THMZ vs. FIXT
THMZ (Lazard Equity Megatrends ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds. THMZ is actively managed, while FIXT is passively managed. At a 0.35 correlation, their price movements are largely independent. THMZ charges 0.50%/yr vs 0.75%/yr for FIXT.
Performance
THMZ vs. FIXT - Performance Comparison
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Returns By Period
In the year-to-date period, THMZ achieves a 3.26% return, which is significantly higher than FIXT's 0.23% return.
THMZ
- 1D
- -0.68%
- 1M
- 4.63%
- YTD
- 3.26%
- 6M
- 3.17%
- 1Y
- 15.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIXT
- 1D
- -0.24%
- 1M
- 0.27%
- YTD
- 0.23%
- 6M
- 0.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THMZ vs. FIXT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
THMZ Lazard Equity Megatrends ETF | 3.26% | 9.98% |
FIXT Procure Disaster Recovery Strategy ETF | 0.23% | 4.58% |
Correlation
The correlation between THMZ and FIXT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025 | 0.35 |
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Return for Risk
THMZ vs. FIXT — Risk / Return Rank
THMZ
FIXT
THMZ vs. FIXT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Megatrends ETF (THMZ) 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.
| THMZ | FIXT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | — | — |
| Martin ratioReturn relative to average drawdown | 3.41 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THMZ | FIXT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.64 | 1.34 | +0.30 |
Drawdowns
THMZ vs. FIXT - Drawdown Comparison
The maximum THMZ drawdown since its inception was -15.99%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for THMZ and FIXT.
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Drawdown Indicators
| THMZ | FIXT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -3.02% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.99% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | -1.88% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -0.71% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | — | — |
Volatility
THMZ vs. FIXT - Volatility Comparison
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Volatility by Period
| THMZ | FIXT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 3.77% | +11.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 3.77% | +14.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 3.77% | +14.95% |
THMZ vs. FIXT - Expense Ratio Comparison
THMZ has a 0.50% expense ratio, which is lower than FIXT's 0.75% expense ratio.
Dividends
THMZ vs. FIXT - Dividend Comparison
THMZ's dividend yield for the trailing twelve months is around 0.41%, less than FIXT's 5.55% yield.
| Position | TTM | 2025 |
|---|---|---|
FIXT Procure Disaster Recovery Strategy ETF | 5.55% | 3.24% |
THMZ Lazard Equity Megatrends ETF | 0.41% | 0.30% |
Frequently Asked Questions
THMZ and FIXT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, THMZ is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
THMZ is cheaper with a 0.50% expense ratio, compared with 0.75% for FIXT.
FIXT has the higher dividend yield at 5.55%, compared with 0.41% for THMZ.
They also come from different issuers: Lazard and Procure. Their fees differ too: 0.50% for THMZ and 0.75% for FIXT.
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