FTCS vs. FTIF

Last updated Aug 2, 2026

FTCS (First Trust Capital Strength ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds from First Trust - FTCS tracks the The Capital Strength Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, FTCS returned 10.35%/yr vs 10.74%/yr for FTIF. Their 0.58 correlation means they have sometimes moved together and sometimes differently. FTCS charges 0.53%/yr vs 0.60%/yr for FTIF.

Performance

FTCS vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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 FTIF's 24.04% 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%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

*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)
FTCS First Trust Capital Strength ETF	$55.85M	$52.96M	$62.83M
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$126.29K	$72.10K	$61.82K

FTCS vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTCS First Trust Capital Strength ETF	7.43%	6.46%	11.19%	15.16%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between FTCS and FTIF is 0.36, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.36
Correlation (3Y) Balances recent behavior with more history.	0.56
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.58

Over the past year, the correlation between FTCS and FTIF has dropped to 0.36 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

FTCS vs. FTIF - Sectors Allocation Comparison

Sectors	FTCS	FTIF
Financial Services	20.5%	-
Industrials	19.5%	18.2%
Healthcare	18.7%	-
Consumer Defensive	14.3%	-
Technology	13.0%	4.4%
Consumer Cyclical	7.8%	4.0%
Basic Materials	2.1%	20.6%
Communication Services	2.1%	-
Energy	2.0%	39.0%
Real Estate	-	13.8%
Utilities	-	-

Return for Risk

FTCS vs. FTIF — 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

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

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. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.06	-1.10
Sortino ratio: Return per unit of downside risk	1.52	2.85	-1.33
Omega ratio: Gain probability vs. loss probability	1.17	1.36	-0.19
Calmar ratio: Return relative to maximum drawdown	1.30	4.88	-3.58
Martin ratio: Return relative to average drawdown	2.89	14.19	-11.30

FTCS vs. FTIF - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.96, which is lower than the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FTCS and FTIF, 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. FTIF - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for FTCS and FTIF.

Drawdown Indicators

	FTCS	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-27.83%	-25.81%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-6.34%	-1.40%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-27.83%	+15.21%
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%	-1.90%	+0.26%
Average Drawdown Average peak-to-trough decline	-6.90%	-5.90%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	2.20%	+1.28%

Volatility

FTCS vs. FTIF - Volatility Comparison

First Trust Capital Strength ETF (FTCS) has a higher volatility of 4.61% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.73%. This indicates that FTCS's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTCS	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	2.73%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	10.51%	-2.34%
Volatility (1Y) Calculated over the trailing 1-year period	10.54%	15.04%	-4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	18.73%	-5.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.55%	18.73%	-3.18%

FTCS vs. FTIF - Expense Ratio Comparison

FTCS has a 0.53% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

FTCS vs. FTIF - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.08%, which matches FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTCS and FTIF in my portfolio?

FTCS and FTIF have a correlation of 0.36, 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 FTIF?

FTCS has higher volatility (4.61%) compared to FTIF (2.73%). In terms of maximum drawdown, FTCS dropped -53.64% vs FTIF's -27.83%.

Which ETF is better, FTCS or FTIF?

On 3-year performance, FTIF leads with 10.74% vs 10.35% for FTCS. On fees, FTCS is cheaper at 0.53% per year. On volatility, FTIF has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTCS or FTIF?

Over the 3-year period, FTIF has performed better with a 10.74% 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 FTIF?

FTCS is cheaper with a 0.53% expense ratio, compared with 0.60% for FTIF.

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

FTCS and FTIF have nearly identical dividend yields, around 1.08%.

What is the main difference between FTCS and FTIF?

FTCS tracks The Capital Strength Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Their fees differ too: 0.53% for FTCS and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 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.