FTCS vs. BCHP

Last updated Aug 2, 2026

FTCS (First Trust Capital Strength ETF) and BCHP (Principal Focused Blue Chip ETF) are both exchange-traded funds - FTCS is a Large Cap Blend Equities fund tracking the The Capital Strength Index, while BCHP is a Large Cap Growth Equities fund actively managed by Principal. FTCS is passively managed, while BCHP is actively managed. Over the past 3 years, FTCS returned 10.35%/yr vs 14.32%/yr for BCHP. Their 0.53 correlation means they have sometimes moved together and sometimes differently. FTCS charges 0.53%/yr vs 0.58%/yr for BCHP.

Performance

FTCS vs. BCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and Principal Focused Blue Chip ETF (BCHP). 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 higher than BCHP's 0.96% 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%

BCHP

• 1D: 3.25%
• 1M: 2.74%
• 6M: 2.77%
• YTD: 0.96%
• 1Y: 1.67%
• 3Y*: 14.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.65%

*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)
BCHP Principal Focused Blue Chip ETF	$1.80M	$1.22M	$1.16M
FTCS First Trust Capital Strength ETF	$55.85M	$52.96M	$62.83M

FTCS vs. BCHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTCS First Trust Capital Strength ETF	7.43%	6.46%	11.19%	7.96%
BCHP Principal Focused Blue Chip ETF	0.96%	10.20%	20.55%	13.14%

Correlation

The correlation between FTCS and BCHP is 0.37, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.37
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.53

The correlation between FTCS and BCHP shifts across timeframes, from 0.37 (1 year) to 0.53 (3 years), reflecting how their relationship changes across market environments.

FTCS vs. BCHP - Sectors Allocation Comparison

Sectors	FTCS	BCHP
Financial Services	20.5%	23.8%
Industrials	19.5%	9.5%
Healthcare	18.7%	3.9%
Consumer Defensive	14.3%	-
Technology	13.0%	31.8%
Consumer Cyclical	7.8%	14.3%
Basic Materials	2.1%	-
Communication Services	2.1%	16.8%
Energy	2.0%	-
Real Estate	-	1.2%
Utilities	-	-

Return for Risk

FTCS vs. BCHP — 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

BCHP

BCHP Risk / Return Rank: 10
BCHP Sharpe Ratio Rank: 10
BCHP Sortino Ratio Rank: 10
BCHP Omega Ratio Rank: 10
BCHP Calmar Ratio Rank: 10
BCHP Martin Ratio Rank: 10

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. BCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and Principal Focused Blue Chip ETF (BCHP). 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	BCHP	Difference
Sharpe ratio: Return per unit of total volatility	0.96	-0.06	+1.02
Sortino ratio: Return per unit of downside risk	1.52	0.03	+1.49
Omega ratio: Gain probability vs. loss probability	1.17	1.00	+0.16
Calmar ratio: Return relative to maximum drawdown	1.30	-0.06	+1.36
Martin ratio: Return relative to average drawdown	2.89	-0.18	+3.08

FTCS vs. BCHP - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.96, which is higher than the BCHP Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FTCS and BCHP, 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. BCHP - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than BCHP's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for FTCS and BCHP.

Drawdown Indicators

	FTCS	BCHP	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-18.56%	-35.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-18.12%	+10.38%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-18.56%	+5.94%
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%	-1.92%	+0.28%
Average Drawdown Average peak-to-trough decline	-6.90%	-3.09%	-3.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	6.04%	-2.56%

Volatility

FTCS vs. BCHP - Volatility Comparison

The current volatility for First Trust Capital Strength ETF (FTCS) is 4.61%, while Principal Focused Blue Chip ETF (BCHP) has a volatility of 5.81%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than BCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTCS	BCHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	5.81%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	14.32%	-6.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.54%	17.39%	-6.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	17.07%	-3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.55%	17.07%	-1.52%

FTCS vs. BCHP - Expense Ratio Comparison

FTCS has a 0.53% expense ratio, which is lower than BCHP's 0.58% expense ratio.

Dividends

FTCS vs. BCHP - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.08%, while BCHP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%	0.00%	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 BCHP in my portfolio?

FTCS and BCHP have a correlation of 0.37, 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 BCHP?

BCHP has higher volatility (5.81%) compared to FTCS (4.61%). In terms of maximum drawdown, FTCS dropped -53.64% vs BCHP's -18.56%.

Which ETF is better, FTCS or BCHP?

On 3-year performance, BCHP leads with 14.32% vs 10.35% for FTCS. On fees, FTCS is cheaper at 0.53% per year. On volatility, FTCS has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTCS or BCHP?

Over the 3-year period, BCHP has performed better with a 14.32% 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 BCHP?

FTCS is cheaper with a 0.53% expense ratio, compared with 0.58% for BCHP.

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

FTCS has the higher dividend yield at 1.08%, compared with 0.00% for BCHP.

What is the main difference between FTCS and BCHP?

FTCS is categorized as Large Cap Blend Equities, while BCHP is Large Cap Growth Equities. They also come from different issuers: First Trust and Principal. Their fees differ too: 0.53% for FTCS and 0.58% for BCHP.

Which has better risk-adjusted returns?

FTCS currently has the higher Sharpe Ratio (0.96 vs -0.06), 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.