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FMKT vs. FTIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMKT vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Free Markets ETF (FMKT) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMKT achieves a 2.65% return, which is significantly lower than FTIF's 25.81% return.


FMKT

1D
-2.40%
1M
-0.64%
YTD
2.65%
6M
0.39%
1Y
3Y*
5Y*
10Y*

FTIF

1D
0.65%
1M
0.40%
YTD
25.81%
6M
24.44%
1Y
36.91%
3Y*
16.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMKT vs. FTIF - Yearly Performance Comparison


Correlation

The correlation between FMKT and FTIF is 0.42, 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 Jun 11, 2025

0.42

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Return for Risk

FMKT vs. FTIF — Risk / Return Rank

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

FMKT

FTIF
FTIF Risk / Return Rank: 8181
Overall Rank
FTIF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 7676
Sortino Ratio Rank
FTIF Omega Ratio Rank: 7272
Omega Ratio Rank
FTIF Calmar Ratio Rank: 9393
Calmar Ratio Rank
FTIF Martin Ratio Rank: 8989
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.

FMKT vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Free Markets ETF (FMKT) 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.


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

FMKT vs. FTIF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FMKTFTIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.75

-0.03

Drawdowns

FMKT vs. FTIF - Drawdown Comparison

The maximum FMKT drawdown since its inception was -17.79%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for FMKT and FTIF.


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Drawdown Indicators


FMKTFTIFDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-27.83%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

Current Drawdown

Current decline from peak

-6.86%

-0.50%

-6.36%

Average Drawdown

Average peak-to-trough decline

-5.25%

-6.00%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

FMKT vs. FTIF - Volatility Comparison


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Volatility by Period


FMKTFTIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

15.00%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

18.96%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

18.96%

+0.63%

FMKT vs. FTIF - Expense Ratio Comparison

FMKT has a 0.76% expense ratio, which is higher than FTIF's 0.60% expense ratio.


Dividends

FMKT vs. FTIF - Dividend Comparison

FMKT's dividend yield for the trailing twelve months is around 2.10%, more than FTIF's 1.11% yield.


PositionTTM202520242023
FMKT
The Free Markets ETF
2.10%2.15%0.00%0.00%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.11%1.45%2.88%1.55%

Frequently Asked Questions


FMKT and FTIF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTIF is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTIF is cheaper with a 0.60% expense ratio, compared with 0.76% for FMKT.

FMKT has the higher dividend yield at 2.10%, compared with 1.11% for FTIF.

Their fees differ too: 0.76% for FMKT and 0.60% for FTIF.

Portfolio Optimizer

Find the right allocation for FMKT and FTIF

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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