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FPEI vs. GTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPEI and GTIP is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

FPEI vs. GTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Institutional Preferred Securities & Income ETF (FPEI) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
37.01%
22.94%
FPEI
GTIP

Key characteristics

Sharpe Ratio

FPEI:

2.05

GTIP:

1.57

Sortino Ratio

FPEI:

2.64

GTIP:

2.20

Omega Ratio

FPEI:

1.46

GTIP:

1.28

Calmar Ratio

FPEI:

2.02

GTIP:

0.66

Martin Ratio

FPEI:

9.67

GTIP:

4.58

Ulcer Index

FPEI:

0.89%

GTIP:

1.55%

Daily Std Dev

FPEI:

4.21%

GTIP:

4.54%

Max Drawdown

FPEI:

-27.51%

GTIP:

-14.31%

Current Drawdown

FPEI:

-1.37%

GTIP:

-4.04%

Returns By Period

In the year-to-date period, FPEI achieves a 0.51% return, which is significantly lower than GTIP's 3.62% return.


FPEI

YTD

0.51%

1M

-0.74%

6M

0.75%

1Y

8.85%

5Y*

6.20%

10Y*

N/A

GTIP

YTD

3.62%

1M

0.54%

6M

2.51%

1Y

7.44%

5Y*

1.54%

10Y*

N/A

*Annualized

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FPEI vs. GTIP - Expense Ratio Comparison

FPEI has a 0.85% expense ratio, which is higher than GTIP's 0.12% expense ratio.


Expense ratio chart for FPEI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPEI: 0.85%
Expense ratio chart for GTIP: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GTIP: 0.12%

Risk-Adjusted Performance

FPEI vs. GTIP — Risk-Adjusted Performance Rank

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

FPEI
The Risk-Adjusted Performance Rank of FPEI is 9494
Overall Rank
The Sharpe Ratio Rank of FPEI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FPEI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FPEI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FPEI is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FPEI is 9393
Martin Ratio Rank

GTIP
The Risk-Adjusted Performance Rank of GTIP is 8585
Overall Rank
The Sharpe Ratio Rank of GTIP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of GTIP is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GTIP is 8888
Omega Ratio Rank
The Calmar Ratio Rank of GTIP is 7171
Calmar Ratio Rank
The Martin Ratio Rank of GTIP is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPEI vs. GTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Institutional Preferred Securities & Income ETF (FPEI) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP). 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.


The chart of Sharpe ratio for FPEI, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.00
FPEI: 2.05
GTIP: 1.57
The chart of Sortino ratio for FPEI, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.00
FPEI: 2.64
GTIP: 2.20
The chart of Omega ratio for FPEI, currently valued at 1.46, compared to the broader market0.501.001.502.002.50
FPEI: 1.46
GTIP: 1.28
The chart of Calmar ratio for FPEI, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.0012.00
FPEI: 2.02
GTIP: 0.66
The chart of Martin ratio for FPEI, currently valued at 9.67, compared to the broader market0.0020.0040.0060.00
FPEI: 9.67
GTIP: 4.58

The current FPEI Sharpe Ratio is 2.05, which is higher than the GTIP Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FPEI and GTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.05
1.57
FPEI
GTIP

Dividends

FPEI vs. GTIP - Dividend Comparison

FPEI's dividend yield for the trailing twelve months is around 5.74%, more than GTIP's 4.08% yield.


TTM20242023202220212020201920182017
FPEI
First Trust Institutional Preferred Securities & Income ETF
5.74%5.55%5.76%5.20%4.46%4.90%5.01%5.81%1.50%
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.08%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%

Drawdowns

FPEI vs. GTIP - Drawdown Comparison

The maximum FPEI drawdown since its inception was -27.51%, which is greater than GTIP's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for FPEI and GTIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.37%
-4.04%
FPEI
GTIP

Volatility

FPEI vs. GTIP - Volatility Comparison

First Trust Institutional Preferred Securities & Income ETF (FPEI) has a higher volatility of 3.04% compared to Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) at 2.23%. This indicates that FPEI's price experiences larger fluctuations and is considered to be riskier than GTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.04%
2.23%
FPEI
GTIP