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FIXD vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIXD vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Smith Opportunistic Fixed Income ETF (FIXD) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIXD achieves a 0.28% return, which is significantly higher than IMTB's 0.14% return.


FIXD

1D
0.11%
1M
0.34%
YTD
0.28%
6M
0.18%
1Y
5.07%
3Y*
3.90%
5Y*
-0.33%
10Y*

IMTB

1D
0.16%
1M
0.13%
YTD
0.14%
6M
0.49%
1Y
5.66%
3Y*
4.82%
5Y*
0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIXD vs. IMTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIXD
First Trust Smith Opportunistic Fixed Income ETF
0.28%7.95%0.75%5.72%-15.00%-1.07%8.99%10.56%-0.00%3.50%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.14%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.38%

Correlation

The correlation between FIXD and IMTB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2017

0.80

The correlation between FIXD and IMTB shifts across timeframes, from 0.80 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FIXD vs. IMTB — 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: 3434
Sortino Ratio Rank
FIXD Omega Ratio Rank: 3232
Omega Ratio Rank
FIXD Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIXD Martin Ratio Rank: 3232
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 4141
Overall Rank
IMTB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3939
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IMTB Martin Ratio Rank: 3939
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. IMTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Smith Opportunistic Fixed Income ETF (FIXD) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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.


FIXDIMTBDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.59

1.99

-0.40

Martin ratioReturn relative to average drawdown

4.76

6.13

-1.38

FIXD vs. IMTB - Sharpe Ratio Comparison

The current FIXD Sharpe Ratio is 1.22, which is comparable to the IMTB Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FIXD and IMTB, 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


FIXDIMTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.41

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.09

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.36

-0.01

Drawdowns

FIXD vs. IMTB - Drawdown Comparison

The maximum FIXD drawdown since its inception was -20.44%, which is greater than IMTB's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for FIXD and IMTB.


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Drawdown Indicators


FIXDIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-20.44%

-18.15%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-2.86%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-6.80%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-18.11%

-2.33%

Current Drawdown

Current decline from peak

-3.44%

-1.58%

-1.86%

Average Drawdown

Average peak-to-trough decline

-5.50%

-4.13%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.92%

+0.15%

Volatility

FIXD vs. IMTB - Volatility Comparison

First Trust Smith Opportunistic Fixed Income ETF (FIXD) has a higher volatility of 1.62% compared to iShares Core 5-10 Year USD Bond ETF (IMTB) at 1.46%. This indicates that FIXD's price experiences larger fluctuations and is considered to be riskier than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIXDIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.46%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

3.02%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

4.05%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

6.28%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

5.18%

+0.65%

FIXD vs. IMTB - Expense Ratio Comparison

FIXD has a 0.65% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Dividends

FIXD vs. IMTB - Dividend Comparison

FIXD's dividend yield for the trailing twelve months is around 4.69%, more than IMTB's 4.52% yield.


PositionTTM2025202420232022202120202019201820172016
FIXD
First Trust Smith Opportunistic Fixed Income ETF
4.69%4.50%4.56%3.93%3.07%1.74%3.14%5.10%2.81%1.95%0.00%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.52%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%

Frequently Asked Questions


With a correlation of 0.92, FIXD and IMTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FIXD has higher volatility (1.62%) compared to IMTB (1.46%). In terms of maximum drawdown, FIXD dropped -20.44% vs IMTB's -18.15%.

On 5-year performance, IMTB leads with 0.58% vs -0.33% for FIXD. On fees, IMTB is cheaper at 0.06% per year. On volatility, IMTB has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IMTB has performed better with a 0.58% return vs -0.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.65% for FIXD.

FIXD has the higher dividend yield at 4.69%, compared with 4.52% for IMTB.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FIXD and 0.06% for IMTB.

IMTB currently has the higher Sharpe Ratio (1.41 vs 1.22), 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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