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FAI vs. TCAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAI vs. TCAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Artificial Intelligence ETF (FAI) and Tortoise AI Infrastructure ETF (TCAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAI achieves a 32.45% return, which is significantly lower than TCAI's 63.96% return.


FAI

1D
4.39%
1M
5.49%
6M
34.12%
YTD
32.45%
1Y
48.02%
3Y*
5Y*
10Y*
ALL TIME*
41.61%

TCAI

1D
2.03%
1M
-2.23%
6M
40.24%
YTD
63.96%
1Y
92.28%
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.29M$2.80M$3.60M
$4.31M$5.33M$6.70M

FAI vs. TCAI - Yearly Performance Comparison


Correlation

The correlation between FAI and TCAI is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.78

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Return for Risk

FAI vs. TCAI — Risk / Return Rank

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

FAI
FAI Risk / Return Rank: 5656
Overall Rank
FAI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FAI Sortino Ratio Rank: 5555
Sortino Ratio Rank
FAI Omega Ratio Rank: 5353
Omega Ratio Rank
FAI Calmar Ratio Rank: 6464
Calmar Ratio Rank
FAI Martin Ratio Rank: 5050
Martin Ratio Rank

TCAI

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

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.

FAI vs. TCAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Artificial Intelligence ETF (FAI) and Tortoise AI Infrastructure ETF (TCAI). 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.


FAITCAIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.56

Martin ratioReturn relative to average drawdown

6.64

FAI vs. TCAI - Sharpe Ratio Comparison


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Drawdowns

FAI vs. TCAI - Drawdown Comparison

The maximum FAI drawdown since its inception was -27.82%, roughly equal to the maximum TCAI drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for FAI and TCAI.


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Drawdown Indicators


FAITCAIDifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-28.82%

+1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-18.84%

-28.82%

+9.98%

Current Drawdown

Current decline from peak

-5.92%

-16.49%

+10.57%

Average Drawdown

Average peak-to-trough decline

-5.78%

-4.81%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

Volatility

FAI vs. TCAI - Volatility Comparison


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Volatility by Period


FAITCAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.83%

Volatility (6M)

Calculated over the trailing 6-month period

25.10%

Volatility (1Y)

Calculated over the trailing 1-year period

29.50%

41.71%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.48%

41.71%

-10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.48%

41.71%

-10.23%

FAI vs. TCAI - Expense Ratio Comparison

Both FAI and TCAI have an expense ratio of 0.65%.


Dividends

FAI vs. TCAI - Dividend Comparison

FAI has not paid dividends to shareholders, while TCAI's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM20252024
FAI
First Trust Bloomberg Artificial Intelligence ETF
0.00%0.00%0.04%
TCAI
Tortoise AI Infrastructure ETF
0.03%0.05%0.00%

Frequently Asked Questions


FAI and TCAI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, TCAI leads with 92.28% vs 48.02% for FAI. Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TCAI has performed better with a 92.28% return vs 48.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAI and TCAI have the same expense ratio: 0.65% per year.

TCAI has the higher dividend yield at 0.03%, compared with 0.00% for FAI.

They also come from different issuers: First Trust and Tortoise.

Portfolio Optimizer

Find the right allocation for FAI and TCAI

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

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