FTRI vs. BGLD
FTRI (First Trust Indxx Global Natural Resources Income ETF) and BGLD (FT Vest Gold Strategy Quarterly Buffer ETF) are both exchange-traded funds - FTRI is a Natural Resources fund tracking the Indxx Global Natural Resources Income Index, while BGLD is a Defined Outcome fund actively managed by FT Vest. FTRI is passively managed, while BGLD is actively managed. Over the past 5 years, FTRI returned 7.56%/yr vs 10.99%/yr for BGLD. At a 0.39 correlation, their price movements are largely independent. FTRI charges 0.70%/yr vs 0.91%/yr for BGLD.
Performance
FTRI vs. BGLD - Performance Comparison
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Returns By Period
In the year-to-date period, FTRI achieves a 3.36% return, which is significantly higher than BGLD's -3.71% return.
FTRI
- 1D
- -1.95%
- 1M
- -5.47%
- YTD
- 3.36%
- 6M
- 2.05%
- 1Y
- 14.91%
- 3Y*
- 12.98%
- 5Y*
- 7.56%
- 10Y*
- 9.97%
BGLD
- 1D
- -0.57%
- 1M
- -4.77%
- YTD
- -3.71%
- 6M
- -6.89%
- 1Y
- 7.94%
- 3Y*
- 18.31%
- 5Y*
- 10.99%
- 10Y*
- —
FTRI vs. BGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FTRI First Trust Indxx Global Natural Resources Income ETF | 3.36% | 33.62% | -3.93% | 1.53% | 7.49% | 16.04% |
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | -3.71% | 33.03% | 21.80% | 13.24% | -2.42% | -5.53% |
Correlation
The correlation between FTRI and BGLD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2021 | 0.39 |
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Return for Risk
FTRI vs. BGLD — Risk / Return Rank
FTRI
BGLD
FTRI vs. BGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Natural Resources Income ETF (FTRI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). 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.
| FTRI | BGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.70 | +0.28 |
| Martin ratioReturn relative to average drawdown | 3.00 | 1.96 | +1.04 |
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Drawdowns
FTRI vs. BGLD - Drawdown Comparison
The maximum FTRI drawdown since its inception was -43.82%, which is greater than BGLD's maximum drawdown of -16.19%. Use the drawdown chart below to compare losses from any high point for FTRI and BGLD.
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Drawdown Indicators
| FTRI | BGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.82% | -16.19% | -27.63% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -11.42% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -11.42% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -15.42% | -12.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.82% | — | — |
Current DrawdownCurrent decline from peak | -15.26% | -10.95% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -3.69% | -4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 4.07% | +0.91% |
Volatility
FTRI vs. BGLD - Volatility Comparison
First Trust Indxx Global Natural Resources Income ETF (FTRI) has a higher volatility of 6.05% compared to FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) at 4.56%. This indicates that FTRI's price experiences larger fluctuations and is considered to be riskier than BGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRI | BGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 4.56% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 10.79% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 12.55% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 10.13% | +10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 10.02% | +11.92% |
FTRI vs. BGLD - Expense Ratio Comparison
FTRI has a 0.70% expense ratio, which is lower than BGLD's 0.91% expense ratio.
Dividends
FTRI vs. BGLD - Dividend Comparison
FTRI's dividend yield for the trailing twelve months is around 2.51%, less than BGLD's 46.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 46.03% | 44.32% | 25.04% | 10.49% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 2.51% | 2.35% | 4.29% | 6.56% | 8.37% | 6.58% | 3.64% | 6.25% | 4.24% | 3.60% | 2.96% | 0.89% |
Frequently Asked Questions
FTRI and BGLD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTRI has higher volatility (6.05%) compared to BGLD (4.56%). In terms of maximum drawdown, FTRI dropped -43.82% vs BGLD's -16.19%.
On 5-year performance, BGLD leads with 10.99% vs 7.56% for FTRI. On fees, FTRI is cheaper at 0.70% per year. On volatility, BGLD has been the lower-risk option at 4.56%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BGLD has performed better with a 10.99% return vs 7.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTRI is cheaper with a 0.70% expense ratio, compared with 0.91% for BGLD.
BGLD has the higher dividend yield at 46.03%, compared with 2.51% for FTRI.
FTRI is categorized as Natural Resources, while BGLD is Defined Outcome. They also come from different issuers: First Trust and FT Vest. Their fees differ too: 0.70% for FTRI and 0.91% for BGLD.
FTRI currently has the higher Sharpe Ratio (0.83 vs 0.64), 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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