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JGLO vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGLO vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JGLO achieves a 3.31% return, which is significantly higher than FIXT's 0.71% return.


JGLO

1D
-1.34%
1M
-1.33%
YTD
3.31%
6M
2.82%
1Y
13.14%
3Y*
5Y*
10Y*

FIXT

1D
0.14%
1M
1.07%
YTD
0.71%
6M
0.66%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGLO vs. FIXT - Yearly Performance Comparison


Correlation

The correlation between JGLO and FIXT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2025

0.33

JGLO vs. FIXT - Sectors Allocation Comparison


Sectors
JGLO
FIXT

Technology

31.6%

-

Financial Services

17.3%

-

Consumer Cyclical

16.1%

-

Healthcare

8.6%
100.0%

Communication Services

8.2%

-

Industrials

7.8%

-

Energy

3.9%

-

Utilities

2.2%

-

Basic Materials

1.6%

-

Real Estate

1.5%

-

Consumer Defensive

1.3%

-

Technology

JGLO
31.6%
FIXT

-

Financial Services

JGLO
17.3%
FIXT

-

Consumer Cyclical

JGLO
16.1%
FIXT

-

Healthcare

JGLO
8.6%
FIXT
100.0%

Communication Services

JGLO
8.2%
FIXT

-

Industrials

JGLO
7.8%
FIXT

-

Energy

JGLO
3.9%
FIXT

-

Utilities

JGLO
2.2%
FIXT

-

Basic Materials

JGLO
1.6%
FIXT

-

Real Estate

JGLO
1.5%
FIXT

-

Consumer Defensive

JGLO
1.3%
FIXT

-

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Return for Risk

JGLO vs. FIXT — Risk / Return Rank

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

JGLO
JGLO Risk / Return Rank: 3232
Overall Rank
JGLO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 3131
Sortino Ratio Rank
JGLO Omega Ratio Rank: 3030
Omega Ratio Rank
JGLO Calmar Ratio Rank: 2929
Calmar Ratio Rank
JGLO Martin Ratio Rank: 3838
Martin Ratio Rank

FIXT
FIXT Risk / Return Rank: 3636
Overall Rank
FIXT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FIXT Sortino Ratio Rank: 3939
Sortino Ratio Rank
FIXT Omega Ratio Rank: 3636
Omega Ratio Rank
FIXT Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIXT Martin Ratio Rank: 3232
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.

JGLO vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JGLOFIXTDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.39

1.56

-0.17

Martin ratioReturn relative to average drawdown

5.59

4.33

+1.26

JGLO vs. FIXT - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 1.08, which is comparable to the FIXT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of JGLO and FIXT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JGLO vs. FIXT - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for JGLO and FIXT.


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Drawdown Indicators


JGLOFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-3.02%

-13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-3.02%

-6.45%

Current Drawdown

Current decline from peak

-2.43%

-1.42%

-1.01%

Average Drawdown

Average peak-to-trough decline

-1.88%

-0.75%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.08%

+1.27%

Volatility

JGLO vs. FIXT - Volatility Comparison

Jpmorgan Global Select Equity ETF (JGLO) has a higher volatility of 4.77% compared to Procure Disaster Recovery Strategy ETF (FIXT) at 0.91%. This indicates that JGLO's price experiences larger fluctuations and is considered to be riskier than FIXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLOFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

0.91%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

2.48%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

3.77%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

3.74%

+10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

3.74%

+10.43%

JGLO vs. FIXT - Expense Ratio Comparison

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


Dividends

JGLO vs. FIXT - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.16%, less than FIXT's 5.52% yield.


PositionTTM202520242023
FIXT
Procure Disaster Recovery Strategy ETF
5.52%3.24%0.00%0.00%
JGLO
Jpmorgan Global Select Equity ETF
1.16%1.20%2.00%0.32%

Frequently Asked Questions


JGLO and FIXT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JGLO has higher volatility (4.77%) compared to FIXT (0.91%). In terms of maximum drawdown, JGLO dropped -16.12% vs FIXT's -3.02%.

On 1-year performance, JGLO leads with 13.14% vs 4.69% for FIXT. On fees, JGLO is cheaper at 0.47% per year. On volatility, FIXT has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JGLO has performed better with a 13.14% return vs 4.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JGLO is cheaper with a 0.47% expense ratio, compared with 0.75% for FIXT.

FIXT has the higher dividend yield at 5.52%, compared with 1.16% for JGLO.

They also come from different issuers: JPMorgan and Procure. Their fees differ too: 0.47% for JGLO and 0.75% for FIXT.

FIXT currently has the higher Sharpe Ratio (1.26 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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