FTGS vs. ITOT
Compare and contrast key facts about First Trust Growth Strength ETF (FTGS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FTGS and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTGS is a passively managed fund by First Trust that tracks the performance of the The Growth Strength Index - Benchmark TR Gross. It was launched on Oct 25, 2022. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both FTGS and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FTGS vs. ITOT - Performance Comparison
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FTGS vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS First Trust Growth Strength ETF | -3.69% | 12.78% | 15.76% | 33.69% | 1.09% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -4.00% | 17.00% | 23.80% | 26.12% | 0.34% |
Returns By Period
In the year-to-date period, FTGS achieves a -3.69% return, which is significantly higher than ITOT's -4.00% return.
FTGS
- 1D
- 2.76%
- 1M
- -5.56%
- YTD
- -3.69%
- 6M
- -5.18%
- 1Y
- 14.55%
- 3Y*
- 15.87%
- 5Y*
- —
- 10Y*
- —
ITOT
- 1D
- 2.98%
- 1M
- -4.92%
- YTD
- -4.00%
- 6M
- -1.67%
- 1Y
- 18.07%
- 3Y*
- 17.83%
- 5Y*
- 10.46%
- 10Y*
- 13.57%
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FTGS vs. ITOT - Expense Ratio Comparison
FTGS has a 0.60% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
FTGS vs. ITOT — Risk / Return Rank
FTGS
ITOT
FTGS vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| FTGS | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.97 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.49 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.51 | -0.24 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.22 | -2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGS | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.97 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.54 | +0.44 |
Correlation
The correlation between FTGS and ITOT is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FTGS vs. ITOT - Dividend Comparison
FTGS's dividend yield for the trailing twelve months is around 0.10%, less than ITOT's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGS First Trust Growth Strength ETF | 0.10% | 0.16% | 0.39% | 0.62% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.13% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
FTGS vs. ITOT - Drawdown Comparison
The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FTGS and ITOT.
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Drawdown Indicators
| FTGS | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.99% | -55.20% | +35.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -12.34% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -6.92% | -6.18% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -7.02% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.59% | +0.53% |
Volatility
FTGS vs. ITOT - Volatility Comparison
First Trust Growth Strength ETF (FTGS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 5.51% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGS | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 5.47% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 9.76% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 18.67% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 17.37% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 18.25% | -0.92% |