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FXED vs. THRV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXED vs. THRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Enhanced Fixed Income ETF (FXED) and Prospera Income ETF (THRV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXED achieves a -0.68% return, which is significantly lower than THRV's 1.86% return.


FXED

1D
-0.86%
1M
-1.64%
YTD
-0.68%
6M
-0.29%
1Y
4.11%
3Y*
6.64%
5Y*
2.33%
10Y*

THRV

1D
-0.38%
1M
0.32%
YTD
1.86%
6M
1.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXED vs. THRV - Yearly Performance Comparison


2026 (YTD)2025
FXED
Sound Enhanced Fixed Income ETF
-0.68%-0.11%
THRV
Prospera Income ETF
1.86%0.16%

Correlation

The correlation between FXED and THRV is 0.58, 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 Oct 1, 2025

0.58

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Return for Risk

FXED vs. THRV — Risk / Return Rank

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

FXED
FXED Risk / Return Rank: 1818
Overall Rank
FXED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FXED Sortino Ratio Rank: 1818
Sortino Ratio Rank
FXED Omega Ratio Rank: 1717
Omega Ratio Rank
FXED Calmar Ratio Rank: 1919
Calmar Ratio Rank
FXED Martin Ratio Rank: 1919
Martin Ratio Rank

THRV
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.

FXED vs. THRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Enhanced Fixed Income ETF (FXED) and Prospera Income ETF (THRV). 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.


FXEDTHRVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.77

Martin ratioReturn relative to average drawdown

2.09

FXED vs. THRV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FXEDTHRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.04

-0.66

Drawdowns

FXED vs. THRV - Drawdown Comparison

The maximum FXED drawdown since its inception was -19.70%, which is greater than THRV's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for FXED and THRV.


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Drawdown Indicators


FXEDTHRVDifference

Max Drawdown

Largest peak-to-trough decline

-19.70%

-1.50%

-18.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

Max Drawdown (3Y)

Largest decline over 3 years

-8.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

Current Drawdown

Current decline from peak

-2.54%

-0.51%

-2.03%

Average Drawdown

Average peak-to-trough decline

-4.77%

-0.44%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

FXED vs. THRV - Volatility Comparison


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Volatility by Period


FXEDTHRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

2.92%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.75%

2.92%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

2.92%

+5.67%

FXED vs. THRV - Expense Ratio Comparison

FXED has a 2.33% expense ratio, which is higher than THRV's 1.80% expense ratio.


Dividends

FXED vs. THRV - Dividend Comparison

FXED's dividend yield for the trailing twelve months is around 7.16%, more than THRV's 4.71% yield.


PositionTTM20252024202320222021
FXED
Sound Enhanced Fixed Income ETF
7.16%6.96%6.70%5.65%5.94%4.59%
THRV
Prospera Income ETF
4.71%1.67%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXED and THRV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, THRV is cheaper at 1.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

THRV is cheaper with a 1.80% expense ratio, compared with 2.33% for FXED.

FXED has the higher dividend yield at 7.16%, compared with 4.71% for THRV.

They also come from different issuers: Sound Income Strategies and Prospera Funds. Their fees differ too: 2.33% for FXED and 1.80% for THRV.

Portfolio Optimizer

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