CFO vs. FTIF

Last updated Aug 2, 2026

CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both exchange-traded funds - CFO is a Low Volatility fund tracking the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index, while FTIF is a Large Cap Blend Equities fund tracking the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, CFO returned 10.18%/yr vs 10.74%/yr for FTIF. Their 0.74 correlation means they have sometimes moved together and sometimes differently. CFO charges 0.35%/yr vs 0.60%/yr for FTIF.

Performance

CFO vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CFO achieves a 10.37% return, which is significantly lower than FTIF's 24.04% return.

CFO

• 1D: -0.06%
• 1M: 0.35%
• 6M: 7.16%
• YTD: 10.37%
• 1Y: 15.46%
• 3Y*: 10.18%
• 5Y*: 4.08%
• 10Y*: 9.55%
• ALL TIME*: 8.79%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF	$401.90K	$354.93K	$366.84K
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$126.29K	$72.10K	$61.82K

CFO vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF	10.37%	8.60%	15.37%	3.73%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between CFO and FTIF is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.74

The correlation between CFO and FTIF shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

CFO vs. FTIF - Sectors Allocation Comparison

Sectors	CFO	FTIF
Industrials	18.6%	18.2%
Financial Services	18.1%	-
Technology	16.6%	4.4%
Healthcare	9.8%	-
Consumer Cyclical	9.6%	4.0%
Utilities	8.7%	-
Consumer Defensive	6.6%	-
Energy	4.8%	39.0%
Basic Materials	3.5%	20.6%
Communication Services	3.2%	-
Real Estate	0.4%	13.8%

Return for Risk

CFO vs. FTIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CFO

CFO Risk / Return Rank: 57
CFO Sharpe Ratio Rank: 55
CFO Sortino Ratio Rank: 57
CFO Omega Ratio Rank: 52
CFO Calmar Ratio Rank: 57
CFO Martin Ratio Rank: 63

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CFO vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.

	CFO	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.06	-0.72
Sortino ratio: Return per unit of downside risk	1.98	2.85	-0.87
Omega ratio: Gain probability vs. loss probability	1.24	1.36	-0.12
Calmar ratio: Return relative to maximum drawdown	2.03	4.88	-2.85
Martin ratio: Return relative to average drawdown	7.64	14.19	-6.55

CFO vs. FTIF - Sharpe Ratio Comparison

The current CFO Sharpe Ratio is 1.34, which is lower than the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CFO and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CFO vs. FTIF - Drawdown Comparison

The maximum CFO drawdown since its inception was -24.35%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for CFO and FTIF.

Drawdown Indicators

	CFO	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-24.35%	-27.83%	+3.48%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-6.34%	-0.76%
Max Drawdown (3Y) Largest decline over 3 years	-17.25%	-27.83%	+10.58%
Max Drawdown (5Y) Largest decline over 5 years	-24.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-24.35%	—	—
Current Drawdown Current decline from peak	-1.25%	-1.90%	+0.65%
Average Drawdown Average peak-to-trough decline	-5.55%	-5.90%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	2.20%	-0.32%

Volatility

CFO vs. FTIF - Volatility Comparison

VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 2.67% and 2.73%, 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.

Volatility by Period

	CFO	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	2.73%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	7.84%	10.51%	-2.67%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	15.04%	-4.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.29%	18.73%	-5.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.17%	18.73%	-5.56%

CFO vs. FTIF - Expense Ratio Comparison

CFO has a 0.35% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

CFO vs. FTIF - Dividend Comparison

CFO's dividend yield for the trailing twelve months is around 1.22%, more than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF	1.22%	1.32%	1.44%	1.72%	3.95%	1.06%	0.90%	1.44%	1.49%	1.18%	1.35%	1.31%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CFO and FTIF in my portfolio?

CFO and FTIF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CFO or FTIF?

FTIF has higher volatility (2.73%) compared to CFO (2.67%). In terms of maximum drawdown, CFO dropped -24.35% vs FTIF's -27.83%.

Which ETF is better, CFO or FTIF?

On 3-year performance, FTIF leads with 10.74% vs 10.18% for CFO. On fees, CFO is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CFO or FTIF?

Over the 3-year period, FTIF has performed better with a 10.74% return vs 10.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CFO or FTIF?

CFO is cheaper with a 0.35% expense ratio, compared with 0.60% for FTIF.

Which ETF pays a higher dividend yield, CFO or FTIF?

CFO has the higher dividend yield at 1.22%, compared with 1.08% for FTIF.

What is the main difference between CFO and FTIF?

CFO is categorized as Low Volatility, while FTIF is Large Cap Blend Equities. CFO tracks Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: VictoryShares and First Trust. Their fees differ too: 0.35% for CFO and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs 1.34), 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.