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TGLB vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) 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, TGLB achieves a 10.62% return, which is significantly higher than FIXT's 0.20% return.


TGLB

1D
-0.76%
1M
-0.46%
6M
8.63%
YTD
10.62%
1Y
12.65%
3Y*
5Y*
10Y*
ALL TIME*
14.06%

FIXT

1D
-0.08%
1M
-0.51%
6M
-0.12%
YTD
0.20%
1Y
4.22%
3Y*
5Y*
10Y*
ALL TIME*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. FIXT - Yearly Performance Comparison


Correlation

The correlation between TGLB and FIXT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.32

TGLB vs. FIXT - Sectors Allocation Comparison


Sectors
TGLB
FIXT

Technology

34.3%

-

Financial Services

18.1%

-

Communication Services

11.5%

-

Industrials

8.6%

-

Consumer Cyclical

7.8%

-

Healthcare

7.2%
100.0%

Basic Materials

4.8%

-

Energy

4.0%

-

Utilities

2.4%

-

Consumer Defensive

1.2%

-

Real Estate

-

-

Technology

TGLB
34.3%
FIXT

-

Financial Services

TGLB
18.1%
FIXT

-

Communication Services

TGLB
11.5%
FIXT

-

Industrials

TGLB
8.6%
FIXT

-

Consumer Cyclical

TGLB
7.8%
FIXT

-

Healthcare

TGLB
7.2%
FIXT
100.0%

Basic Materials

TGLB
4.8%
FIXT

-

Energy

TGLB
4.0%
FIXT

-

Utilities

TGLB
2.4%
FIXT

-

Consumer Defensive

TGLB
1.2%
FIXT

-

Real Estate

TGLB

-

FIXT

-

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Return for Risk

TGLB vs. FIXT — Risk / Return Rank

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

TGLB
TGLB Risk / Return Rank: 3434
Overall Rank
TGLB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TGLB Sortino Ratio Rank: 3232
Sortino Ratio Rank
TGLB Omega Ratio Rank: 3131
Omega Ratio Rank
TGLB Calmar Ratio Rank: 3434
Calmar Ratio Rank
TGLB Martin Ratio Rank: 4040
Martin Ratio Rank

FIXT
FIXT Risk / Return Rank: 3939
Overall Rank
FIXT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FIXT Sortino Ratio Rank: 4444
Sortino Ratio Rank
FIXT Omega Ratio Rank: 4040
Omega Ratio Rank
FIXT Calmar Ratio Rank: 3737
Calmar Ratio Rank
FIXT Martin Ratio Rank: 3434
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.

TGLB vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) 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.


TGLBFIXTDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.30

1.40

-0.10

Martin ratioReturn relative to average drawdown

4.58

3.72

+0.86

TGLB vs. FIXT - Sharpe Ratio Comparison

The current TGLB Sharpe Ratio is 0.88, which is comparable to the FIXT Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TGLB 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

TGLB vs. FIXT - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for TGLB and FIXT.


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Drawdown Indicators


TGLBFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-3.02%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-3.02%

-6.76%

Current Drawdown

Current decline from peak

-2.30%

-1.92%

-0.38%

Average Drawdown

Average peak-to-trough decline

-1.79%

-0.79%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.14%

+1.63%

Volatility

TGLB vs. FIXT - Volatility Comparison

T. Rowe Price Global Equity ETF (TGLB) has a higher volatility of 3.85% compared to Procure Disaster Recovery Strategy ETF (FIXT) at 1.04%. This indicates that TGLB'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


TGLBFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

1.04%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

2.61%

+9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

3.71%

+10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

3.74%

+10.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

3.74%

+10.40%

TGLB vs. FIXT - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than FIXT's 0.75% expense ratio.


Dividends

TGLB vs. FIXT - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than FIXT's 5.60% yield.


Frequently Asked Questions


TGLB and FIXT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGLB has higher volatility (3.85%) compared to FIXT (1.04%). In terms of maximum drawdown, TGLB dropped -9.78% vs FIXT's -3.02%.

On 1-year performance, TGLB leads with 12.65% vs 4.22% for FIXT. On fees, TGLB is cheaper at 0.46% per year. On volatility, FIXT has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TGLB has performed better with a 12.65% return vs 4.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TGLB is cheaper with a 0.46% expense ratio, compared with 0.75% for FIXT.

FIXT has the higher dividend yield at 5.60%, compared with 0.18% for TGLB.

They also come from different issuers: T. Rowe Price and Procure. Their fees differ too: 0.46% for TGLB and 0.75% for FIXT.

FIXT currently has the higher Sharpe Ratio (1.14 vs 0.88), 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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