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XFIX vs. IMTB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XFIX vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Opportunistic Income ETF (XFIX) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

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XFIX vs. IMTB - Yearly Performance Comparison


2026 (YTD)202520242023
XFIX
F/m Opportunistic Income ETF
0.11%5.98%4.94%5.92%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.07%8.88%1.94%5.62%

Returns By Period

In the year-to-date period, XFIX achieves a 0.11% return, which is significantly higher than IMTB's 0.07% return.


XFIX

1D
0.09%
1M
-0.36%
YTD
0.11%
6M
1.08%
1Y
4.63%
3Y*
5Y*
10Y*

IMTB

1D
0.16%
1M
-1.01%
YTD
0.07%
6M
1.19%
1Y
5.55%
3Y*
4.43%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XFIX vs. IMTB - Expense Ratio Comparison

XFIX has a 0.40% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Return for Risk

XFIX vs. IMTB — Risk / Return Rank

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

XFIX
XFIX Risk / Return Rank: 8181
Overall Rank
XFIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
XFIX Omega Ratio Rank: 9393
Omega Ratio Rank
XFIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
XFIX Martin Ratio Rank: 6767
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 6262
Overall Rank
IMTB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 6969
Sortino Ratio Rank
IMTB Omega Ratio Rank: 5757
Omega Ratio Rank
IMTB Calmar Ratio Rank: 6666
Calmar Ratio Rank
IMTB Martin Ratio Rank: 5353
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.

XFIX vs. IMTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Opportunistic Income ETF (XFIX) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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.


XFIXIMTBDifference

Sharpe ratio

Return per unit of total volatility

2.02

1.27

+0.75

Sortino ratio

Return per unit of downside risk

2.69

1.83

+0.86

Omega ratio

Gain probability vs. loss probability

1.44

1.23

+0.22

Calmar ratio

Return relative to maximum drawdown

2.14

1.96

+0.18

Martin ratio

Return relative to average drawdown

8.58

6.08

+2.50

XFIX vs. IMTB - Sharpe Ratio Comparison

The current XFIX Sharpe Ratio is 2.02, which is higher than the IMTB Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XFIX and IMTB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XFIXIMTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.27

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

0.37

+1.25

Correlation

The correlation between XFIX and IMTB is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XFIX vs. IMTB - Dividend Comparison

XFIX's dividend yield for the trailing twelve months is around 5.21%, more than IMTB's 4.46% yield.


TTM2025202420232022202120202019201820172016
XFIX
F/m Opportunistic Income ETF
5.21%5.35%5.50%1.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.46%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%

Drawdowns

XFIX vs. IMTB - Drawdown Comparison

The maximum XFIX drawdown since its inception was -3.66%, smaller than the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for XFIX and IMTB.


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Drawdown Indicators


XFIXIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-3.66%

-18.15%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-2.77%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-0.64%

-1.64%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.73%

-4.18%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.89%

-0.34%

Volatility

XFIX vs. IMTB - Volatility Comparison

The current volatility for F/m Opportunistic Income ETF (XFIX) is 0.71%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.74%. This indicates that XFIX experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFIXIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.74%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

2.77%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

4.39%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

6.24%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

5.19%

-1.07%