FIXP vs. BLUI

Last updated Jun 4, 2026

FIXP (FolioBeyond Enhanced Fixed Income Premium ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. At a 0.44 correlation, their price movements are largely independent. FIXP charges 1.01%/yr vs 0.75%/yr for BLUI.

Performance

FIXP vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FIXP achieves a 1.33% return, which is significantly lower than BLUI's 3.27% return.

FIXP

• 1D: -0.12%
• 1M: -0.16%
• YTD: 1.33%
• 6M: 1.89%
• 1Y: 6.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: -0.19%
• 1M: 0.02%
• YTD: 3.27%
• 6M: 3.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIXP vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
FIXP FolioBeyond Enhanced Fixed Income Premium ETF	1.33%	4.71%
BLUI Bluemonte Diversified Income ETF	3.27%	3.80%

Correlation

The correlation between FIXP and BLUI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.44

FIXP vs. BLUI - Sectors Allocation Comparison

Sectors	FIXP	BLUI
Real Estate	100.0%	51.0%
Communication Services	0.0%	-
Basic Materials	-	-
Consumer Cyclical	-	0.3%
Consumer Defensive	-	-
Energy	-	46.7%
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Technology	-	0.6%
Utilities	-	1.5%

Return for Risk

FIXP vs. BLUI — Risk / Return Rank

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

FIXP

FIXP Risk / Return Rank: 70
FIXP Sharpe Ratio Rank: 68
FIXP Sortino Ratio Rank: 73
FIXP Omega Ratio Rank: 74
FIXP Calmar Ratio Rank: 64
FIXP Martin Ratio Rank: 72

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.

FIXP vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and Bluemonte Diversified Income ETF (BLUI). 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.

	FIXP	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	2.22	—	—
Sortino ratio: Return per unit of downside risk	3.27	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.11	—	—
Martin ratio: Return relative to average drawdown	13.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FIXP	BLUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	1.97	-0.79

Drawdowns

FIXP vs. BLUI - Drawdown Comparison

The maximum FIXP drawdown since its inception was -3.42%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for FIXP and BLUI.

Drawdown Indicators

	FIXP	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-3.42%	-2.43%	-0.99%
Max Drawdown (1Y) Largest decline over 1 year	-2.14%	—	—
Current Drawdown Current decline from peak	-0.56%	-0.43%	-0.13%
Average Drawdown Average peak-to-trough decline	-0.53%	-0.37%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.50%	—	—

Volatility

Volatility by Period

	FIXP	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.02%	3.89%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.79%	3.89%	-0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.79%	3.89%	-0.10%

FIXP vs. BLUI - Expense Ratio Comparison

FIXP has a 1.01% expense ratio, which is higher than BLUI's 0.75% expense ratio.

Dividends

FIXP vs. BLUI - Dividend Comparison

FIXP's dividend yield for the trailing twelve months is around 5.39%, more than BLUI's 4.72% yield.

Position	TTM	2025
BLUI Bluemonte Diversified Income ETF	4.72%	2.91%
FIXP FolioBeyond Enhanced Fixed Income Premium ETF	5.39%	5.27%

Frequently Asked Questions

Can I hold both FIXP and BLUI in my portfolio?

FIXP and BLUI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FIXP or BLUI?

On fees, BLUI is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FIXP or BLUI?

BLUI is cheaper with a 0.75% expense ratio, compared with 1.01% for FIXP.

Which ETF pays a higher dividend yield, FIXP or BLUI?

FIXP has the higher dividend yield at 5.39%, compared with 4.72% for BLUI.

What is the main difference between FIXP and BLUI?

They also come from different issuers: FolioBeyond and Bluemonte. Their fees differ too: 1.01% for FIXP and 0.75% for BLUI.