DGJA vs. IGLD

Last updated Jul 2, 2026

DGJA (FT Vest U.S. Equity Buffer & Digital Return ETF - January) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - DGJA is a Defined Outcome fund actively managed by First Trust, while IGLD is a Gold fund actively managed by First Trust. Both are actively managed. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.85% expense ratio.

Performance

DGJA vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Digital Return ETF - January (DGJA) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DGJA

• 1D: 0.10%
• 1M: 0.31%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: 0.27%
• 1M: -9.21%
• YTD: -7.32%
• 6M: -7.32%
• 1Y: 13.56%
• 3Y*: 19.56%
• 5Y*: 12.19%
• 10Y*: —

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

DGJA vs. IGLD - Yearly Performance Comparison

	2026 (YTD)
DGJA FT Vest U.S. Equity Buffer & Digital Return ETF - January	4.14%
IGLD FT Vest Gold Strategy Target Income ETF	-11.40%

Correlation

The correlation between DGJA and IGLD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 20, 2026	0.38

Return for Risk

DGJA vs. IGLD — Risk / Return Rank

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

DGJA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IGLD

IGLD Risk / Return Rank: 18
IGLD Sharpe Ratio Rank: 19
IGLD Sortino Ratio Rank: 18
IGLD Omega Ratio Rank: 20
IGLD Calmar Ratio Rank: 16
IGLD Martin Ratio Rank: 18

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.

DGJA vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Digital Return ETF - January (DGJA) and FT 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.

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.

	DGJA	IGLD	Difference
Sharpe ratio: Return per unit of total volatility	—	0.55	—
Sortino ratio: Return per unit of downside risk	—	0.87	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	0.57	—
Martin ratio: Return relative to average drawdown	—	1.61	—

Drawdowns

DGJA vs. IGLD - Drawdown Comparison

The maximum DGJA drawdown since its inception was -3.79%, smaller than the maximum IGLD drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for DGJA and IGLD.

Drawdown Indicators

	DGJA	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-3.79%	-23.84%	+20.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.84%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.84%	—
Current Drawdown Current decline from peak	0.00%	-22.68%	+22.68%
Average Drawdown Average peak-to-trough decline	-0.51%	-5.45%	+4.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.45%	—

Volatility

Volatility by Period

	DGJA	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.27%	—
Volatility (1Y) Calculated over the trailing 1-year period	5.57%	24.65%	-19.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.57%	15.57%	-10.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	15.37%	-9.80%

DGJA vs. IGLD - Expense Ratio Comparison

Both DGJA and IGLD have an expense ratio of 0.85%.

Dividends

DGJA vs. IGLD - Dividend Comparison

DGJA has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 21.51%.

Position	TTM	2025	2024	2023	2022	2021
DGJA FT Vest U.S. Equity Buffer & Digital Return ETF - January	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGLD FT Vest Gold Strategy Target Income ETF	21.51%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both DGJA and IGLD in my portfolio?

DGJA and IGLD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGJA or IGLD?

Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGJA or IGLD?

DGJA and IGLD have the same expense ratio: 0.85% per year.

Which ETF pays a higher dividend yield, DGJA or IGLD?

IGLD has the higher dividend yield at 21.51%, compared with 0.00% for DGJA.

What is the main difference between DGJA and IGLD?

DGJA is categorized as Defined Outcome, while IGLD is Gold.