52%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-20.77%

+13.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-29.64%

+9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-2.90%

-4.40%

+1.50%

Average Drawdown

Average peak-to-trough decline

-5.48%

-8.41%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

3.32%

-2.19%

Volatility

FIXD vs. GRID - Volatility Comparison

The current volatility for First Trust Smith Opportunistic Fixed Income ETF (FIXD) is 1.23%, while First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) has a volatility of 9.91%. This indicates that FIXD experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FIXDGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

9.91%

-8.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

18.26%

-15.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

21.22%

-17.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

21.37%

-14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

22.79%

-16.96%

FIXD vs. GRID - Expense Ratio Comparison

FIXD has a 0.65% expense ratio, which is lower than GRID's 0.70% expense ratio.


Dividends

FIXD vs. GRID - Dividend Comparison

FIXD's dividend yield for the trailing twelve months is around 5.06%, more than GRID's 1.19% yield.


PositionTTM20252024202320222021202020192018201720162015
FIXD
First Trust Smith Opportunistic Fixed Income ETF
5.06%4.50%4.56%3.93%3.07%1.74%3.14%5.10%2.81%1.95%0.00%0.00%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
1.19%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%

Frequently Asked Questions


FIXD and GRID have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRID has higher volatility (9.91%) compared to FIXD (1.23%). In terms of maximum drawdown, FIXD dropped -20.44% vs GRID's -40.56%.

On 5-year performance, GRID leads with 16.82% vs -0.25% for FIXD. On fees, FIXD is cheaper at 0.65% per year. On volatility, FIXD has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GRID has performed better with a 16.82% return vs -0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FIXD is cheaper with a 0.65% expense ratio, compared with 0.70% for GRID.

FIXD has the higher dividend yield at 5.06%, compared with 1.19% for GRID.

FIXD is categorized as Intermediate Core-Plus Bond, while GRID is Alternative Energy Equities. Their fees differ too: 0.65% for FIXD and 0.70% for GRID.

GRID currently has the higher Sharpe Ratio (1.99 vs 1.14), 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

Find the right allocation for FIXD and GRID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer