FFLC vs. FTIF

Last updated Aug 4, 2026

FFLC (Fidelity Fundamental Large Cap Core ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. FFLC is actively managed, while FTIF is passively managed. Over the past 3 years, FFLC returned 22.09%/yr vs 11.08%/yr for FTIF. Their 0.58 correlation means they have sometimes moved together and sometimes differently. FFLC charges 0.38%/yr vs 0.60%/yr for FTIF.

Performance

FFLC vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Core ETF (FFLC) 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, FFLC achieves a 12.63% return, which is significantly lower than FTIF's 23.66% return.

FFLC

• 1D: 1.80%
• 1M: 2.12%
• 6M: 9.47%
• YTD: 12.63%
• 1Y: 22.64%
• 3Y*: 22.09%
• 5Y*: 16.98%
• 10Y*: —
• ALL TIME*: 20.49%

FTIF

• 1D: -0.31%
• 1M: 4.18%
• 6M: 14.24%
• YTD: 23.66%
• 1Y: 33.50%
• 3Y*: 11.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.81%

*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)
FFLC Fidelity Fundamental Large Cap Core ETF	$6.28M	$5.36M	$5.21M
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$97.77K	$75.15K	$62.02K

FFLC vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FFLC Fidelity Fundamental Large Cap Core ETF	12.63%	17.67%	27.89%	24.86%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	0.50%	12.31%

Correlation

The correlation between FFLC and FTIF is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (3Y) Balances recent behavior with more history.	0.56
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.58

The correlation between FFLC and FTIF shifts across timeframes, from 0.40 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

FFLC vs. FTIF - Sectors Allocation Comparison

Sectors	FFLC	FTIF
Technology	28.9%	4.4%
Financial Services	12.4%	-
Industrials	10.8%	18.2%
Communication Services	10.3%	-
Consumer Cyclical	10.0%	4.0%
Healthcare	8.6%	-
Energy	4.6%	39.0%
Consumer Defensive	4.0%	-
Utilities	2.6%	-
Basic Materials	2.1%	20.6%
Real Estate	1.1%	13.8%

Return for Risk

FFLC vs. FTIF — Risk / Return Rank

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

FFLC

FFLC Risk / Return Rank: 69
FFLC Sharpe Ratio Rank: 70
FFLC Sortino Ratio Rank: 69
FFLC Omega Ratio Rank: 68
FFLC Calmar Ratio Rank: 63
FFLC Martin Ratio Rank: 77

FTIF

FTIF Risk / Return Rank: 89
FTIF Sharpe Ratio Rank: 89
FTIF Sortino Ratio Rank: 88
FTIF Omega Ratio Rank: 85
FTIF Calmar Ratio Rank: 95
FTIF Martin Ratio Rank: 91

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.

FFLC vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Core ETF (FFLC) 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.

	FFLC	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.27	-0.62
Sortino ratio: Return per unit of downside risk	2.30	3.14	-0.84
Omega ratio: Gain probability vs. loss probability	1.29	1.39	-0.10
Calmar ratio: Return relative to maximum drawdown	2.28	5.31	-3.03
Martin ratio: Return relative to average drawdown	9.91	15.40	-5.50

FFLC vs. FTIF - Sharpe Ratio Comparison

The current FFLC Sharpe Ratio is 1.65, which is comparable to the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FFLC 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

FFLC vs. FTIF - Drawdown Comparison

The maximum FFLC drawdown since its inception was -19.72%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for FFLC and FTIF.

Drawdown Indicators

	FFLC	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-27.83%	+8.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.98%	-6.34%	-3.64%
Max Drawdown (3Y) Largest decline over 3 years	-19.72%	-27.83%	+8.11%
Max Drawdown (5Y) Largest decline over 5 years	-19.72%	—	—
Current Drawdown Current decline from peak	0.00%	-2.20%	+2.20%
Average Drawdown Average peak-to-trough decline	-2.95%	-5.90%	+2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.18%	+0.11%

Volatility

FFLC vs. FTIF - Volatility Comparison

Fidelity Fundamental Large Cap Core ETF (FFLC) has a higher volatility of 4.00% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.78%. This indicates that FFLC's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFLC	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	2.78%	+1.22%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	10.50%	+0.57%
Volatility (1Y) Calculated over the trailing 1-year period	13.84%	14.85%	-1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	18.72%	-1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.61%	18.72%	-1.11%

FFLC vs. FTIF - Expense Ratio Comparison

FFLC has a 0.38% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

FFLC vs. FTIF - Dividend Comparison

FFLC's dividend yield for the trailing twelve months is around 0.97%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FFLC Fidelity Fundamental Large Cap Core ETF	0.97%	1.10%	0.82%	0.57%	1.67%	1.68%	0.89%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFLC and FTIF in my portfolio?

FFLC and FTIF have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFLC or FTIF?

FFLC has higher volatility (4.00%) compared to FTIF (2.78%). In terms of maximum drawdown, FFLC dropped -19.72% vs FTIF's -27.83%.

Which ETF is better, FFLC or FTIF?

On 3-year performance, FFLC leads with 22.09% vs 11.08% for FTIF. On fees, FFLC is cheaper at 0.38% per year. On volatility, FTIF has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFLC or FTIF?

Over the 3-year period, FFLC has performed better with a 22.09% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFLC or FTIF?

FFLC is cheaper with a 0.38% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.08%, compared with 0.97% for FFLC.

What is the main difference between FFLC and FTIF?

They also come from different issuers: Fidelity and First Trust. Their fees differ too: 0.38% for FFLC and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.27 vs 1.65), 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.