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FTIF vs. KNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTIF vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

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FTIF vs. KNG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FTIF achieves a 19.63% return, which is significantly higher than KNG's 1.24% return.


FTIF

1D
0.42%
1M
1.49%
YTD
19.63%
6M
23.49%
1Y
32.50%
3Y*
12.74%
5Y*
10Y*

KNG

1D
1.21%
1M
-6.77%
YTD
1.24%
6M
3.06%
1Y
5.02%
3Y*
6.53%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTIF vs. KNG - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is lower than KNG's 0.75% expense ratio.


Return for Risk

FTIF vs. KNG — Risk / Return Rank

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

FTIF
FTIF Risk / Return Rank: 7878
Overall Rank
FTIF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTIF Omega Ratio Rank: 7979
Omega Ratio Rank
FTIF Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTIF Martin Ratio Rank: 8282
Martin Ratio Rank

KNG
KNG Risk / Return Rank: 2525
Overall Rank
KNG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KNG Sortino Ratio Rank: 2424
Sortino Ratio Rank
KNG Omega Ratio Rank: 2323
Omega Ratio Rank
KNG Calmar Ratio Rank: 2727
Calmar Ratio Rank
KNG Martin Ratio Rank: 2828
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.

FTIF vs. KNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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.


FTIFKNGDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.37

+1.05

Sortino ratio

Return per unit of downside risk

2.00

0.62

+1.37

Omega ratio

Gain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratio

Return relative to maximum drawdown

1.93

0.58

+1.34

Martin ratio

Return relative to average drawdown

9.48

2.11

+7.37

FTIF vs. KNG - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.42, which is higher than the KNG Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FTIF and KNG, 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


FTIFKNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.37

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.49

+0.20

Correlation

The correlation between FTIF and KNG is 0.71, 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

FTIF vs. KNG - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.17%, less than KNG's 8.67% yield.


TTM20252024202320222021202020192018
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.17%1.45%2.88%1.55%0.00%0.00%0.00%0.00%0.00%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
8.67%8.61%9.08%5.91%4.00%3.45%3.62%4.09%3.46%

Drawdowns

FTIF vs. KNG - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, smaller than the maximum KNG drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for FTIF and KNG.


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Drawdown Indicators


FTIFKNGDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-35.12%

+7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-10.55%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

Current Drawdown

Current decline from peak

-0.57%

-6.77%

+6.20%

Average Drawdown

Average peak-to-trough decline

-6.28%

-4.09%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.91%

+0.60%

Volatility

FTIF vs. KNG - Volatility Comparison

First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a higher volatility of 4.25% compared to FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) at 3.41%. This indicates that FTIF's price experiences larger fluctuations and is considered to be riskier than KNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTIFKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.41%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

7.48%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.96%

13.68%

+9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

13.63%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

17.31%

+1.97%