IGTR vs. FIXT

Last updated Apr 1, 2026

Compare and contrast key facts about Innovator Gradient Tactical Rotation Strategy ETF (IGTR) and Procure Disaster Recovery Strategy ETF (FIXT).

IGTR and FIXT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGTR is an actively managed fund by Innovator. It was launched on Nov 16, 2022. FIXT is a passively managed fund by Procure that tracks the performance of the VettaFi Natural Disaster Response and Mitigation Index. It was launched on May 31, 2022.

Performance

IGTR vs. FIXT - Performance Comparison

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

IGTR vs. FIXT - Yearly Performance Comparison

	2026 (YTD)	2025
IGTR Innovator Gradient Tactical Rotation Strategy ETF	1.03%	17.76%
FIXT Procure Disaster Recovery Strategy ETF	0.06%	4.58%

Returns By Period

In the year-to-date period, IGTR achieves a 1.03% return, which is significantly higher than FIXT's 0.06% return.

IGTR

• 1D: 3.19%
• 1M: -8.34%
• YTD: 1.03%
• 6M: 8.15%
• 1Y: 16.91%
• 3Y*: 9.97%
• 5Y*: —
• 10Y*: —

FIXT

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGTR vs. FIXT - Expense Ratio Comparison

IGTR has a 0.80% expense ratio, which is higher than FIXT's 0.75% expense ratio.

IGTR

Innovator Gradient Tactical Rotation Strategy ETF

FIXT

Procure Disaster Recovery Strategy ETF

Return for Risk

IGTR vs. FIXT — Risk / Return Rank

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

IGTR

IGTR Risk / Return Rank: 51
IGTR Sharpe Ratio Rank: 48
IGTR Sortino Ratio Rank: 46
IGTR Omega Ratio Rank: 43
IGTR Calmar Ratio Rank: 63
IGTR Martin Ratio Rank: 56

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.

IGTR vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) 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.

	IGTR	FIXT	Difference
Sharpe ratio Return per unit of total volatility	0.90	—	—
Sortino ratio Return per unit of downside risk	1.30	—	—
Omega ratio Gain probability vs. loss probability	1.17	—	—
Calmar ratio Return relative to maximum drawdown	1.65	—	—
Martin ratio Return relative to average drawdown	5.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IGTR	FIXT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	1.56	-1.25

Correlation

The correlation between IGTR and FIXT is 0.27, 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

IGTR vs. FIXT - Dividend Comparison

IGTR's dividend yield for the trailing twelve months is around 0.79%, less than FIXT's 4.22% yield.

	TTM	2025	2024	2023	2022
IGTR Innovator Gradient Tactical Rotation Strategy ETF	0.79%	0.80%	2.40%	0.87%	0.31%
FIXT Procure Disaster Recovery Strategy ETF	4.22%	3.24%	0.00%	0.00%	0.00%

Drawdowns

IGTR vs. FIXT - Drawdown Comparison

The maximum IGTR drawdown since its inception was -20.06%, which is greater than FIXT's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for IGTR and FIXT.

Drawdown Indicators

	IGTR	FIXT	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-2.79%	-17.27%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	—	—
Current Drawdown Current decline from peak	-8.34%	-2.05%	-6.29%
Average Drawdown Average peak-to-trough decline	-7.23%	-0.47%	-6.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.25%	—	—

Volatility

Volatility by Period

	IGTR	FIXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.92%	3.82%	+15.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.40%	3.82%	+12.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	3.82%	+12.58%