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FLM vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLM vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Engineering and Construction ETF (FLM) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLM

1D
-4.55%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IGLD

1D
-0.63%
1M
-6.25%
YTD
-3.67%
6M
-5.24%
1Y
17.49%
3Y*
21.13%
5Y*
13.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLM vs. IGLD - Yearly Performance Comparison


Correlation

The correlation between FLM and IGLD is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 5, 2026

0.50

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Return for Risk

FLM vs. IGLD — Risk / Return Rank

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

FLM

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


IGLD
IGLD Risk / Return Rank: 2020
Overall Rank
IGLD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2020
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2323
Omega Ratio Rank
IGLD Calmar Ratio Rank: 1919
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2020
Martin Ratio Rank
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.

FLM vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Engineering and Construction ETF (FLM) 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.


FLMIGLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.80

Martin ratioReturn relative to average drawdown

2.32

FLM vs. IGLD - Sharpe Ratio Comparison


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Drawdowns

FLM vs. IGLD - Drawdown Comparison

The maximum FLM drawdown since its inception was -4.55%, smaller than the maximum IGLD drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for FLM and IGLD.


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Drawdown Indicators


FLMIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-21.90%

+17.35%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

Current Drawdown

Current decline from peak

-4.55%

-19.63%

+15.08%

Average Drawdown

Average peak-to-trough decline

-2.27%

-5.35%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.56%

Volatility

FLM vs. IGLD - Volatility Comparison


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Volatility by Period


FLMIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

Volatility (1Y)

Calculated over the trailing 1-year period

51.02%

24.36%

+26.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.02%

15.45%

+35.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.02%

15.28%

+35.74%

FLM vs. IGLD - Expense Ratio Comparison

FLM has a 0.70% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

FLM vs. IGLD - Dividend Comparison

FLM has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 18.91%.


PositionTTM20252024202320222021
FLM
First Trust Global Engineering and Construction ETF
0.00%0.00%0.00%0.00%0.00%0.00%
IGLD
FT Vest Gold Strategy Target Income ETF
18.91%9.91%20.81%7.85%4.45%2.24%

Frequently Asked Questions


FLM and IGLD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLM is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLM is cheaper with a 0.70% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 18.91%, compared with 0.00% for FLM.

FLM is categorized as Building & Construction, while IGLD is Gold. Their fees differ too: 0.70% for FLM and 0.85% for IGLD.

Portfolio Optimizer

Find the right allocation for FLM and IGLD

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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