BFJA vs. IGLD

Last updated Jul 16, 2026

BFJA (FT Vest Bitcoin Strategy Floor15 ETF - January) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - BFJA is a Cryptocurrency fund actively managed by First Trust, while IGLD is a Gold fund actively managed by First Trust. Both are actively managed. At a 0.34 correlation, their price movements are largely independent. BFJA charges 0.90%/yr vs 0.85%/yr for IGLD.

Performance

BFJA vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BFJA

• 1D: 0.04%
• 1M: -1.52%
• 6M: -15.18%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: -0.19%
• 1M: -6.28%
• 6M: -11.44%
• YTD: -6.87%
• 1Y: 14.74%
• 3Y*: 19.39%
• 5Y*: 12.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BFJA vs. IGLD - Yearly Performance Comparison

	2026 (YTD)
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January	-13.10%
IGLD FT Vest Gold Strategy Target Income ETF	-9.97%

Correlation

The correlation between BFJA and IGLD is 0.34, 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 Jan 12, 2026	0.34

Return for Risk

BFJA vs. IGLD — Risk / Return Rank

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

BFJA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IGLD

IGLD Risk / Return Rank: 20
IGLD Sharpe Ratio Rank: 21
IGLD Sortino Ratio Rank: 20
IGLD Omega Ratio Rank: 22
IGLD Calmar Ratio Rank: 18
IGLD Martin Ratio Rank: 19

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.

BFJA vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and FT Vest Gold Strategy Target Income ETF (IGLD). 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.

	BFJA	IGLD	Difference
Sharpe ratio: Return per unit of total volatility	—	0.60	—
Sortino ratio: Return per unit of downside risk	—	0.92	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	0.62	—
Martin ratio: Return relative to average drawdown	—	1.57	—

Drawdowns

BFJA vs. IGLD - Drawdown Comparison

The maximum BFJA drawdown since its inception was -16.74%, smaller than the maximum IGLD drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for BFJA and IGLD.

Drawdown Indicators

	BFJA	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-16.74%	-23.84%	+7.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.84%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.84%	—
Current Drawdown Current decline from peak	-15.18%	-22.30%	+7.12%
Average Drawdown Average peak-to-trough decline	-10.02%	-5.55%	-4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.39%	—

Volatility

Volatility by Period

	BFJA	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.46%	24.88%	-10.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	15.66%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.46%	15.40%	-0.94%

BFJA vs. IGLD - Expense Ratio Comparison

BFJA has a 0.90% expense ratio, which is higher than IGLD's 0.85% expense ratio.

Dividends

BFJA vs. IGLD - Dividend Comparison

BFJA has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 21.41%.

Position	TTM	2025	2024	2023	2022	2021
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGLD FT Vest Gold Strategy Target Income ETF	21.41%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both BFJA and IGLD in my portfolio?

BFJA and IGLD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BFJA or IGLD?

On fees, IGLD is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BFJA or IGLD?

IGLD is cheaper with a 0.85% expense ratio, compared with 0.90% for BFJA.

Which ETF pays a higher dividend yield, BFJA or IGLD?

IGLD has the higher dividend yield at 21.41%, compared with 0.00% for BFJA.

What is the main difference between BFJA and IGLD?

BFJA is categorized as Cryptocurrency, while IGLD is Gold. Their fees differ too: 0.90% for BFJA and 0.85% for IGLD.