PortfoliosLab logoPortfoliosLab logo
GPT vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPT vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intelligent Alpha Atlas ETF (GPT) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GPT achieves a 12.68% return, which is significantly higher than FIXT's 0.23% return.


GPT

1D
-0.31%
1M
2.33%
YTD
12.68%
6M
11.45%
1Y
31.43%
3Y*
5Y*
10Y*

FIXT

1D
-0.24%
1M
0.27%
YTD
0.23%
6M
0.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPT vs. FIXT - Yearly Performance Comparison


Correlation

The correlation between GPT and FIXT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.23

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GPT vs. FIXT — Risk / Return Rank

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

GPT
GPT Risk / Return Rank: 6060
Overall Rank
GPT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GPT Sortino Ratio Rank: 5252
Sortino Ratio Rank
GPT Omega Ratio Rank: 5353
Omega Ratio Rank
GPT Calmar Ratio Rank: 7171
Calmar Ratio Rank
GPT Martin Ratio Rank: 7373
Martin Ratio Rank

FIXT
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.

GPT vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Alpha Atlas ETF (GPT) and Procure Disaster Recovery Strategy ETF (FIXT). 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.


GPTFIXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

13.47

GPT vs. FIXT - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GPTFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.34

-0.38

Drawdowns

GPT vs. FIXT - Drawdown Comparison

The maximum GPT drawdown since its inception was -25.59%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for GPT and FIXT.


Loading charts...

Drawdown Indicators


GPTFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-25.59%

-3.02%

-22.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

Current Drawdown

Current decline from peak

-0.76%

-1.88%

+1.12%

Average Drawdown

Average peak-to-trough decline

-4.26%

-0.71%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

GPT vs. FIXT - Volatility Comparison


Loading charts...

Volatility by Period


GPTFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

3.77%

+13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

3.77%

+16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

3.77%

+16.92%

GPT vs. FIXT - Expense Ratio Comparison

GPT has a 0.69% expense ratio, which is lower than FIXT's 0.75% expense ratio.


Dividends

GPT vs. FIXT - Dividend Comparison

GPT's dividend yield for the trailing twelve months is around 0.67%, less than FIXT's 5.55% yield.


PositionTTM20252024
FIXT
Procure Disaster Recovery Strategy ETF
5.55%3.24%0.00%
GPT
Intelligent Alpha Atlas ETF
0.67%0.75%0.19%

Frequently Asked Questions


GPT and FIXT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPT is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPT is cheaper with a 0.69% expense ratio, compared with 0.75% for FIXT.

FIXT has the higher dividend yield at 5.55%, compared with 0.67% for GPT.

They also come from different issuers: Intelligent Alpha and Procure. Their fees differ too: 0.69% for GPT and 0.75% for FIXT.

Portfolio Optimizer

Find the right allocation for GPT and FIXT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer