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BGLD vs. FTRI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGLD vs. FTRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and First Trust Indxx Global Natural Resources Income ETF (FTRI). The values are adjusted to include any dividend payments, if applicable.

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BGLD vs. FTRI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

BGLD
BGLD Risk / Return Rank: 7474
Overall Rank
BGLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BGLD Sortino Ratio Rank: 7777
Sortino Ratio Rank
BGLD Omega Ratio Rank: 7676
Omega Ratio Rank
BGLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
BGLD Martin Ratio Rank: 7777
Martin Ratio Rank

FTRI
FTRI Risk / Return Rank: 8989
Overall Rank
FTRI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTRI Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTRI Omega Ratio Rank: 8787
Omega Ratio Rank
FTRI Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTRI Martin Ratio Rank: 9292
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.

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.


BGLDFTRIDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.89

-0.52

Sortino ratio

Return per unit of downside risk

1.89

2.41

-0.52

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

1.51

2.88

-1.36

Martin ratio

Return relative to average drawdown

7.80

12.58

-4.77

BGLD vs. FTRI - Sharpe Ratio Comparison

The current BGLD Sharpe Ratio is 1.37, which is comparable to the FTRI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of BGLD and FTRI, 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


BGLDFTRIDifference

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.


TTM20252024202320222021202020192018201720162015
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


BGLDFTRIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.35%

-6.25%

-1.10%

Average Drawdown

Average peak-to-trough decline

-3.54%

-8.49%

+4.95%

Ulcer Index

Depth 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


BGLDFTRIDifference

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%