FIXP vs. BESF
FIXP (FolioBeyond Enhanced Fixed Income Premium ETF) and BESF (Bastion Energy ETF) are both exchange-traded funds - FIXP is a Multisector Bonds fund actively managed by FolioBeyond, while BESF is a Energy Equities fund actively managed by Bastion. Both are actively managed. Over the past year, FIXP returned 6.37% vs 58.60% for BESF. Their -0.15 correlation means they have often moved in opposite directions in the past. FIXP charges 1.01%/yr vs 0.80%/yr for BESF.
Performance
FIXP vs. BESF - Performance Comparison
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Returns By Period
In the year-to-date period, FIXP achieves a 2.32% return, which is significantly lower than BESF's 17.62% return.
FIXP
- 1D
- 0.23%
- 1M
- 0.28%
- 6M
- 2.11%
- YTD
- 2.32%
- 1Y
- 6.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.59%
BESF
- 1D
- 1.19%
- 1M
- 2.81%
- 6M
- 7.68%
- YTD
- 17.62%
- 1Y
- 58.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 52.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.42K | $94.04K | $92.36K | |
| $17.88K | $15.65K | $29.67K |
FIXP vs. BESF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FIXP FolioBeyond Enhanced Fixed Income Premium ETF | 2.32% | 5.23% |
BESF Bastion Energy ETF | 17.62% | 38.76% |
Correlation
The correlation between FIXP and BESF is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | -0.15 |
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Return for Risk
FIXP vs. BESF — Risk / Return Rank
FIXP
BESF
FIXP vs. BESF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and Bastion Energy ETF (BESF). 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.
| FIXP | BESF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 5.06 | -2.03 |
| Martin ratioReturn relative to average drawdown | 13.46 | 11.87 | +1.59 |
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Drawdowns
FIXP vs. BESF - Drawdown Comparison
The maximum FIXP drawdown since its inception was -3.42%, smaller than the maximum BESF drawdown of -10.97%. Use the drawdown chart below to compare losses from any high point for FIXP and BESF.
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Drawdown Indicators
| FIXP | BESF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.42% | -10.97% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.14% | -10.97% | +8.83% |
Current DrawdownCurrent decline from peak | -0.25% | -7.55% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -3.22% | +2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.48% | 4.68% | -4.20% |
Volatility
FIXP vs. BESF - Volatility Comparison
The current volatility for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) is 1.37%, while Bastion Energy ETF (BESF) has a volatility of 7.28%. This indicates that FIXP experiences smaller price fluctuations and is considered to be less risky than BESF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIXP | BESF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 7.28% | -5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 15.33% | -12.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 25.02% | -21.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.91% | 24.31% | -20.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.91% | 24.31% | -20.40% |
FIXP vs. BESF - Expense Ratio Comparison
FIXP has a 1.01% expense ratio, which is higher than BESF's 0.80% expense ratio.
Dividends
FIXP vs. BESF - Dividend Comparison
FIXP's dividend yield for the trailing twelve months is around 5.17%, less than BESF's 5.85% yield.
| Position | TTM | 2025 |
|---|---|---|
BESF Bastion Energy ETF | 5.85% | 6.39% |
FIXP FolioBeyond Enhanced Fixed Income Premium ETF | 5.17% | 5.27% |
Frequently Asked Questions
FIXP and BESF have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BESF has higher volatility (7.28%) compared to FIXP (1.37%). In terms of maximum drawdown, FIXP dropped -3.42% vs BESF's -10.97%.
On 1-year performance, BESF leads with 58.60% vs 6.37% for FIXP. On fees, BESF is cheaper at 0.80% per year. On volatility, FIXP has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BESF has performed better with a 58.60% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BESF is cheaper with a 0.80% expense ratio, compared with 1.01% for FIXP.
BESF has the higher dividend yield at 5.85%, compared with 5.17% for FIXP.
FIXP is categorized as Multisector Bonds, while BESF is Energy Equities. They also come from different issuers: FolioBeyond and Bastion. Their fees differ too: 1.01% for FIXP and 0.80% for BESF.
BESF currently has the higher Sharpe Ratio (2.22 vs 1.91), 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.
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