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FTIF vs. RAVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTIF vs. RAVI - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTIF achieves a 20.97% return, which is significantly higher than RAVI's 1.69% return.


FTIF

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

RAVI

1D
0.05%
1M
0.30%
YTD
1.69%
6M
1.79%
1Y
4.37%
3Y*
5.17%
5Y*
3.54%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTIF vs. RAVI - Yearly Performance Comparison


2026 (YTD)202520242023
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
20.97%7.79%0.50%12.31%
RAVI
FlexShares Ultra-Short Income ETF
1.69%4.98%5.67%4.25%

Correlation

The correlation between FTIF and RAVI is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2023

0.01

The correlation between FTIF and RAVI shifts across timeframes, from -0.12 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FTIF vs. RAVI — Risk / Return Rank

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

FTIF
FTIF Risk / Return Rank: 7272
Overall Rank
FTIF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTIF Omega Ratio Rank: 5858
Omega Ratio Rank
FTIF Calmar Ratio Rank: 9191
Calmar Ratio Rank
FTIF Martin Ratio Rank: 8282
Martin Ratio Rank

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
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. RAVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and FlexShares Ultra-Short Income ETF (RAVI). 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.


FTIFRAVIDifference
Sharpe ratioReturn per unit of total volatility

-8.79

Sortino ratioReturn per unit of downside risk

-20.77

Omega ratioGain probability vs. loss probability

1.33

5.23

-3.90

Calmar ratioReturn relative to maximum drawdown

5.47

37.51

-32.04

Martin ratioReturn relative to average drawdown

15.23

214.85

-199.62

FTIF vs. RAVI - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.94, which is lower than the RAVI Sharpe Ratio of 10.73. The chart below compares the historical Sharpe Ratios of FTIF and RAVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTIF vs. RAVI - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than RAVI's maximum drawdown of -3.72%. Use the drawdown chart below to compare losses from any high point for FTIF and RAVI.


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Drawdown Indicators


FTIFRAVIDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-3.72%

-24.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.46%

-0.12%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-0.36%

-27.47%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

Current Drawdown

Current decline from peak

-4.32%

0.00%

-4.32%

Average Drawdown

Average peak-to-trough decline

-5.95%

-0.17%

-5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.02%

+1.94%

Volatility

FTIF vs. RAVI - Volatility Comparison

First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a higher volatility of 4.57% compared to FlexShares Ultra-Short Income ETF (RAVI) at 0.13%. This indicates that FTIF's price experiences larger fluctuations and is considered to be riskier than RAVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTIFRAVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

0.13%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

0.31%

+10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

0.41%

+14.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

1.41%

+17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

1.28%

+17.64%

FTIF vs. RAVI - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is higher than RAVI's 0.25% expense ratio.


Dividends

FTIF vs. RAVI - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.15%, less than RAVI's 4.37% yield.


PositionTTM2025202420232022202120202019201820172016
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.15%1.45%2.88%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RAVI
FlexShares Ultra-Short Income ETF
4.37%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%

Frequently Asked Questions


FTIF and RAVI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTIF has higher volatility (4.57%) compared to RAVI (0.13%). In terms of maximum drawdown, FTIF dropped -27.83% vs RAVI's -3.72%.

On 3-year performance, FTIF leads with 14.08% vs 5.17% for RAVI. On fees, RAVI is cheaper at 0.25% per year. On volatility, RAVI has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FTIF has performed better with a 14.08% return vs 5.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAVI is cheaper with a 0.25% expense ratio, compared with 0.60% for FTIF.

RAVI has the higher dividend yield at 4.37%, compared with 1.15% for FTIF.

FTIF is categorized as Large Cap Blend Equities, while RAVI is Ultrashort Bond. They also come from different issuers: First Trust and FlexShares. Their fees differ too: 0.60% for FTIF and 0.25% for RAVI.

RAVI currently has the higher Sharpe Ratio (10.73 vs 1.94), 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.

Portfolio Optimizer

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