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FTXR vs. IGF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXR vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Transportation ETF (FTXR) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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FTXR vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXR
First Trust Nasdaq Transportation ETF
-0.29%14.70%17.09%20.93%-25.38%24.02%15.03%14.82%-15.27%15.82%
IGF
iShares Global Infrastructure ETF
9.55%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

Returns By Period

In the year-to-date period, FTXR achieves a -0.29% return, which is significantly lower than IGF's 9.55% return.


FTXR

1D
1.31%
1M
-7.70%
YTD
-0.29%
6M
10.38%
1Y
31.37%
3Y*
14.30%
5Y*
4.91%
10Y*

IGF

1D
0.33%
1M
-2.57%
YTD
9.55%
6M
11.40%
1Y
26.48%
3Y*
15.89%
5Y*
11.45%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXR vs. IGF - Expense Ratio Comparison

FTXR has a 0.60% expense ratio, which is higher than IGF's 0.39% expense ratio.


Return for Risk

FTXR vs. IGF — Risk / Return Rank

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

FTXR
FTXR Risk / Return Rank: 6666
Overall Rank
FTXR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTXR Omega Ratio Rank: 6060
Omega Ratio Rank
FTXR Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTXR Martin Ratio Rank: 6565
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 9292
Overall Rank
IGF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9292
Sortino Ratio Rank
IGF Omega Ratio Rank: 9292
Omega Ratio Rank
IGF Calmar Ratio Rank: 9090
Calmar Ratio Rank
IGF Martin Ratio Rank: 9494
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.

FTXR vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) and iShares Global Infrastructure ETF (IGF). 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.


FTXRIGFDifference

Sharpe ratio

Return per unit of total volatility

1.15

2.09

-0.94

Sortino ratio

Return per unit of downside risk

1.78

2.76

-0.98

Omega ratio

Gain probability vs. loss probability

1.23

1.42

-0.19

Calmar ratio

Return relative to maximum drawdown

2.08

3.10

-1.02

Martin ratio

Return relative to average drawdown

7.01

15.49

-8.48

FTXR vs. IGF - Sharpe Ratio Comparison

The current FTXR Sharpe Ratio is 1.15, which is lower than the IGF Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of FTXR and IGF, 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


FTXRIGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.09

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.83

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.24

+0.10

Correlation

The correlation between FTXR and IGF is 0.49, 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

FTXR vs. IGF - Dividend Comparison

FTXR's dividend yield for the trailing twelve months is around 1.31%, less than IGF's 2.94% yield.


TTM20252024202320222021202020192018201720162015
FTXR
First Trust Nasdaq Transportation ETF
1.31%1.52%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%0.00%
IGF
iShares Global Infrastructure ETF
2.94%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Drawdowns

FTXR vs. IGF - Drawdown Comparison

The maximum FTXR drawdown since its inception was -52.06%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for FTXR and IGF.


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Drawdown Indicators


FTXRIGFDifference

Max Drawdown

Largest peak-to-trough decline

-52.06%

-58.33%

+6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-8.74%

-6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-20.83%

-13.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

Current Drawdown

Current decline from peak

-10.34%

-3.10%

-7.24%

Average Drawdown

Average peak-to-trough decline

-11.18%

-11.95%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

1.75%

+2.81%

Volatility

FTXR vs. IGF - Volatility Comparison

First Trust Nasdaq Transportation ETF (FTXR) has a higher volatility of 8.26% compared to iShares Global Infrastructure ETF (IGF) at 3.90%. This indicates that FTXR's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXRIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

3.90%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

7.33%

+8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

27.31%

12.73%

+14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

13.89%

+9.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

16.80%

+7.96%