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FTIF vs. VOTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTIF vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

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FTIF vs. VOTE - Yearly Performance Comparison


2026 (YTD)202520242023
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
19.63%7.79%0.50%12.52%
VOTE
Engine No. 1 Transform 500 ETF
-4.68%17.95%25.23%24.07%

Returns By Period

In the year-to-date period, FTIF achieves a 19.63% return, which is significantly higher than VOTE's -4.68% return.


FTIF

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

VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTIF vs. VOTE - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is higher than VOTE's 0.05% expense ratio.


Return for Risk

FTIF vs. VOTE — 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

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
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. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Engine No. 1 Transform 500 ETF (VOTE). 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.


FTIFVOTEDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.97

+0.45

Sortino ratio

Return per unit of downside risk

2.00

1.49

+0.51

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

1.93

1.52

+0.41

Martin ratio

Return relative to average drawdown

9.48

7.13

+2.35

FTIF vs. VOTE - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.42, which is higher than the VOTE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FTIF and VOTE, 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


FTIFVOTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.97

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.61

+0.07

Correlation

The correlation between FTIF and VOTE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTIF vs. VOTE - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.17%, more than VOTE's 1.04% yield.


TTM20252024202320222021
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.17%1.45%2.88%1.55%0.00%0.00%
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%

Drawdowns

FTIF vs. VOTE - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than VOTE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for FTIF and VOTE.


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Drawdown Indicators


FTIFVOTEDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-25.71%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-12.07%

-5.20%

Current Drawdown

Current decline from peak

-0.57%

-6.51%

+5.94%

Average Drawdown

Average peak-to-trough decline

-6.28%

-6.34%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.57%

+0.94%

Volatility

FTIF vs. VOTE - Volatility Comparison

The current volatility for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) is 4.25%, while Engine No. 1 Transform 500 ETF (VOTE) has a volatility of 5.35%. This indicates that FTIF experiences smaller price fluctuations and is considered to be less risky than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTIFVOTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.35%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

9.71%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.96%

18.49%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

17.31%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

17.31%

+1.97%