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FIXT vs. IFLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIXT vs. IFLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Procure Disaster Recovery Strategy ETF (FIXT) and Innovator International Developed Managed Floor ETF (IFLR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIXT achieves a -0.02% return, which is significantly lower than IFLR's 7.99% return.


FIXT

1D
0.16%
1M
-0.88%
6M
-0.36%
YTD
-0.02%
1Y
2.57%
3Y*
5Y*
10Y*
ALL TIME*
4.01%

IFLR

1D
0.38%
1M
1.46%
6M
3.22%
YTD
7.99%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$753.53K$1.08M$852.15K
$746.91K$605.77K$737.65K

FIXT vs. IFLR - Yearly Performance Comparison


Correlation

The correlation between FIXT and IFLR is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.51

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Return for Risk

FIXT vs. IFLR — Risk / Return Rank

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

FIXT
FIXT Risk / Return Rank: 2727
Overall Rank
FIXT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIXT Sortino Ratio Rank: 2727
Sortino Ratio Rank
FIXT Omega Ratio Rank: 2626
Omega Ratio Rank
FIXT Calmar Ratio Rank: 2626
Calmar Ratio Rank
FIXT Martin Ratio Rank: 2626
Martin Ratio Rank

IFLR

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.

FIXT vs. IFLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Procure Disaster Recovery Strategy ETF (FIXT) and Innovator International Developed Managed Floor ETF (IFLR). 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.


FIXTIFLRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.85

Martin ratioReturn relative to average drawdown

2.12

FIXT vs. IFLR - Sharpe Ratio Comparison


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Drawdowns

FIXT vs. IFLR - Drawdown Comparison

The maximum FIXT drawdown since its inception was -3.02%, smaller than the maximum IFLR drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for FIXT and IFLR.


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Drawdown Indicators


FIXTIFLRDifference

Max Drawdown

Largest peak-to-trough decline

-3.02%

-9.58%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

Current Drawdown

Current decline from peak

-2.13%

0.00%

-2.13%

Average Drawdown

Average peak-to-trough decline

-0.84%

-2.52%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

Volatility

FIXT vs. IFLR - Volatility Comparison


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Volatility by Period


FIXTIFLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

13.14%

-9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

13.14%

-9.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

13.14%

-9.38%

FIXT vs. IFLR - Expense Ratio Comparison

FIXT has a 0.75% expense ratio, which is lower than IFLR's 0.89% expense ratio.


Dividends

FIXT vs. IFLR - Dividend Comparison

FIXT's dividend yield for the trailing twelve months is around 5.66%, more than IFLR's 0.93% yield.


Frequently Asked Questions


FIXT and IFLR have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FIXT is cheaper with a 0.75% expense ratio, compared with 0.89% for IFLR.

FIXT has the higher dividend yield at 5.66%, compared with 0.93% for IFLR.

They also come from different issuers: Procure and Innovator. Their fees differ too: 0.75% for FIXT and 0.89% for IFLR.

Portfolio Optimizer

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