BGLD vs. FTRI
Compare and contrast key facts about FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and First Trust Indxx Global Natural Resources Income ETF (FTRI).
BGLD and FTRI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGLD is an actively managed fund by FT Vest. It was launched on Jan 20, 2021. FTRI is a passively managed fund by First Trust that tracks the performance of the Indxx Global Natural Resources Income Index. It was launched on Mar 11, 2010.
Performance
BGLD vs. FTRI - Performance Comparison
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BGLD vs. FTRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 0.18% | 33.03% | 21.80% | 13.24% | -2.42% | -5.57% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 14.35% | 33.62% | -3.93% | 1.53% | 7.49% | 16.81% |
Returns By Period
In the year-to-date period, BGLD achieves a 0.18% return, which is significantly lower than FTRI's 14.35% return.
BGLD
- 1D
- 2.63%
- 1M
- -6.42%
- YTD
- 0.18%
- 6M
- 2.66%
- 1Y
- 16.42%
- 3Y*
- 20.21%
- 5Y*
- 12.18%
- 10Y*
- —
FTRI
- 1D
- 1.91%
- 1M
- -5.92%
- YTD
- 14.35%
- 6M
- 18.78%
- 1Y
- 38.47%
- 3Y*
- 15.03%
- 5Y*
- 11.80%
- 10Y*
- 11.48%
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BGLD vs. FTRI - Expense Ratio Comparison
BGLD has a 0.91% expense ratio, which is higher than FTRI's 0.70% expense ratio.
Return for Risk
BGLD vs. FTRI — Risk / Return Rank
BGLD
FTRI
BGLD vs. FTRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and First Trust Indxx Global Natural Resources Income ETF (FTRI). 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.
| BGLD | FTRI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.89 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.41 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.88 | -1.36 |
Martin ratioReturn relative to average drawdown | 7.80 | 12.58 | -4.77 |
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
| BGLD | FTRI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.89 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.57 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.50 | +0.58 |
Correlation
The correlation between BGLD and FTRI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BGLD vs. FTRI - Dividend Comparison
BGLD's dividend yield for the trailing twelve months is around 44.24%, more than FTRI's 2.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 44.24% | 44.32% | 25.04% | 10.49% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 2.27% | 2.35% | 4.29% | 6.56% | 8.37% | 6.58% | 3.64% | 6.25% | 4.24% | 3.60% | 2.96% | 0.89% |
Drawdowns
BGLD vs. FTRI - Drawdown Comparison
The maximum BGLD drawdown since its inception was -16.19%, smaller than the maximum FTRI drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for BGLD and FTRI.
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Drawdown Indicators
| BGLD | FTRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.19% | -43.82% | +27.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -13.48% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -16.19% | -27.51% | +11.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.82% | — |
Current DrawdownCurrent decline from peak | -7.35% | -6.25% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -8.49% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.08% | -0.93% |
Volatility
BGLD vs. FTRI - Volatility Comparison
FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and First Trust Indxx Global Natural Resources Income ETF (FTRI) have volatilities of 6.83% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGLD | FTRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 7.03% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 14.48% | -5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 20.48% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.88% | 20.92% | -11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.87% | 22.32% | -12.45% |