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

Performance

JDIV vs. FIXT - Performance Comparison

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

Loading graphics...

JDIV vs. FIXT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JDIV achieves a -1.43% return, which is significantly lower than FIXT's 0.06% return.


JDIV

1D
2.66%
1M
-6.69%
YTD
-1.43%
6M
-0.78%
1Y
14.01%
3Y*
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)

Compare stocks, funds, or ETFs

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


JDIV vs. FIXT - Expense Ratio Comparison

JDIV has a 0.47% expense ratio, which is lower than FIXT's 0.75% expense ratio.


Return for Risk

JDIV vs. FIXT — Risk / Return Rank

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

JDIV
JDIV Risk / Return Rank: 5151
Overall Rank
JDIV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JDIV Sortino Ratio Rank: 4949
Sortino Ratio Rank
JDIV Omega Ratio Rank: 5252
Omega Ratio Rank
JDIV Calmar Ratio Rank: 5050
Calmar Ratio Rank
JDIV Martin Ratio Rank: 5656
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.

JDIV vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Dividend Leaders ETF (JDIV) 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.


JDIVFIXTDifference

Sharpe ratio

Return per unit of total volatility

0.89

Sortino ratio

Return per unit of downside risk

1.36

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.31

Martin ratio

Return relative to average drawdown

5.57

JDIV vs. FIXT - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JDIVFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.56

-1.05

Correlation

The correlation between JDIV and FIXT is 0.33, 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

JDIV vs. FIXT - Dividend Comparison

JDIV's dividend yield for the trailing twelve months is around 2.22%, less than FIXT's 4.22% yield.


TTM20252024
JDIV
JPMorgan Dividend Leaders ETF
2.22%2.15%0.36%
FIXT
Procure Disaster Recovery Strategy ETF
4.22%3.24%0.00%

Drawdowns

JDIV vs. FIXT - Drawdown Comparison

The maximum JDIV drawdown since its inception was -13.34%, which is greater than FIXT's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for JDIV and FIXT.


Loading graphics...

Drawdown Indicators


JDIVFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-13.34%

-2.79%

-10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

Current Drawdown

Current decline from peak

-6.87%

-2.05%

-4.82%

Average Drawdown

Average peak-to-trough decline

-2.02%

-0.47%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

Volatility

JDIV vs. FIXT - Volatility Comparison


Loading graphics...

Volatility by Period


JDIVFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

3.82%

+11.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

3.82%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.18%

3.82%

+10.36%