BFJL vs. IGLD

Last updated Jun 4, 2026

BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - BFJL is a Defined Outcome fund managed by First Trust, while IGLD is a Precious Metals fund actively managed by First Trust. At a 0.15 correlation, their price movements are largely independent. BFJL charges 0.90%/yr vs 0.85%/yr for IGLD.

Performance

BFJL vs. IGLD - Performance Comparison

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

Returns By Period

In the year-to-date period, BFJL achieves a -7.67% return, which is significantly lower than IGLD's 1.69% return.

BFJL

• 1D: 0.09%
• 1M: -1.12%
• YTD: -7.67%
• 6M: -10.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: -0.81%
• 1M: -1.33%
• YTD: 1.69%
• 6M: 4.44%
• 1Y: 24.53%
• 3Y*: 23.01%
• 5Y*: 13.02%
• 10Y*: —

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

BFJL vs. IGLD - Yearly Performance Comparison

	2026 (YTD)	2025
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July	-7.67%	-7.43%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	1.69%	22.53%

Correlation

The correlation between BFJL and IGLD is 0.15, 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 Jul 2, 2025	0.15

Return for Risk

BFJL vs. IGLD — Risk / Return Rank

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

IGLD

IGLD Risk / Return Rank: 28
IGLD Sharpe Ratio Rank: 28
IGLD Sortino Ratio Rank: 27
IGLD Omega Ratio Rank: 32
IGLD Calmar Ratio Rank: 28
IGLD Martin Ratio Rank: 27

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.

BFJL vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) and FT Cboe 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.

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

Sharpe Ratios by Period

	BFJL	IGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.14	0.94	-2.08

Drawdowns

BFJL vs. IGLD - Drawdown Comparison

The maximum BFJL drawdown since its inception was -21.27%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for BFJL and IGLD.

Drawdown Indicators

	BFJL	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-21.27%	-18.59%	-2.68%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.56%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.56%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.59%	—
Current Drawdown Current decline from peak	-21.20%	-15.16%	-6.04%
Average Drawdown Average peak-to-trough decline	-11.76%	-5.24%	-6.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.43%	—

Volatility

Volatility by Period

	BFJL	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	23.24%	-9.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.76%	15.17%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.76%	15.00%	-1.24%

BFJL vs. IGLD - Expense Ratio Comparison

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

Dividends

BFJL vs. IGLD - Dividend Comparison

BFJL's dividend yield for the trailing twelve months is around 1.46%, less than IGLD's 17.92% yield.

Position	TTM	2025	2024	2023	2022	2021
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July	1.46%	1.35%	0.00%	0.00%	0.00%	0.00%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	17.92%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both BFJL and IGLD in my portfolio?

BFJL and IGLD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BFJL 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, BFJL or IGLD?

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

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

IGLD has the higher dividend yield at 17.92%, compared with 1.46% for BFJL.

What is the main difference between BFJL and IGLD?

BFJL is categorized as Defined Outcome, while IGLD is Precious Metals. Their fees differ too: 0.90% for BFJL and 0.85% for IGLD.