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FIXT vs. IDMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIXT vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Procure Disaster Recovery Strategy ETF (FIXT) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

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FIXT vs. IDMO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIXT achieves a 0.11% return, which is significantly lower than IDMO's 1.97% return.


FIXT

1D
0.05%
1M
-1.56%
YTD
0.11%
6M
0.83%
1Y
3Y*
5Y*
10Y*

IDMO

1D
2.81%
1M
-4.19%
YTD
1.97%
6M
7.03%
1Y
31.67%
3Y*
23.75%
5Y*
14.52%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIXT vs. IDMO - Expense Ratio Comparison

FIXT has a 0.75% expense ratio, which is higher than IDMO's 0.25% expense ratio.


Return for Risk

FIXT vs. IDMO — Risk / Return Rank

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

FIXT

IDMO
IDMO Risk / Return Rank: 8585
Overall Rank
IDMO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDMO Omega Ratio Rank: 8585
Omega Ratio Rank
IDMO Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDMO Martin Ratio Rank: 8787
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.

FIXT vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Procure Disaster Recovery Strategy ETF (FIXT) and Invesco S&P International Developed Momentum ETF (IDMO). 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.


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

FIXT vs. IDMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIXTIDMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

0.44

+1.13

Correlation

The correlation between FIXT and IDMO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIXT vs. IDMO - Dividend Comparison

FIXT's dividend yield for the trailing twelve months is around 4.72%, more than IDMO's 3.73% yield.


TTM20252024202320222021202020192018201720162015
FIXT
Procure Disaster Recovery Strategy ETF
4.72%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDMO
Invesco S&P International Developed Momentum ETF
3.73%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%

Drawdowns

FIXT vs. IDMO - Drawdown Comparison

The maximum FIXT drawdown since its inception was -2.79%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for FIXT and IDMO.


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Drawdown Indicators


FIXTIDMODifference

Max Drawdown

Largest peak-to-trough decline

-2.79%

-39.38%

+36.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

Current Drawdown

Current decline from peak

-2.00%

-6.22%

+4.22%

Average Drawdown

Average peak-to-trough decline

-0.48%

-9.85%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

FIXT vs. IDMO - Volatility Comparison


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Volatility by Period


FIXTIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

19.21%

-15.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.81%

17.67%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

17.90%

-14.09%