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BGLD vs. IGLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGLD and IGLD 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.


-0.50.00.51.00.8

Performance

BGLD vs. IGLD - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
11.53%
7.59%
BGLD
IGLD

Key characteristics

Sharpe Ratio

BGLD:

2.26

IGLD:

1.64

Sortino Ratio

BGLD:

3.01

IGLD:

2.23

Omega Ratio

BGLD:

1.43

IGLD:

1.30

Calmar Ratio

BGLD:

4.51

IGLD:

2.55

Martin Ratio

BGLD:

17.99

IGLD:

8.96

Ulcer Index

BGLD:

1.30%

IGLD:

2.13%

Daily Std Dev

BGLD:

10.36%

IGLD:

11.66%

Max Drawdown

BGLD:

-16.19%

IGLD:

-18.58%

Current Drawdown

BGLD:

-1.26%

IGLD:

-4.24%

Returns By Period

In the year-to-date period, BGLD achieves a 1.17% return, which is significantly higher than IGLD's 0.18% return.


BGLD

YTD

1.17%

1M

0.43%

6M

12.64%

1Y

24.29%

5Y*

N/A

10Y*

N/A

IGLD

YTD

0.18%

1M

-0.19%

6M

8.61%

1Y

20.29%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BGLD vs. IGLD - Expense Ratio Comparison

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


BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
Expense ratio chart for BGLD: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for IGLD: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

BGLD vs. IGLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) 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.


Sharpe ratio
The chart of Sharpe ratio for BGLD, currently valued at 2.26, compared to the broader market0.002.004.002.261.64
The chart of Sortino ratio for BGLD, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.003.012.23
The chart of Omega ratio for BGLD, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.30
The chart of Calmar ratio for BGLD, currently valued at 4.51, compared to the broader market0.005.0010.0015.004.512.55
The chart of Martin ratio for BGLD, currently valued at 17.99, compared to the broader market0.0020.0040.0060.0080.00100.0017.998.96
BGLD
IGLD

The current BGLD Sharpe Ratio is 2.26, which is higher than the IGLD Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BGLD and IGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.26
1.64
BGLD
IGLD

Dividends

BGLD vs. IGLD - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 24.75%, more than IGLD's 20.06% yield.


TTM2024202320222021
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
24.75%25.04%10.49%0.40%0.00%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
20.06%20.81%7.85%4.45%2.24%

Drawdowns

BGLD vs. IGLD - Drawdown Comparison

The maximum BGLD drawdown since its inception was -16.19%, smaller than the maximum IGLD drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BGLD and IGLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.26%
-4.24%
BGLD
IGLD

Volatility

BGLD vs. IGLD - Volatility Comparison

FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD) have volatilities of 3.24% and 3.10%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.24%
3.10%
BGLD
IGLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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