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FIXT vs. IFLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FIXT vs. IFLR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIXT achieves a 0.06% return, which is significantly lower than IFLR's 0.14% return.


FIXT

1D
0.35%
1M
-2.05%
YTD
0.06%
6M
1.05%
1Y
3Y*
5Y*
10Y*

IFLR

1D
2.34%
1M
-6.96%
YTD
0.14%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIXT vs. IFLR - Expense Ratio Comparison

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


Return for Risk

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.


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

FIXT vs. IFLR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIXTIFLRDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

0.96

+0.60

Correlation

The correlation between FIXT and IFLR is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIXT vs. IFLR - Dividend Comparison

FIXT's dividend yield for the trailing twelve months is around 4.22%, more than IFLR's 0.30% yield.


Drawdowns

FIXT vs. IFLR - Drawdown Comparison

The maximum FIXT drawdown since its inception was -2.79%, 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

-2.79%

-9.58%

+6.79%

Current Drawdown

Current decline from peak

-2.05%

-7.08%

+5.03%

Average Drawdown

Average peak-to-trough decline

-0.47%

-1.83%

+1.36%

Volatility

FIXT vs. IFLR - Volatility Comparison


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Volatility by Period


FIXTIFLRDifference

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

13.52%

-9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

13.52%

-9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.82%

13.52%

-9.70%