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FIXD vs. MAMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIXD vs. MAMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Smith Opportunistic Fixed Income ETF (FIXD) and Monarch Ambassador Income ETF (MAMB). The values are adjusted to include any dividend payments, if applicable.

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FIXD vs. MAMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FIXD
First Trust Smith Opportunistic Fixed Income ETF
-0.54%7.95%0.75%5.72%-15.00%1.57%
MAMB
Monarch Ambassador Income ETF
1.19%10.69%1.32%4.90%-13.02%1.46%

Returns By Period

In the year-to-date period, FIXD achieves a -0.54% return, which is significantly lower than MAMB's 1.19% return.


FIXD

1D
0.38%
1M
-2.33%
YTD
-0.54%
6M
0.52%
1Y
4.11%
3Y*
3.36%
5Y*
-0.25%
10Y*

MAMB

1D
0.75%
1M
-2.44%
YTD
1.19%
6M
3.06%
1Y
8.39%
3Y*
4.79%
5Y*
0.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIXD vs. MAMB - Expense Ratio Comparison

FIXD has a 0.65% expense ratio, which is lower than MAMB's 1.49% expense ratio.


Return for Risk

FIXD vs. MAMB — Risk / Return Rank

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

FIXD
FIXD Risk / Return Rank: 4545
Overall Rank
FIXD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FIXD Sortino Ratio Rank: 4545
Sortino Ratio Rank
FIXD Omega Ratio Rank: 3939
Omega Ratio Rank
FIXD Calmar Ratio Rank: 5454
Calmar Ratio Rank
FIXD Martin Ratio Rank: 4242
Martin Ratio Rank

MAMB
MAMB Risk / Return Rank: 7575
Overall Rank
MAMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MAMB Sortino Ratio Rank: 7575
Sortino Ratio Rank
MAMB Omega Ratio Rank: 6767
Omega Ratio Rank
MAMB Calmar Ratio Rank: 8383
Calmar Ratio Rank
MAMB Martin Ratio Rank: 7373
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. MAMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Smith Opportunistic Fixed Income ETF (FIXD) and Monarch Ambassador Income ETF (MAMB). 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.


FIXDMAMBDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.38

-0.51

Sortino ratio

Return per unit of downside risk

1.22

1.95

-0.72

Omega ratio

Gain probability vs. loss probability

1.15

1.25

-0.09

Calmar ratio

Return relative to maximum drawdown

1.38

2.43

-1.05

Martin ratio

Return relative to average drawdown

4.02

7.82

-3.80

FIXD vs. MAMB - Sharpe Ratio Comparison

The current FIXD Sharpe Ratio is 0.87, which is lower than the MAMB Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FIXD and MAMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIXDMAMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.38

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.13

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.14

+0.20

Correlation

The correlation between FIXD and MAMB is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIXD vs. MAMB - Dividend Comparison

FIXD's dividend yield for the trailing twelve months is around 4.65%, more than MAMB's 2.46% yield.


TTM202520242023202220212020201920182017
FIXD
First Trust Smith Opportunistic Fixed Income ETF
4.65%4.50%4.56%3.93%3.07%1.74%3.14%5.10%2.81%1.95%
MAMB
Monarch Ambassador Income ETF
2.46%2.47%2.11%1.73%0.92%0.56%0.00%0.00%0.00%0.00%

Drawdowns

FIXD vs. MAMB - Drawdown Comparison

The maximum FIXD drawdown since its inception was -20.44%, which is greater than MAMB's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for FIXD and MAMB.


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Drawdown Indicators


FIXDMAMBDifference

Max Drawdown

Largest peak-to-trough decline

-20.44%

-19.33%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-3.55%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-19.33%

-1.11%

Current Drawdown

Current decline from peak

-4.23%

-2.44%

-1.79%

Average Drawdown

Average peak-to-trough decline

-5.53%

-7.70%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.10%

-0.02%

Volatility

FIXD vs. MAMB - Volatility Comparison

The current volatility for First Trust Smith Opportunistic Fixed Income ETF (FIXD) is 1.84%, while Monarch Ambassador Income ETF (MAMB) has a volatility of 2.34%. This indicates that FIXD experiences smaller price fluctuations and is considered to be less risky than MAMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIXDMAMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

2.34%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

4.29%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

6.09%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

6.97%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

6.96%

-1.10%