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NACP vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NACP vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impact Shares NAACP Minority Empowerment ETF (NACP) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NACP

1D
0.14%
1M
8.57%
YTD
22.35%
6M
21.44%
1Y
44.11%
3Y*
27.38%
5Y*
16.01%
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NACP vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between NACP and FITZ is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.90

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Return for Risk

NACP vs. FITZ — Risk / Return Rank

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

NACP
NACP Risk / Return Rank: 8989
Overall Rank
NACP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NACP Sortino Ratio Rank: 9191
Sortino Ratio Rank
NACP Omega Ratio Rank: 8888
Omega Ratio Rank
NACP Calmar Ratio Rank: 8585
Calmar Ratio Rank
NACP Martin Ratio Rank: 9090
Martin Ratio Rank

FITZ
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.

NACP vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares NAACP Minority Empowerment ETF (NACP) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


NACPFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

4.59

Martin ratioReturn relative to average drawdown

20.18

NACP vs. FITZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NACPFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

-7.29

+8.22

Drawdowns

NACP vs. FITZ - Drawdown Comparison

The maximum NACP drawdown since its inception was -30.96%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for NACP and FITZ.


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Drawdown Indicators


NACPFITZDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-1.97%

-28.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.89%

Current Drawdown

Current decline from peak

0.00%

-1.97%

+1.97%

Average Drawdown

Average peak-to-trough decline

-5.75%

-1.08%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

NACP vs. FITZ - Volatility Comparison


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Volatility by Period


NACPFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

8.74%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

8.74%

+8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

8.74%

+9.95%

NACP vs. FITZ - Expense Ratio Comparison

NACP has a 0.49% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

NACP vs. FITZ - Dividend Comparison

NACP's dividend yield for the trailing twelve months is around 0.55%, while FITZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NACP
Impact Shares NAACP Minority Empowerment ETF
0.55%0.62%2.96%1.28%3.48%3.06%1.48%1.22%0.71%

Frequently Asked Questions


With a correlation of 0.90, NACP and FITZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, NACP is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NACP is cheaper with a 0.49% expense ratio, compared with 0.75% for FITZ.

NACP has the higher dividend yield at 0.55%, compared with 0.00% for FITZ.

They also come from different issuers: Impact Shares and Nicholas. Their fees differ too: 0.49% for NACP and 0.75% for FITZ.

Portfolio Optimizer

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