PortfoliosLab logoPortfoliosLab logo
BGLD vs. MARB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGLD vs. MARB - 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 Merger Arbitrage ETF (MARB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BGLD achieves a 0.32% return, which is significantly lower than MARB's 1.26% return.


BGLD

1D
-0.52%
1M
0.80%
YTD
0.32%
6M
1.34%
1Y
12.93%
3Y*
19.37%
5Y*
11.20%
10Y*

MARB

1D
0.05%
1M
0.22%
YTD
1.26%
6M
1.42%
1Y
6.18%
3Y*
4.29%
5Y*
2.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGLD vs. MARB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
0.32%33.03%21.80%13.24%-2.42%-5.57%
MARB
First Trust Merger Arbitrage ETF
1.26%7.02%0.73%2.16%3.89%0.40%

Correlation

The correlation between BGLD and MARB is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2021

0.03

The correlation between BGLD and MARB shifts across timeframes, from -0.18 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BGLD vs. MARB — Risk / Return Rank

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

BGLD
BGLD Risk / Return Rank: 2828
Overall Rank
BGLD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BGLD Sortino Ratio Rank: 2828
Sortino Ratio Rank
BGLD Omega Ratio Rank: 3131
Omega Ratio Rank
BGLD Calmar Ratio Rank: 2525
Calmar Ratio Rank
BGLD Martin Ratio Rank: 2727
Martin Ratio Rank

MARB
MARB Risk / Return Rank: 5252
Overall Rank
MARB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MARB Sortino Ratio Rank: 3434
Sortino Ratio Rank
MARB Omega Ratio Rank: 5151
Omega Ratio Rank
MARB Calmar Ratio Rank: 5252
Calmar Ratio Rank
MARB Martin Ratio Rank: 9090
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. MARB - 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 Merger Arbitrage ETF (MARB). 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.


BGLDMARBDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.21

1.32

-0.11

Calmar ratioReturn relative to maximum drawdown

1.17

2.56

-1.39

Martin ratioReturn relative to average drawdown

3.72

20.98

-17.26

BGLD vs. MARB - Sharpe Ratio Comparison

The current BGLD Sharpe Ratio is 1.09, which is comparable to the MARB Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of BGLD and MARB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BGLDMARBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.17

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.62

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.36

+0.69

Drawdowns

BGLD vs. MARB - Drawdown Comparison

The maximum BGLD drawdown since its inception was -16.19%, which is greater than MARB's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for BGLD and MARB.


Loading charts...

Drawdown Indicators


BGLDMARBDifference

Max Drawdown

Largest peak-to-trough decline

-16.19%

-11.99%

-4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-2.43%

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-11.11%

-3.67%

-7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-3.67%

-11.85%

Current Drawdown

Current decline from peak

-7.22%

-0.00%

-7.22%

Average Drawdown

Average peak-to-trough decline

-3.64%

-1.40%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.30%

+3.19%

Volatility

BGLD vs. MARB - Volatility Comparison

FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) has a higher volatility of 2.20% compared to First Trust Merger Arbitrage ETF (MARB) at 0.47%. This indicates that BGLD's price experiences larger fluctuations and is considered to be riskier than MARB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BGLDMARBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

0.47%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

2.18%

+7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

5.31%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

4.27%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.89%

5.60%

+4.29%

BGLD vs. MARB - Expense Ratio Comparison

BGLD has a 0.91% expense ratio, which is lower than MARB's 2.30% expense ratio.


Dividends

BGLD vs. MARB - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 44.18%, more than MARB's 2.98% yield.


PositionTTM2025202420232022
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
44.18%44.32%25.04%10.49%0.40%
MARB
First Trust Merger Arbitrage ETF
2.98%3.01%2.11%2.20%0.99%

Frequently Asked Questions


BGLD and MARB have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGLD has higher volatility (2.20%) compared to MARB (0.47%). In terms of maximum drawdown, BGLD dropped -16.19% vs MARB's -11.99%.

On 5-year performance, BGLD leads with 11.20% vs 2.64% for MARB. On fees, BGLD is cheaper at 0.91% per year. On volatility, MARB has been the lower-risk option at 0.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BGLD has performed better with a 11.20% return vs 2.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BGLD is cheaper with a 0.91% expense ratio, compared with 2.30% for MARB.

BGLD has the higher dividend yield at 44.18%, compared with 2.98% for MARB.

BGLD is categorized as Defined Outcome, while MARB is Long-Short. They also come from different issuers: FT Vest and First Trust. Their fees differ too: 0.91% for BGLD and 2.30% for MARB.

MARB currently has the higher Sharpe Ratio (1.17 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BGLD and MARB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer