FTCS vs. AVIE

Last updated Aug 2, 2026

FTCS (First Trust Capital Strength ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. FTCS is passively managed, while AVIE is actively managed. Over the past 3 years, FTCS returned 10.35%/yr vs 12.55%/yr for AVIE. Their 0.76 correlation means they have sometimes moved together and sometimes differently. FTCS charges 0.53%/yr vs 0.25%/yr for AVIE.

Performance

FTCS vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTCS achieves a 7.43% return, which is significantly lower than AVIE's 18.41% return.

FTCS

• 1D: -0.51%
• 1M: 1.68%
• 6M: 2.72%
• YTD: 7.43%
• 1Y: 10.38%
• 3Y*: 10.35%
• 5Y*: 6.18%
• 10Y*: 10.69%
• ALL TIME*: 9.89%

AVIE

• 1D: -0.06%
• 1M: 2.39%
• 6M: 11.89%
• YTD: 18.41%
• 1Y: 31.98%
• 3Y*: 12.55%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVIE Avantis Inflation Focused Equity ETF	$108.24K	$116.86K	$98.80K
FTCS First Trust Capital Strength ETF	$55.85M	$52.96M	$62.83M

FTCS vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FTCS First Trust Capital Strength ETF	7.43%	6.46%	11.19%	8.48%	10.42%
AVIE Avantis Inflation Focused Equity ETF	18.41%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between FTCS and AVIE is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.76

The correlation between FTCS and AVIE shifts across timeframes, from 0.59 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

FTCS vs. AVIE - Sectors Allocation Comparison

Sectors	FTCS	AVIE
Financial Services	20.5%	15.7%
Industrials	19.5%	1.7%
Healthcare	18.7%	29.6%
Consumer Defensive	14.3%	16.9%
Technology	13.0%	0.1%
Consumer Cyclical	7.8%	0.1%
Basic Materials	2.1%	9.0%
Communication Services	2.1%	-
Energy	2.0%	26.5%
Real Estate	-	0.5%
Utilities	-	0.0%

Return for Risk

FTCS vs. AVIE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTCS

FTCS Risk / Return Rank: 37
FTCS Sharpe Ratio Rank: 39
FTCS Sortino Ratio Rank: 41
FTCS Omega Ratio Rank: 35
FTCS Calmar Ratio Rank: 38
FTCS Martin Ratio Rank: 31

AVIE

AVIE Risk / Return Rank: 96
AVIE Sharpe Ratio Rank: 97
AVIE Sortino Ratio Rank: 96
AVIE Omega Ratio Rank: 95
AVIE Calmar Ratio Rank: 96
AVIE Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTCS vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	FTCS	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	0.96	3.16	-2.21
Sortino ratio: Return per unit of downside risk	1.52	4.62	-3.10
Omega ratio: Gain probability vs. loss probability	1.17	1.56	-0.40
Calmar ratio: Return relative to maximum drawdown	1.30	6.34	-5.04
Martin ratio: Return relative to average drawdown	2.89	21.65	-18.76

FTCS vs. AVIE - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.96, which is lower than the AVIE Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of FTCS and AVIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTCS vs. AVIE - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for FTCS and AVIE.

Drawdown Indicators

	FTCS	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-12.39%	-41.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-4.97%	-2.77%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-12.39%	-0.23%
Max Drawdown (5Y) Largest decline over 5 years	-20.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.93%	—	—
Current Drawdown Current decline from peak	-1.64%	-0.88%	-0.76%
Average Drawdown Average peak-to-trough decline	-6.90%	-2.93%	-3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	1.45%	+2.03%

Volatility

FTCS vs. AVIE - Volatility Comparison

First Trust Capital Strength ETF (FTCS) has a higher volatility of 4.61% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.29%. This indicates that FTCS's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTCS	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	3.29%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	7.47%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	10.54%	10.05%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	12.85%	+0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.55%	12.85%	+2.70%

FTCS vs. AVIE - Expense Ratio Comparison

FTCS has a 0.53% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

FTCS vs. AVIE - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.08%, less than AVIE's 1.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVIE Avantis Inflation Focused Equity ETF	1.40%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTCS First Trust Capital Strength ETF	1.08%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%

Frequently Asked Questions

Can I hold both FTCS and AVIE in my portfolio?

FTCS and AVIE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTCS or AVIE?

FTCS has higher volatility (4.61%) compared to AVIE (3.29%). In terms of maximum drawdown, FTCS dropped -53.64% vs AVIE's -12.39%.

Which ETF is better, FTCS or AVIE?

On 3-year performance, AVIE leads with 12.55% vs 10.35% for FTCS. On fees, AVIE is cheaper at 0.25% per year. On volatility, AVIE has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTCS or AVIE?

Over the 3-year period, AVIE has performed better with a 12.55% return vs 10.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTCS or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.53% for FTCS.

Which ETF pays a higher dividend yield, FTCS or AVIE?

AVIE has the higher dividend yield at 1.40%, compared with 1.08% for FTCS.

What is the main difference between FTCS and AVIE?

They also come from different issuers: First Trust and Avantis. Their fees differ too: 0.53% for FTCS and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (3.16 vs 0.96), 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.