FSIG vs. NFTY
FSIG (First Trust Limited Duration Investment Grade Corporate ETF) and NFTY (First Trust India NIFTY 50 Equal Weight ETF) are both exchange-traded funds - FSIG is a Short-Term Bond fund actively managed by First Trust, while NFTY is a India Equities fund tracking the NIFTY 50 Equal Weight Index. FSIG is actively managed, while NFTY is passively managed. Over the past 3 years, FSIG returned 5.04%/yr vs 6.43%/yr for NFTY. Their 0.20 correlation means their historical movements had little consistent relationship. FSIG charges 0.55%/yr vs 0.80%/yr for NFTY.
Performance
FSIG vs. NFTY - Performance Comparison
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Returns By Period
In the year-to-date period, FSIG achieves a 0.51% return, which is significantly higher than NFTY's -5.08% return.
FSIG
- 1D
- 0.05%
- 1M
- -0.15%
- 6M
- 0.40%
- YTD
- 0.51%
- 1Y
- 2.95%
- 3Y*
- 5.04%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.70%
NFTY
- 1D
- 0.88%
- 1M
- 1.75%
- 6M
- -5.04%
- YTD
- -5.08%
- 1Y
- -1.61%
- 3Y*
- 6.43%
- 5Y*
- 5.70%
- 10Y*
- 7.54%
- ALL TIME*
- 6.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.20M | $8.29M | $7.48M | |
| $2.50M | $1.73M | $1.67M |
FSIG vs. NFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 0.51% | 6.66% | 4.22% | 6.22% | -4.37% | -0.08% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | -5.08% | 5.47% | 5.18% | 24.00% | -3.46% | -2.94% |
Correlation
The correlation between FSIG and NFTY is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.20 |
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Return for Risk
FSIG vs. NFTY — Risk / Return Rank
FSIG
NFTY
FSIG vs. NFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.
| FSIG | NFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.99 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | -0.10 | +2.01 |
| Martin ratioReturn relative to average drawdown | 7.64 | -0.23 | +7.88 |
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Drawdowns
FSIG vs. NFTY - Drawdown Comparison
The maximum FSIG drawdown since its inception was -6.93%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for FSIG and NFTY.
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Drawdown Indicators
| FSIG | NFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.93% | -47.67% | +40.74% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -16.14% | +14.59% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -21.55% | +20.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.67% | — |
Current DrawdownCurrent decline from peak | -0.30% | -13.23% | +12.93% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -9.65% | +8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 6.99% | -6.60% |
Volatility
FSIG vs. NFTY - Volatility Comparison
The current volatility for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) is 0.63%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 3.57%. This indicates that FSIG experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSIG | NFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 3.57% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 12.74% | -10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 14.87% | -12.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.94% | 17.41% | -14.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.94% | 20.65% | -17.71% |
FSIG vs. NFTY - Expense Ratio Comparison
FSIG has a 0.55% expense ratio, which is lower than NFTY's 0.80% expense ratio.
Dividends
FSIG vs. NFTY - Dividend Comparison
FSIG's dividend yield for the trailing twelve months is around 4.84%, more than NFTY's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 4.84% | 4.73% | 4.61% | 4.42% | 2.48% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | 1.87% | 1.24% | 1.61% | 0.13% | 5.89% | 1.53% | 0.61% | 0.97% | 0.00% | 4.10% | 3.28% | 4.39% |
Frequently Asked Questions
FSIG and NFTY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFTY has higher volatility (3.57%) compared to FSIG (0.63%). In terms of maximum drawdown, FSIG dropped -6.93% vs NFTY's -47.67%.
On 3-year performance, NFTY leads with 6.43% vs 5.04% for FSIG. On fees, FSIG is cheaper at 0.55% per year. On volatility, FSIG has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, NFTY has performed better with a 6.43% return vs 5.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FSIG is cheaper with a 0.55% expense ratio, compared with 0.80% for NFTY.
FSIG has the higher dividend yield at 4.84%, compared with 1.87% for NFTY.
FSIG is categorized as Short-Term Bond, while NFTY is India Equities. Their fees differ too: 0.55% for FSIG and 0.80% for NFTY.
FSIG currently has the higher Sharpe Ratio (1.33 vs -0.11), 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.
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