GSLC vs. FTIF

Last updated Aug 2, 2026

GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - GSLC tracks the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, GSLC returned 18.11%/yr vs 10.74%/yr for FTIF. Their 0.59 correlation means they have sometimes moved together and sometimes differently. GSLC charges 0.09%/yr vs 0.60%/yr for FTIF.

Performance

GSLC vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSLC achieves a 8.44% return, which is significantly lower than FTIF's 24.04% return.

GSLC

• 1D: 0.58%
• 1M: 0.68%
• 6M: 7.66%
• YTD: 8.44%
• 1Y: 18.10%
• 3Y*: 18.11%
• 5Y*: 11.52%
• 10Y*: 14.27%
• ALL TIME*: 14.01%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$126.29K	$72.10K	$61.82K
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	$58.04M	$61.34M	$41.47M

GSLC vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	8.44%	16.17%	24.21%	24.18%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between GSLC and FTIF is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.59

The correlation between GSLC and FTIF shifts across timeframes, from 0.40 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

GSLC vs. FTIF - Sectors Allocation Comparison

Sectors	GSLC	FTIF
Technology	37.8%	4.4%
Financial Services	10.9%	-
Consumer Cyclical	10.3%	4.0%
Communication Services	10.2%	-
Healthcare	9.1%	-
Industrials	8.5%	18.2%
Consumer Defensive	5.5%	-
Energy	2.9%	39.0%
Utilities	2.2%	-
Basic Materials	1.4%	20.6%
Real Estate	1.2%	13.8%

Return for Risk

GSLC vs. FTIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSLC

GSLC Risk / Return Rank: 54
GSLC Sharpe Ratio Rank: 55
GSLC Sortino Ratio Rank: 53
GSLC Omega Ratio Rank: 53
GSLC Calmar Ratio Rank: 48
GSLC Martin Ratio Rank: 61

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSLC vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.

	GSLC	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.31	2.06	-0.75
Sortino ratio: Return per unit of downside risk	1.84	2.85	-1.01
Omega ratio: Gain probability vs. loss probability	1.24	1.36	-0.12
Calmar ratio: Return relative to maximum drawdown	1.72	4.88	-3.16
Martin ratio: Return relative to average drawdown	7.26	14.19	-6.93

GSLC vs. FTIF - Sharpe Ratio Comparison

The current GSLC Sharpe Ratio is 1.31, which is lower than the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of GSLC and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GSLC vs. FTIF - Drawdown Comparison

The maximum GSLC drawdown since its inception was -33.69%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for GSLC and FTIF.

Drawdown Indicators

	GSLC	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-33.69%	-27.83%	-5.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.49%	-6.34%	-3.15%
Max Drawdown (3Y) Largest decline over 3 years	-18.66%	-27.83%	+9.17%
Max Drawdown (5Y) Largest decline over 5 years	-24.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.69%	—	—
Current Drawdown Current decline from peak	-0.72%	-1.90%	+1.18%
Average Drawdown Average peak-to-trough decline	-4.35%	-5.90%	+1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	2.20%	+0.05%

Volatility

GSLC vs. FTIF - Volatility Comparison

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) has a higher volatility of 3.06% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.73%. This indicates that GSLC's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSLC	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.06%	2.73%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	10.51%	-0.82%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	15.04%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	18.73%	-2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.68%	18.73%	-1.05%

GSLC vs. FTIF - Expense Ratio Comparison

GSLC has a 0.09% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

GSLC vs. FTIF - Dividend Comparison

GSLC's dividend yield for the trailing twelve months is around 0.94%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	0.94%	1.00%	1.11%	1.38%	1.61%	1.06%	1.35%	1.54%	1.89%	1.69%	1.69%	0.36%

Frequently Asked Questions

Can I hold both GSLC and FTIF in my portfolio?

GSLC and FTIF have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSLC or FTIF?

GSLC has higher volatility (3.06%) compared to FTIF (2.73%). In terms of maximum drawdown, GSLC dropped -33.69% vs FTIF's -27.83%.

Which ETF is better, GSLC or FTIF?

On 3-year performance, GSLC leads with 18.11% vs 10.74% for FTIF. On fees, GSLC is cheaper at 0.09% per year. On volatility, FTIF has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GSLC or FTIF?

Over the 3-year period, GSLC has performed better with a 18.11% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GSLC or FTIF?

GSLC is cheaper with a 0.09% expense ratio, compared with 0.60% for FTIF.

Which ETF pays a higher dividend yield, GSLC or FTIF?

FTIF has the higher dividend yield at 1.08%, compared with 0.94% for GSLC.

What is the main difference between GSLC and FTIF?

GSLC tracks Goldman Sachs ActiveBeta U.S. Large Cap Equity Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Goldman Sachs and First Trust. Their fees differ too: 0.09% for GSLC and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs 1.31), 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.