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TMFG vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFG vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) 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, TMFG achieves a 5.76% return, which is significantly higher than FIXT's -0.02% return.


TMFG

1D
1.85%
1M
2.53%
6M
5.07%
YTD
5.76%
1Y
8.13%
3Y*
12.52%
5Y*
10Y*
ALL TIME*
4.47%

FIXT

1D
0.16%
1M
-0.88%
6M
-0.36%
YTD
-0.02%
1Y
2.57%
3Y*
5Y*
10Y*
ALL TIME*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$753.53K$1.08M$852.15K
$305.59K$359.54K$429.54K

TMFG vs. FIXT - Yearly Performance Comparison


Correlation

The correlation between TMFG and FIXT is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

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

0.37

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Return for Risk

TMFG vs. FIXT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMFG
TMFG Risk / Return Rank: 2525
Overall Rank
TMFG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 2525
Sortino Ratio Rank
TMFG Omega Ratio Rank: 2323
Omega Ratio Rank
TMFG Calmar Ratio Rank: 2323
Calmar Ratio Rank
TMFG Martin Ratio Rank: 2828
Martin Ratio Rank

FIXT
FIXT Risk / Return Rank: 2727
Overall Rank
FIXT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIXT Sortino Ratio Rank: 2727
Sortino Ratio Rank
FIXT Omega Ratio Rank: 2626
Omega Ratio Rank
FIXT Calmar Ratio Rank: 2626
Calmar Ratio Rank
FIXT Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TMFG vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) 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.


TMFGFIXTDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.69

0.85

-0.16

Martin ratioReturn relative to average drawdown

2.33

2.12

+0.21

TMFG vs. FIXT - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.60, which is comparable to the FIXT Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TMFG 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

TMFG vs. FIXT - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for TMFG and FIXT.


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Drawdown Indicators


TMFGFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-3.02%

-30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-3.02%

-8.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

Current Drawdown

Current decline from peak

0.00%

-2.13%

+2.13%

Average Drawdown

Average peak-to-trough decline

-10.16%

-0.84%

-9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

1.21%

+2.29%

Volatility

TMFG vs. FIXT - Volatility Comparison

Motley Fool Global Opportunities ETF (TMFG) has a higher volatility of 3.92% compared to Procure Disaster Recovery Strategy ETF (FIXT) at 1.12%. This indicates that TMFG'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


TMFGFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

1.12%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

2.69%

+7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

3.58%

+10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

3.76%

+14.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

3.76%

+14.69%

TMFG vs. FIXT - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than FIXT's 0.75% expense ratio.


Dividends

TMFG vs. FIXT - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, less than FIXT's 5.66% yield.


PositionTTM2025202420232022
FIXT
Procure Disaster Recovery Strategy ETF
5.66%3.24%0.00%0.00%0.00%
TMFG
Motley Fool Global Opportunities ETF
0.26%0.27%13.94%5.42%0.70%

Frequently Asked Questions


TMFG and FIXT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMFG has higher volatility (3.92%) compared to FIXT (1.12%). In terms of maximum drawdown, TMFG dropped -33.66% vs FIXT's -3.02%.

On 1-year performance, TMFG leads with 8.13% vs 2.57% for FIXT. On fees, FIXT is cheaper at 0.75% per year. On volatility, FIXT has been the lower-risk option at 1.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TMFG has performed better with a 8.13% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FIXT is cheaper with a 0.75% expense ratio, compared with 0.85% for TMFG.

FIXT has the higher dividend yield at 5.66%, compared with 0.26% for TMFG.

They also come from different issuers: Motley Fool and Procure. Their fees differ too: 0.85% for TMFG and 0.75% for FIXT.

FIXT currently has the higher Sharpe Ratio (0.72 vs 0.60), 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.

Portfolio Optimizer

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