BGLD vs. VTIP
BGLD (FT Vest Gold Strategy Quarterly Buffer ETF) and VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) are both exchange-traded funds - BGLD is a Defined Outcome fund actively managed by FT Vest, while VTIP is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. BGLD is actively managed, while VTIP is passively managed. Over the past 5 years, BGLD returned 11.20%/yr vs 3.37%/yr for VTIP. At a 0.32 correlation, their price movements are largely independent. BGLD charges 0.91%/yr vs 0.03%/yr for VTIP.
Performance
BGLD vs. VTIP - Performance Comparison
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Returns By Period
In the year-to-date period, BGLD achieves a 0.32% return, which is significantly lower than VTIP's 2.05% return.
BGLD
- 1D
- -0.52%
- 1M
- 0.80%
- YTD
- 0.32%
- 6M
- 1.34%
- 1Y
- 12.93%
- 3Y*
- 19.37%
- 5Y*
- 11.20%
- 10Y*
- —
VTIP
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- 2.05%
- 6M
- 2.03%
- 1Y
- 4.70%
- 3Y*
- 5.26%
- 5Y*
- 3.37%
- 10Y*
- 3.14%
BGLD vs. VTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 0.32% | 33.03% | 21.80% | 13.24% | -2.42% | -5.57% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.05% | 6.07% | 4.74% | 4.62% | -2.94% | 4.78% |
Correlation
The correlation between BGLD and VTIP is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2021 | 0.32 |
The correlation between BGLD and VTIP shifts across timeframes, from 0.16 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BGLD vs. VTIP — Risk / Return Rank
BGLD
VTIP
BGLD vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.67 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 6.75 | -5.58 |
| Martin ratioReturn relative to average drawdown | 3.72 | 26.06 | -22.35 |
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 | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 3.15 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 1.22 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.89 | +0.16 |
Drawdowns
BGLD vs. VTIP - Drawdown Comparison
The maximum BGLD drawdown since its inception was -16.19%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for BGLD and VTIP.
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Drawdown Indicators
| BGLD | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.19% | -6.27% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -0.70% | -10.41% |
Max Drawdown (3Y)Largest decline over 3 years | -11.11% | -0.98% | -10.13% |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | -5.50% | -10.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.27% | — |
Current DrawdownCurrent decline from peak | -7.22% | -0.02% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -1.04% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 0.18% | +3.31% |
Volatility
BGLD vs. VTIP - Volatility Comparison
FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) has a higher volatility of 2.20% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that BGLD's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGLD | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 0.43% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 1.02% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 1.50% | +10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 2.77% | +7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 2.74% | +7.15% |
BGLD vs. VTIP - Expense Ratio Comparison
BGLD has a 0.91% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Dividends
BGLD vs. VTIP - Dividend Comparison
BGLD's dividend yield for the trailing twelve months is around 44.18%, more than VTIP's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 44.18% | 44.32% | 25.04% | 10.49% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.58% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% |
Frequently Asked Questions
BGLD and VTIP have a correlation of 0.16, 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 VTIP (0.43%). In terms of maximum drawdown, BGLD dropped -16.19% vs VTIP's -6.27%.
On 5-year performance, BGLD leads with 11.20% vs 3.37% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.43%. 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 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTIP is cheaper with a 0.03% expense ratio, compared with 0.91% for BGLD.
BGLD has the higher dividend yield at 44.18%, compared with 3.58% for VTIP.
BGLD is categorized as Defined Outcome, while VTIP is Inflation-Protected Bonds. They also come from different issuers: FT Vest and Vanguard. Their fees differ too: 0.91% for BGLD and 0.03% for VTIP.
VTIP currently has the higher Sharpe Ratio (3.15 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.
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