BGLD vs. VTV
BGLD (FT Vest Gold Strategy Quarterly Buffer ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - BGLD is a Defined Outcome fund actively managed by FT Vest, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. BGLD is actively managed, while VTV is passively managed. Over the past 5 years, BGLD returned 10.82%/yr vs 12.29%/yr for VTV. Their 0.15 correlation means their historical movements had little consistent relationship. BGLD charges 0.91%/yr vs 0.04%/yr for VTV.
Performance
BGLD vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, BGLD achieves a -4.01% return, which is significantly lower than VTV's 16.37% return.
BGLD
- 1D
- -0.15%
- 1M
- -0.59%
- 6M
- -7.99%
- YTD
- -4.01%
- 1Y
- 7.66%
- 3Y*
- 18.00%
- 5Y*
- 10.82%
- 10Y*
- —
- ALL TIME*
- 9.17%
VTV
- 1D
- -0.27%
- 1M
- 0.36%
- 6M
- 11.27%
- YTD
- 16.37%
- 1Y
- 27.94%
- 3Y*
- 17.12%
- 5Y*
- 12.29%
- 10Y*
- 12.57%
- ALL TIME*
- 9.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $345.72K | $283.87K | $342.09K | |
| $688.19M | $688.42M | $619.05M |
BGLD vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | -4.01% | 33.03% | 21.80% | 13.24% | -2.42% | -5.53% |
VTV Vanguard Value ETF | 16.37% | 15.27% | 15.95% | 9.32% | -2.09% | 22.22% |
Correlation
The correlation between BGLD and VTV is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2021 | 0.15 |
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Return for Risk
BGLD vs. VTV — Risk / Return Rank
BGLD
VTV
BGLD vs. VTV - 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 Value ETF (VTV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGLD | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.47 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 4.24 | -3.47 |
| Martin ratioReturn relative to average drawdown | 1.75 | 16.42 | -14.68 |
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Drawdowns
BGLD vs. VTV - Drawdown Comparison
The maximum BGLD drawdown since its inception was -16.19%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for BGLD and VTV.
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Drawdown Indicators
| BGLD | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.19% | -59.27% | +43.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -6.35% | -6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -12.43% | -14.52% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | -17.04% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.78% | — |
Current DrawdownCurrent decline from peak | -11.22% | -1.36% | -9.86% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -7.82% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 1.64% | +3.84% |
Volatility
BGLD vs. VTV - Volatility Comparison
FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) has a higher volatility of 2.84% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that BGLD's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGLD | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 2.62% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 7.72% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 10.36% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.23% | 13.82% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.03% | 16.61% | -6.58% |
BGLD vs. VTV - Expense Ratio Comparison
BGLD has a 0.91% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
BGLD vs. VTV - Dividend Comparison
BGLD's dividend yield for the trailing twelve months is around 46.17%, more than VTV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 46.17% | 44.32% | 25.04% | 10.49% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
BGLD and VTV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGLD has higher volatility (2.84%) compared to VTV (2.62%). In terms of maximum drawdown, BGLD dropped -16.19% vs VTV's -59.27%.
On 5-year performance, VTV leads with 12.29% vs 10.82% for BGLD. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VTV has performed better with a 12.29% return vs 10.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTV is cheaper with a 0.04% expense ratio, compared with 0.91% for BGLD.
BGLD has the higher dividend yield at 46.17%, compared with 1.86% for VTV.
BGLD is categorized as Defined Outcome, while VTV is Large Cap Value Equities. They also come from different issuers: FT Vest and Vanguard. Their fees differ too: 0.91% for BGLD and 0.04% for VTV.
VTV currently has the higher Sharpe Ratio (2.62 vs 0.77), 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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