FTIF vs. RAFE
FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) and RAFE (PIMCO RAFI ESG U.S. ETF) are both Large Cap Blend Equities funds - FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross while RAFE tracks the RAFI ESG US Index. Both are passively managed. Over the past 3 years, FTIF returned 11.08%/yr vs 19.17%/yr for RAFE. Their 0.66 correlation means they have sometimes moved together and sometimes differently. FTIF charges 0.60%/yr vs 0.30%/yr for RAFE.
Performance
FTIF vs. RAFE - Performance Comparison
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Returns By Period
In the year-to-date period, FTIF achieves a 23.66% return, which is significantly higher than RAFE's 17.29% 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%
RAFE
- 1D
- 0.52%
- 1M
- 1.64%
- 6M
- 14.11%
- YTD
- 17.29%
- 1Y
- 32.43%
- 3Y*
- 19.17%
- 5Y*
- 11.73%
- 10Y*
- —
- ALL TIME*
- 12.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $97.77K | $75.15K | $62.02K | |
| $455.18K | $476.38K | $608.93K |
FTIF vs. RAFE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF | 23.66% | 7.79% | 0.50% | 12.31% |
RAFE PIMCO RAFI ESG U.S. ETF | 17.29% | 17.60% | 13.81% | 21.32% |
Correlation
The correlation between FTIF and RAFE is 0.51, 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. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023 | 0.66 |
The correlation between FTIF and RAFE shifts across timeframes, from 0.51 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTIF vs. RAFE — Risk / Return Rank
FTIF
RAFE
FTIF vs. RAFE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and PIMCO RAFI ESG U.S. ETF (RAFE). 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 | RAFE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.51 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.31 | 4.37 | +0.94 |
| Martin ratioReturn relative to average drawdown | 15.40 | 17.37 | -1.96 |
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Drawdowns
FTIF vs. RAFE - Drawdown Comparison
The maximum FTIF drawdown since its inception was -27.83%, smaller than the maximum RAFE drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for FTIF and RAFE.
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Drawdown Indicators
| FTIF | RAFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.83% | -35.74% | +7.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -7.46% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -16.36% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.28% | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.45% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -6.08% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.87% | +0.31% |
Volatility
FTIF vs. RAFE - Volatility Comparison
The current volatility for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) is 2.78%, while PIMCO RAFI ESG U.S. ETF (RAFE) has a volatility of 2.99%. This indicates that FTIF experiences smaller price fluctuations and is considered to be less risky than RAFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTIF | RAFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 2.99% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 8.71% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.85% | 11.39% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 15.05% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 19.27% | -0.55% |
FTIF vs. RAFE - Expense Ratio Comparison
FTIF has a 0.60% expense ratio, which is higher than RAFE's 0.30% expense ratio.
Dividends
FTIF vs. RAFE - Dividend Comparison
FTIF's dividend yield for the trailing twelve months is around 1.08%, less than RAFE's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF | 1.08% | 1.45% | 2.88% | 1.55% | 0.00% | 0.00% | 0.00% |
RAFE PIMCO RAFI ESG U.S. ETF | 1.47% | 1.67% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% |
Frequently Asked Questions
FTIF and RAFE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RAFE has higher volatility (2.99%) compared to FTIF (2.78%). In terms of maximum drawdown, FTIF dropped -27.83% vs RAFE's -35.74%.
On 3-year performance, RAFE leads with 19.17% vs 11.08% for FTIF. On fees, RAFE is cheaper at 0.30% 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.
Over the 3-year period, RAFE has performed better with a 19.17% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RAFE is cheaper with a 0.30% expense ratio, compared with 0.60% for FTIF.
RAFE has the higher dividend yield at 1.47%, compared with 1.08% for FTIF.
FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while RAFE tracks RAFI ESG US Index. They also come from different issuers: First Trust and PIMCO. Their fees differ too: 0.60% for FTIF and 0.30% for RAFE.
RAFE currently has the higher Sharpe Ratio (2.87 vs 2.27), 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.
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