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FIXT vs. VEGA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIXT vs. VEGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Procure Disaster Recovery Strategy ETF (FIXT) and AdvisorShares STAR Global Buy-Write ETF (VEGA). The values are adjusted to include any dividend payments, if applicable.

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FIXT vs. VEGA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIXT achieves a 0.11% return, which is significantly higher than VEGA's -1.25% return.


FIXT

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

VEGA

1D
0.46%
1M
-3.82%
YTD
-1.25%
6M
0.61%
1Y
13.80%
3Y*
11.85%
5Y*
6.13%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIXT vs. VEGA - Expense Ratio Comparison

FIXT has a 0.75% expense ratio, which is lower than VEGA's 2.02% expense ratio.


Return for Risk

FIXT vs. VEGA — Risk / Return Rank

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

FIXT

VEGA
VEGA Risk / Return Rank: 6464
Overall Rank
VEGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6363
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6464
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6161
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7070
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. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Procure Disaster Recovery Strategy ETF (FIXT) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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. VEGA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIXTVEGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

0.48

+1.09

Correlation

The correlation between FIXT and VEGA is 0.39, 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. VEGA - Dividend Comparison

FIXT's dividend yield for the trailing twelve months is around 4.72%, more than VEGA's 1.36% yield.


TTM2025202420232022202120202019201820172016
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%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.36%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%

Drawdowns

FIXT vs. VEGA - Drawdown Comparison

The maximum FIXT drawdown since its inception was -2.79%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for FIXT and VEGA.


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Drawdown Indicators


FIXTVEGADifference

Max Drawdown

Largest peak-to-trough decline

-2.79%

-28.37%

+25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-2.00%

-4.52%

+2.52%

Average Drawdown

Average peak-to-trough decline

-0.48%

-3.83%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

Volatility

FIXT vs. VEGA - Volatility Comparison


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Volatility by Period


FIXTVEGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

11.98%

-8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.81%

12.31%

-8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

12.67%

-8.86%