FTIF vs. PRAY

Last updated Jun 24, 2026

FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) and PRAY (FIS Biblically Responsible Risk Managed ETF) are both Large Cap Blend Equities funds - FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross while PRAY tracks the NONE. Both are passively managed. Over the past 3 years, FTIF returned 14.08%/yr vs 15.13%/yr for PRAY. A 0.66 correlation means they provide meaningful diversification when combined. FTIF charges 0.60%/yr vs 0.69%/yr for PRAY.

Performance

FTIF vs. PRAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and FIS Biblically Responsible Risk Managed ETF (PRAY). 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 PRAY's 11.78% return.

FTIF

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

PRAY

• 1D: -2.24%
• 1M: -0.66%
• YTD: 11.78%
• 6M: 10.55%
• 1Y: 17.05%
• 3Y*: 15.13%
• 5Y*: —
• 10Y*: —

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

FTIF vs. PRAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	20.97%	7.79%	0.50%	12.31%
PRAY FIS Biblically Responsible Risk Managed ETF	11.78%	9.08%	13.02%	20.38%

Correlation

The correlation between FTIF and PRAY is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.66

The correlation between FTIF and PRAY shifts across timeframes, from 0.52 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

FTIF vs. PRAY - Sectors Allocation Comparison

Sectors	FTIF	PRAY
Energy	38.0%	3.5%
Basic Materials	22.0%	3.2%
Industrials	18.0%	14.8%
Real Estate	14.0%	1.5%
Consumer Cyclical	4.0%	13.1%
Technology	2.0%	29.0%
Communication Services	-	8.3%
Consumer Defensive	-	3.7%
Financial Services	-	12.4%
Healthcare	-	7.0%
Utilities	-	3.7%

Return for Risk

FTIF vs. PRAY — 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

PRAY

PRAY Risk / Return Rank: 41
PRAY Sharpe Ratio Rank: 38
PRAY Sortino Ratio Rank: 39
PRAY Omega Ratio Rank: 36
PRAY Calmar Ratio Rank: 42
PRAY Martin Ratio Rank: 52

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. PRAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and FIS Biblically Responsible Risk Managed ETF (PRAY). 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	PRAY	Difference
Sharpe ratio: Return per unit of total volatility	1.94	1.25	+0.69
Sortino ratio: Return per unit of downside risk	2.70	1.87	+0.83
Omega ratio: Gain probability vs. loss probability	1.33	1.22	+0.11
Calmar ratio: Return relative to maximum drawdown	5.47	1.95	+3.53
Martin ratio: Return relative to average drawdown	15.23	8.28	+6.94

FTIF vs. PRAY - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.94, which is higher than the PRAY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FTIF and PRAY, 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

FTIF vs. PRAY - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than PRAY's maximum drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for FTIF and PRAY.

Drawdown Indicators

	FTIF	PRAY	Difference
Max Drawdown Largest peak-to-trough decline	-27.83%	-21.40%	-6.43%
Max Drawdown (1Y) Largest decline over 1 year	-5.46%	-8.80%	+3.34%
Max Drawdown (3Y) Largest decline over 3 years	-27.83%	-17.13%	-10.70%
Current Drawdown Current decline from peak	-4.32%	-3.40%	-0.92%
Average Drawdown Average peak-to-trough decline	-5.95%	-5.38%	-0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.06%	-0.10%

Volatility

FTIF vs. PRAY - Volatility Comparison

The current volatility for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) is 4.57%, while FIS Biblically Responsible Risk Managed ETF (PRAY) has a volatility of 5.79%. This indicates that FTIF experiences smaller price fluctuations and is considered to be less risky than PRAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTIF	PRAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	5.79%	-1.22%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	11.67%	-0.92%
Volatility (1Y) Calculated over the trailing 1-year period	15.38%	13.67%	+1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	16.11%	+2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	16.11%	+2.81%

FTIF vs. PRAY - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is lower than PRAY's 0.69% expense ratio.

Dividends

FTIF vs. PRAY - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.15%, more than PRAY's 0.62% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.15%	1.45%	2.88%	1.55%	0.00%
PRAY FIS Biblically Responsible Risk Managed ETF	0.62%	0.69%	0.76%	0.83%	1.20%

Frequently Asked Questions

Can I hold both FTIF and PRAY in my portfolio?

FTIF and PRAY have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTIF or PRAY?

PRAY has higher volatility (5.79%) compared to FTIF (4.57%). In terms of maximum drawdown, FTIF dropped -27.83% vs PRAY's -21.40%.

Which ETF is better, FTIF or PRAY?

On 3-year performance, PRAY leads with 15.13% vs 14.08% for FTIF. On fees, FTIF is cheaper at 0.60% per year. On volatility, FTIF has been the lower-risk option at 4.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTIF or PRAY?

Over the 3-year period, PRAY has performed better with a 15.13% return vs 14.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTIF or PRAY?

FTIF is cheaper with a 0.60% expense ratio, compared with 0.69% for PRAY.

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

FTIF has the higher dividend yield at 1.15%, compared with 0.62% for PRAY.

What is the main difference between FTIF and PRAY?

FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while PRAY tracks NONE. They also come from different issuers: First Trust and Faith Investor Services. Their fees differ too: 0.60% for FTIF and 0.69% for PRAY.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (1.94 vs 1.25), 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.