FTIF vs. PTL

Last updated Aug 4, 2026

FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) and PTL (Inspire 500 ETF) are both Large Cap Blend Equities funds - FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross while PTL tracks the Inspire 500 Index. Both are passively managed. Over the past year, FTIF returned 33.50% vs 21.95% for PTL. Their 0.71 correlation means they have sometimes moved together and sometimes differently. FTIF charges 0.60%/yr vs 0.09%/yr for PTL.

Performance

FTIF vs. PTL - Performance Comparison

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

Returns By Period

In the year-to-date period, FTIF achieves a 23.66% return, which is significantly higher than PTL's 14.04% return.

FTIF

• 1D: -0.31%
• 1M: 4.18%
• 6M: 14.24%
• YTD: 23.66%
• 1Y: 33.50%
• 3Y*: 11.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.81%

PTL

• 1D: 1.02%
• 1M: -0.01%
• 6M: 10.55%
• YTD: 14.04%
• 1Y: 21.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.82%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$97.77K	$75.15K	$62.02K
PTL Inspire 500 ETF	$3.84M	$5.22M	$10.59M

FTIF vs. PTL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	-8.69%
PTL Inspire 500 ETF	14.04%	17.92%	7.22%

Correlation

The correlation between FTIF and PTL is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (All Time) Calculated using the full available price history since Mar 26, 2024	0.71

The correlation between FTIF and PTL shifts across timeframes, from 0.59 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

FTIF vs. PTL - Sectors Allocation Comparison

Sectors	FTIF	PTL
Energy	39.0%	9.9%
Basic Materials	20.6%	6.1%
Industrials	18.2%	18.2%
Real Estate	13.8%	6.6%
Technology	4.4%	30.7%
Consumer Cyclical	4.0%	6.2%
Communication Services	-	0.3%
Consumer Defensive	-	2.1%
Financial Services	-	8.1%
Healthcare	-	5.1%
Utilities	-	6.2%

Return for Risk

FTIF vs. PTL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTIF

FTIF Risk / Return Rank: 89
FTIF Sharpe Ratio Rank: 89
FTIF Sortino Ratio Rank: 88
FTIF Omega Ratio Rank: 85
FTIF Calmar Ratio Rank: 95
FTIF Martin Ratio Rank: 91

PTL

PTL Risk / Return Rank: 61
PTL Sharpe Ratio Rank: 54
PTL Sortino Ratio Rank: 52
PTL Omega Ratio Rank: 51
PTL Calmar Ratio Rank: 77
PTL Martin Ratio Rank: 68

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTIF vs. PTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Inspire 500 ETF (PTL). 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	PTL	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.40	+0.88
Sortino ratio: Return per unit of downside risk	3.14	1.96	+1.18
Omega ratio: Gain probability vs. loss probability	1.39	1.25	+0.14
Calmar ratio: Return relative to maximum drawdown	5.31	2.91	+2.40
Martin ratio: Return relative to average drawdown	15.40	8.86	+6.54

FTIF vs. PTL - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 2.27, which is higher than the PTL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FTIF and PTL, 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. PTL - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than PTL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for FTIF and PTL.

Drawdown Indicators

	FTIF	PTL	Difference
Max Drawdown Largest peak-to-trough decline	-27.83%	-19.72%	-8.11%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-7.57%	+1.23%
Max Drawdown (3Y) Largest decline over 3 years	-27.83%	—	—
Current Drawdown Current decline from peak	-2.20%	-3.39%	+1.19%
Average Drawdown Average peak-to-trough decline	-5.90%	-2.53%	-3.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.48%	-0.30%

Volatility

FTIF vs. PTL - Volatility Comparison

The current volatility for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) is 2.78%, while Inspire 500 ETF (PTL) has a volatility of 3.72%. This indicates that FTIF experiences smaller price fluctuations and is considered to be less risky than PTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTIF	PTL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	3.72%	-0.94%
Volatility (6M) Calculated over the trailing 6-month period	10.50%	12.19%	-1.69%
Volatility (1Y) Calculated over the trailing 1-year period	14.85%	15.83%	-0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.72%	17.67%	+1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.72%	17.67%	+1.05%

FTIF vs. PTL - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is higher than PTL's 0.09% expense ratio.

Dividends

FTIF vs. PTL - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.08%, less than PTL's 1.15% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%
PTL Inspire 500 ETF	1.15%	1.24%	0.92%	0.00%

Frequently Asked Questions

Can I hold both FTIF and PTL in my portfolio?

FTIF and PTL have a correlation of 0.59, 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 PTL?

PTL has higher volatility (3.72%) compared to FTIF (2.78%). In terms of maximum drawdown, FTIF dropped -27.83% vs PTL's -19.72%.

Which ETF is better, FTIF or PTL?

On 1-year performance, FTIF leads with 33.50% vs 21.95% for PTL. On fees, PTL is cheaper at 0.09% per year. On volatility, FTIF has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTIF or PTL?

Over the 1-year period, FTIF has performed better with a 33.50% return vs 21.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTIF or PTL?

PTL is cheaper with a 0.09% expense ratio, compared with 0.60% for FTIF.

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

PTL has the higher dividend yield at 1.15%, compared with 1.08% for FTIF.

What is the main difference between FTIF and PTL?

FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while PTL tracks Inspire 500 Index. They also come from different issuers: First Trust and Inspire. Their fees differ too: 0.60% for FTIF and 0.09% for PTL.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.27 vs 1.40), 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.