FIXP vs. RMIF

Last updated Aug 2, 2026

FIXP (FolioBeyond Enhanced Fixed Income Premium ETF) and RMIF (LHA Risk-Managed Income ETF) are both Multisector Bonds funds. Both are actively managed. Over the past year, FIXP returned 6.37% vs 1.78% for RMIF. Their 0.46 correlation means their historical movements had little consistent relationship. FIXP charges 1.01%/yr vs 1.38%/yr for RMIF.

Performance

FIXP vs. RMIF - Performance Comparison

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

Returns By Period

In the year-to-date period, FIXP achieves a 2.32% return, which is significantly higher than RMIF's -0.91% return.

FIXP

• 1D: 0.23%
• 1M: 0.28%
• 6M: 2.11%
• YTD: 2.32%
• 1Y: 6.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.59%

RMIF

• 1D: 0.00%
• 1M: -0.38%
• 6M: -0.95%
• YTD: -0.91%
• 1Y: 1.78%
• 3Y*: 4.44%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.61%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FIXP FolioBeyond Enhanced Fixed Income Premium ETF	$17.88K	$15.65K	$29.67K
RMIF LHA Risk-Managed Income ETF	$1.26M	$978.63K	$401.32K

FIXP vs. RMIF - Yearly Performance Comparison

	2026 (YTD)	2025
FIXP FolioBeyond Enhanced Fixed Income Premium ETF	2.32%	4.62%
RMIF LHA Risk-Managed Income ETF	-0.91%	3.61%

Correlation

The correlation between FIXP and RMIF is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.46

Return for Risk

FIXP vs. RMIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIXP

FIXP Risk / Return Rank: 84
FIXP Sharpe Ratio Rank: 82
FIXP Sortino Ratio Rank: 85
FIXP Omega Ratio Rank: 85
FIXP Calmar Ratio Rank: 82
FIXP Martin Ratio Rank: 88

RMIF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIXP vs. RMIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and LHA Risk-Managed Income ETF (RMIF). 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	RMIF	Difference
Sharpe ratio: Return per unit of total volatility	1.91	0.63	+1.28
Sortino ratio: Return per unit of downside risk	2.84	0.91	+1.93
Omega ratio: Gain probability vs. loss probability	1.37	1.12	+0.26
Calmar ratio: Return relative to maximum drawdown	3.03	0.70	+2.33
Martin ratio: Return relative to average drawdown	13.46	1.69	+11.77

FIXP vs. RMIF - Sharpe Ratio Comparison

The current FIXP Sharpe Ratio is 1.91, which is higher than the RMIF Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FIXP and RMIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FIXP vs. RMIF - Drawdown Comparison

The maximum FIXP drawdown since its inception was -3.42%, which is greater than RMIF's maximum drawdown of -3.01%. Use the drawdown chart below to compare losses from any high point for FIXP and RMIF.

Drawdown Indicators

	FIXP	RMIF	Difference
Max Drawdown Largest peak-to-trough decline	-3.42%	-3.01%	-0.41%
Max Drawdown (1Y) Largest decline over 1 year	-2.14%	-2.37%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-3.01%	—
Current Drawdown Current decline from peak	-0.25%	-1.36%	+1.11%
Average Drawdown Average peak-to-trough decline	-0.51%	-0.42%	-0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.48%	0.97%	-0.49%

Volatility

FIXP vs. RMIF - Volatility Comparison

FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) has a higher volatility of 1.37% compared to LHA Risk-Managed Income ETF (RMIF) at 0.40%. This indicates that FIXP's price experiences larger fluctuations and is considered to be riskier than RMIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIXP	RMIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.37%	0.40%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	2.97%	1.99%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	3.39%	2.63%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.91%	2.56%	+1.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.91%	2.56%	+1.35%

FIXP vs. RMIF - Expense Ratio Comparison

FIXP has a 1.01% expense ratio, which is lower than RMIF's 1.38% expense ratio.

Dividends

FIXP vs. RMIF - Dividend Comparison

FIXP's dividend yield for the trailing twelve months is around 5.17%, while RMIF has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
FIXP FolioBeyond Enhanced Fixed Income Premium ETF	5.17%	5.27%	0.00%	0.00%
RMIF LHA Risk-Managed Income ETF	4.82%	5.70%	6.61%	3.70%

Frequently Asked Questions

Can I hold both FIXP and RMIF in my portfolio?

FIXP and RMIF have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIXP or RMIF?

FIXP has higher volatility (1.37%) compared to RMIF (0.40%). In terms of maximum drawdown, FIXP dropped -3.42% vs RMIF's -3.01%.

Which ETF is better, FIXP or RMIF?

On 1-year performance, FIXP leads with 6.37% vs 1.78% for RMIF. On fees, FIXP is cheaper at 1.01% per year. On volatility, RMIF has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FIXP or RMIF?

Over the 1-year period, FIXP has performed better with a 6.37% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FIXP or RMIF?

FIXP is cheaper with a 1.01% expense ratio, compared with 1.38% for RMIF.

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

FIXP has the higher dividend yield at 5.17%, compared with 4.82% for RMIF.

What is the main difference between FIXP and RMIF?

They also come from different issuers: FolioBeyond and Little Harbor Advisors. Their fees differ too: 1.01% for FIXP and 1.38% for RMIF.

Which has better risk-adjusted returns?

FIXP currently has the higher Sharpe Ratio (1.91 vs 0.63), 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.