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IGLD vs. BGLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGLD and BGLD is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IGLD vs. BGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
33.21%
35.28%
IGLD
BGLD

Key characteristics

Sharpe Ratio

IGLD:

1.75

BGLD:

2.28

Sortino Ratio

IGLD:

2.37

BGLD:

3.05

Omega Ratio

IGLD:

1.32

BGLD:

1.44

Calmar Ratio

IGLD:

2.73

BGLD:

4.55

Martin Ratio

IGLD:

9.52

BGLD:

18.10

Ulcer Index

IGLD:

2.14%

BGLD:

1.30%

Daily Std Dev

IGLD:

11.65%

BGLD:

10.34%

Max Drawdown

IGLD:

-18.59%

BGLD:

-16.19%

Current Drawdown

IGLD:

-4.14%

BGLD:

-1.81%

Returns By Period

In the year-to-date period, IGLD achieves a 0.28% return, which is significantly lower than BGLD's 0.60% return.


IGLD

YTD

0.28%

1M

0.01%

6M

7.70%

1Y

20.63%

5Y*

N/A

10Y*

N/A

BGLD

YTD

0.60%

1M

-0.26%

6M

10.90%

1Y

23.46%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGLD vs. BGLD - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is lower than BGLD's 0.90% expense ratio.


BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
Expense ratio chart for BGLD: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for IGLD: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

IGLD vs. BGLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and FT Cboe 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.


Sharpe ratio
The chart of Sharpe ratio for IGLD, currently valued at 1.75, compared to the broader market0.002.004.001.752.28
The chart of Sortino ratio for IGLD, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.373.05
The chart of Omega ratio for IGLD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.44
The chart of Calmar ratio for IGLD, currently valued at 2.73, compared to the broader market0.005.0010.0015.002.734.55
The chart of Martin ratio for IGLD, currently valued at 9.52, compared to the broader market0.0020.0040.0060.0080.00100.009.5218.10
IGLD
BGLD

The current IGLD Sharpe Ratio is 1.75, which is comparable to the BGLD Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IGLD 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.75
2.28
IGLD
BGLD

Dividends

IGLD vs. BGLD - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 20.77%, less than BGLD's 24.89% yield.


TTM2024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
20.77%20.81%7.85%4.45%2.24%
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
24.89%25.04%10.49%0.40%0.00%

Drawdowns

IGLD vs. BGLD - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, which is greater than BGLD's maximum drawdown of -16.19%. Use the drawdown chart below to compare losses from any high point for IGLD and BGLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.14%
-1.81%
IGLD
BGLD

Volatility

IGLD vs. BGLD - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) have volatilities of 3.24% and 3.29%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.24%
3.29%
IGLD
BGLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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