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FTCS vs. IGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCS vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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FTCS vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTCS
First Trust Capital Strength ETF
0.58%6.46%11.19%8.48%-10.22%28.44%
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, FTCS achieves a 0.58% return, which is significantly lower than IGLD's 5.99% return.


FTCS

1D
0.97%
1M
-6.34%
YTD
0.58%
6M
-0.35%
1Y
4.65%
3Y*
9.74%
5Y*
6.80%
10Y*
10.24%

IGLD

1D
3.70%
1M
-10.43%
YTD
5.99%
6M
16.73%
1Y
38.18%
3Y*
24.46%
5Y*
15.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCS vs. IGLD - Expense Ratio Comparison

FTCS has a 0.56% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Return for Risk

FTCS vs. IGLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTCS
FTCS Risk / Return Rank: 2525
Overall Rank
FTCS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FTCS Sortino Ratio Rank: 2222
Sortino Ratio Rank
FTCS Omega Ratio Rank: 2222
Omega Ratio Rank
FTCS Calmar Ratio Rank: 2828
Calmar Ratio Rank
FTCS Martin Ratio Rank: 3030
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 8484
Overall Rank
IGLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGLD Omega Ratio Rank: 8484
Omega Ratio Rank
IGLD Calmar Ratio Rank: 8383
Calmar Ratio Rank
IGLD Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTCS vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) 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.


FTCSIGLDDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.62

-1.27

Sortino ratio

Return per unit of downside risk

0.60

2.09

-1.49

Omega ratio

Gain probability vs. loss probability

1.08

1.32

-0.24

Calmar ratio

Return relative to maximum drawdown

0.63

2.25

-1.62

Martin ratio

Return relative to average drawdown

2.42

9.68

-7.26

FTCS vs. IGLD - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.34, which is lower than the IGLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FTCS and IGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTCSIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.62

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.05

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.05

-0.54

Correlation

The correlation between FTCS and IGLD is 0.12, 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

FTCS vs. IGLD - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.11%, less than IGLD's 12.45% yield.


TTM20252024202320222021202020192018201720162015
FTCS
First Trust Capital Strength ETF
1.11%1.04%1.33%1.47%1.23%1.06%0.93%1.26%1.26%1.15%1.43%1.50%
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

FTCS vs. IGLD - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FTCS and IGLD.


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Drawdown Indicators


FTCSIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-18.59%

-35.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-17.56%

+8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-18.59%

-2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-6.42%

-11.57%

+5.15%

Average Drawdown

Average peak-to-trough decline

-6.93%

-5.01%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

4.08%

-1.66%

Volatility

FTCS vs. IGLD - Volatility Comparison

The current volatility for First Trust Capital Strength ETF (FTCS) is 3.20%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FTCS 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


FTCSIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

11.19%

-7.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

21.21%

-14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

23.75%

-10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

14.90%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

14.86%

+0.68%