FTRI vs. BGLD

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Indxx Global Natural Resources Income ETF (FTRI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD).

FTRI and BGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTRI is a passively managed fund by First Trust that tracks the performance of the Indxx Global Natural Resources Income Index. It was launched on Mar 11, 2010. BGLD is an actively managed fund by FT Vest. It was launched on Jan 20, 2021.

Performance

FTRI vs. BGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Natural Resources Income ETF (FTRI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). The values are adjusted to include any dividend payments, if applicable.

FTRI vs. BGLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FTRI First Trust Indxx Global Natural Resources Income ETF	14.35%	33.62%	-3.93%	1.53%	7.49%	16.81%
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	0.18%	33.03%	21.80%	13.24%	-2.42%	-5.57%

Returns By Period

In the year-to-date period, FTRI achieves a 14.35% return, which is significantly higher than BGLD's 0.18% return.

FTRI

• 1D: 1.91%
• 1M: -5.92%
• YTD: 14.35%
• 6M: 18.78%
• 1Y: 38.47%
• 3Y*: 15.03%
• 5Y*: 11.80%
• 10Y*: 11.48%

BGLD

• 1D: 2.63%
• 1M: -6.42%
• YTD: 0.18%
• 6M: 2.66%
• 1Y: 16.42%
• 3Y*: 20.21%
• 5Y*: 12.18%
• 10Y*: —

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

FTRI vs. BGLD - Expense Ratio Comparison

FTRI has a 0.70% expense ratio, which is lower than BGLD's 0.91% expense ratio.

BGLD

FT Vest Gold Strategy Quarterly Buffer ETF

FTRI

First Trust Indxx Global Natural Resources Income ETF

Return for Risk

FTRI vs. BGLD — Risk / Return Rank

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

FTRI

FTRI Risk / Return Rank: 89
FTRI Sharpe Ratio Rank: 89
FTRI Sortino Ratio Rank: 88
FTRI Omega Ratio Rank: 87
FTRI Calmar Ratio Rank: 89
FTRI Martin Ratio Rank: 92

BGLD

BGLD Risk / Return Rank: 74
BGLD Sharpe Ratio Rank: 77
BGLD Sortino Ratio Rank: 77
BGLD Omega Ratio Rank: 76
BGLD Calmar Ratio Rank: 63
BGLD Martin Ratio Rank: 77

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.

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.

	FTRI	BGLD	Difference
Sharpe ratio Return per unit of total volatility	1.89	1.37	+0.52
Sortino ratio Return per unit of downside risk	2.41	1.89	+0.52
Omega ratio Gain probability vs. loss probability	1.35	1.28	+0.08
Calmar ratio Return relative to maximum drawdown	2.88	1.51	+1.36
Martin ratio Return relative to average drawdown	12.58	7.80	+4.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTRI vs. BGLD - Sharpe Ratio Comparison

The current FTRI Sharpe Ratio is 1.89, which is higher than the BGLD Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FTRI and BGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FTRI	BGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	1.37	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	1.24	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	1.09	-0.58

Correlation

The correlation between FTRI and BGLD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FTRI vs. BGLD - Dividend Comparison

FTRI's dividend yield for the trailing twelve months is around 2.27%, less than BGLD's 44.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTRI First Trust Indxx Global Natural Resources Income ETF	2.27%	2.35%	4.29%	6.56%	8.37%	6.58%	3.64%	6.25%	4.24%	3.60%	2.96%	0.89%
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	44.24%	44.32%	25.04%	10.49%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	FTRI	BGLD	Difference
Max Drawdown Largest peak-to-trough decline	-43.82%	-16.19%	-27.63%
Max Drawdown (1Y) Largest decline over 1 year	-13.48%	-11.11%	-2.37%
Max Drawdown (5Y) Largest decline over 5 years	-27.51%	-16.19%	-11.32%
Max Drawdown (10Y) Largest decline over 10 years	-43.82%	—	—
Current Drawdown Current decline from peak	-6.25%	-7.35%	+1.10%
Average Drawdown Average peak-to-trough decline	-8.49%	-3.54%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	2.15%	+0.93%

Volatility

FTRI vs. BGLD - Volatility Comparison

First Trust Indxx Global Natural Resources Income ETF (FTRI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) have volatilities of 7.03% and 6.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTRI	BGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.03%	6.83%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	14.48%	9.28%	+5.20%
Volatility (1Y) Calculated over the trailing 1-year period	20.48%	12.06%	+8.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.92%	9.88%	+11.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.32%	9.87%	+12.45%