FRI vs. IGLD
Compare and contrast key facts about First Trust S&P REIT Index Fund (FRI) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).
FRI and IGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRI is a passively managed fund by First Trust that tracks the performance of the S&P United States REIT. It was launched on May 8, 2007. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.
Performance
FRI vs. IGLD - Performance Comparison
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FRI vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 4.55% | 2.80% | 7.84% | 13.33% | -24.66% | 37.55% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 5.99% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Returns By Period
In the year-to-date period, FRI achieves a 4.55% return, which is significantly lower than IGLD's 5.99% return.
FRI
- 1D
- 1.58%
- 1M
- -5.55%
- YTD
- 4.55%
- 6M
- 2.82%
- 1Y
- 6.47%
- 3Y*
- 8.59%
- 5Y*
- 5.00%
- 10Y*
- 4.97%
IGLD
- 1D
- 3.70%
- 1M
- -10.43%
- YTD
- 5.99%
- 6M
- 16.73%
- 1Y
- 38.18%
- 3Y*
- 24.46%
- 5Y*
- 15.50%
- 10Y*
- —
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FRI vs. IGLD - Expense Ratio Comparison
FRI has a 0.50% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Return for Risk
FRI vs. IGLD — Risk / Return Rank
FRI
IGLD
FRI vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and FT Cboe 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.
| FRI | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 1.62 | -1.23 |
Sortino ratioReturn per unit of downside risk | 0.64 | 2.09 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.32 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.25 | -1.66 |
Martin ratioReturn relative to average drawdown | 2.57 | 9.68 | -7.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRI | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 1.62 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 1.05 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.05 | -0.88 |
Correlation
The correlation between FRI and IGLD is 0.14, 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.
Dividends
FRI vs. IGLD - Dividend Comparison
FRI's dividend yield for the trailing twelve months is around 2.78%, less than IGLD's 12.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 2.78% | 2.99% | 3.33% | 3.24% | 2.52% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 12.45% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FRI vs. IGLD - Drawdown Comparison
The maximum FRI drawdown since its inception was -71.95%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FRI and IGLD.
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Drawdown Indicators
| FRI | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.95% | -18.59% | -53.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -17.56% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -31.21% | -18.59% | -12.62% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | — | — |
Current DrawdownCurrent decline from peak | -5.88% | -11.57% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -13.82% | -5.01% | -8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 4.08% | -1.09% |
Volatility
FRI vs. IGLD - Volatility Comparison
The current volatility for First Trust S&P REIT Index Fund (FRI) is 4.33%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FRI experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRI | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 11.19% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 21.21% | -12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 23.75% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.67% | 14.90% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 14.86% | +6.20% |