FTIF vs. GXLC

Last updated Jun 24, 2026

FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. At a 0.43 correlation, their price movements are largely independent. FTIF charges 0.60%/yr vs 0.02%/yr for GXLC.

Performance

FTIF vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTIF achieves a 20.97% return, which is significantly higher than GXLC's 8.31% return.

FTIF

• 1D: -0.96%
• 1M: -2.83%
• YTD: 20.97%
• 6M: 19.74%
• 1Y: 29.74%
• 3Y*: 14.08%
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -1.32%
• 1M: -1.12%
• YTD: 8.31%
• 6M: 7.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTIF vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	20.97%	3.58%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between FTIF and GXLC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.43

Return for Risk

FTIF vs. GXLC — Risk / Return Rank

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

FTIF

FTIF Risk / Return Rank: 72
FTIF Sharpe Ratio Rank: 64
FTIF Sortino Ratio Rank: 63
FTIF Omega Ratio Rank: 58
FTIF Calmar Ratio Rank: 91
FTIF Martin Ratio Rank: 82

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FTIF vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Global X U.S. 500 ETF (GXLC). 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.

	FTIF	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.94	—	—
Sortino ratio: Return per unit of downside risk	2.70	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	5.47	—	—
Martin ratio: Return relative to average drawdown	15.23	—	—

Drawdowns

FTIF vs. GXLC - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for FTIF and GXLC.

Drawdown Indicators

	FTIF	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-27.83%	-9.08%	-18.75%
Max Drawdown (1Y) Largest decline over 1 year	-5.46%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.83%	—	—
Current Drawdown Current decline from peak	-4.32%	-3.05%	-1.27%
Average Drawdown Average peak-to-trough decline	-5.95%	-1.54%	-4.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	—	—

Volatility

Volatility by Period

	FTIF	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.38%	13.85%	+1.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	13.85%	+5.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	13.85%	+5.07%

FTIF vs. GXLC - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

FTIF vs. GXLC - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.15%, more than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.15%	1.45%	2.88%	1.55%
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTIF and GXLC in my portfolio?

FTIF and GXLC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FTIF or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FTIF or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.15%, compared with 0.65% for GXLC.

What is the main difference between FTIF and GXLC?

FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.60% for FTIF and 0.02% for GXLC.