PortfoliosLab logoPortfoliosLab logo
FIXP vs. XAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIXP vs. XAGG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FIXP achieves a 1.33% return, which is significantly lower than XAGG's 1.93% return.


FIXP

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

XAGG

1D
-0.15%
1M
0.41%
YTD
1.93%
6M
2.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIXP vs. XAGG - Yearly Performance Comparison


Correlation

The correlation between FIXP and XAGG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 11, 2025

0.52

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FIXP vs. XAGG — Risk / Return Rank

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

FIXP
FIXP Risk / Return Rank: 7070
Overall Rank
FIXP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FIXP Sortino Ratio Rank: 7373
Sortino Ratio Rank
FIXP Omega Ratio Rank: 7474
Omega Ratio Rank
FIXP Calmar Ratio Rank: 6464
Calmar Ratio Rank
FIXP Martin Ratio Rank: 7272
Martin Ratio Rank

XAGG
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. XAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and Eaton Vance Income Opportunities ETF (XAGG). 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.


FIXPXAGGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.11

Martin ratioReturn relative to average drawdown

13.24

FIXP vs. XAGG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FIXPXAGGDifference

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

1.88

-0.70

Drawdowns

FIXP vs. XAGG - Drawdown Comparison

The maximum FIXP drawdown since its inception was -3.42%, which is greater than XAGG's maximum drawdown of -2.88%. Use the drawdown chart below to compare losses from any high point for FIXP and XAGG.


Loading charts...

Drawdown Indicators


FIXPXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-3.42%

-2.88%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

Current Drawdown

Current decline from peak

-0.56%

-0.49%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.53%

-0.57%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

Volatility

FIXP vs. XAGG - Volatility Comparison


Loading charts...

Volatility by Period


FIXPXAGGDifference

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%

3.48%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

3.48%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

3.48%

+0.31%

FIXP vs. XAGG - Expense Ratio Comparison

FIXP has a 1.01% expense ratio, which is higher than XAGG's 0.50% expense ratio.


Dividends

FIXP vs. XAGG - Dividend Comparison

FIXP's dividend yield for the trailing twelve months is around 5.39%, more than XAGG's 3.86% yield.


Frequently Asked Questions


FIXP and XAGG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAGG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAGG is cheaper with a 0.50% expense ratio, compared with 1.01% for FIXP.

FIXP has the higher dividend yield at 5.39%, compared with 3.86% for XAGG.

They also come from different issuers: FolioBeyond and Eaton Vance. Their fees differ too: 1.01% for FIXP and 0.50% for XAGG.

Portfolio Optimizer

Find the right allocation for FIXP and XAGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer