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IGLD vs. MINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Target Income ETF (IGLD) and PIMCO Enhanced Short Maturity Active ETF (MINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLD achieves a -5.55% return, which is significantly lower than MINT's 2.05% return.


IGLD

1D
-1.96%
1M
-8.08%
YTD
-5.55%
6M
-8.37%
1Y
14.83%
3Y*
20.33%
5Y*
12.76%
10Y*

MINT

1D
0.01%
1M
0.34%
YTD
2.05%
6M
2.16%
1Y
4.66%
3Y*
5.35%
5Y*
3.52%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. MINT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLD
FT Vest Gold Strategy Target Income ETF
-5.55%47.46%19.36%9.24%-2.34%4.30%
MINT
PIMCO Enhanced Short Maturity Active ETF
2.05%4.74%5.94%6.26%-1.01%-0.09%

Correlation

The correlation between IGLD and MINT is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2021

0.10

The correlation between IGLD and MINT shifts across timeframes, from -0.09 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGLD vs. MINT — Risk / Return Rank

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

IGLD
IGLD Risk / Return Rank: 1818
Overall Rank
IGLD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2020
Omega Ratio Rank
IGLD Calmar Ratio Rank: 1717
Calmar Ratio Rank
IGLD Martin Ratio Rank: 1818
Martin Ratio Rank

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
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.

IGLD vs. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Target Income ETF (IGLD) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.


IGLDMINTDifference
Sharpe ratioReturn per unit of total volatility

-16.25

Sortino ratioReturn per unit of downside risk

-59.79

Omega ratioGain probability vs. loss probability

1.14

18.98

-17.85

Calmar ratioReturn relative to maximum drawdown

0.68

94.18

-93.50

Martin ratioReturn relative to average drawdown

1.94

866.10

-864.16

IGLD vs. MINT - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 0.61, which is lower than the MINT Sharpe Ratio of 16.86. The chart below compares the historical Sharpe Ratios of IGLD and MINT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGLD vs. MINT - Drawdown Comparison

The maximum IGLD drawdown since its inception was -21.90%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for IGLD and MINT.


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Drawdown Indicators


IGLDMINTDifference

Max Drawdown

Largest peak-to-trough decline

-21.90%

-4.62%

-17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-0.05%

-21.85%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-0.16%

-21.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

-2.42%

-19.48%

Max Drawdown (10Y)

Largest decline over 10 years

-4.62%

Current Drawdown

Current decline from peak

-21.20%

-0.02%

-21.18%

Average Drawdown

Average peak-to-trough decline

-5.37%

-0.17%

-5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

0.01%

+7.67%

Volatility

IGLD vs. MINT - Volatility Comparison

FT Vest Gold Strategy Target Income ETF (IGLD) has a higher volatility of 8.14% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.11%. This indicates that IGLD's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDMINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

0.11%

+8.03%

Volatility (6M)

Calculated over the trailing 6-month period

22.34%

0.21%

+22.13%

Volatility (1Y)

Calculated over the trailing 1-year period

24.40%

0.28%

+24.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

0.58%

+14.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

0.95%

+14.35%

IGLD vs. MINT - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than MINT's 0.36% expense ratio.


Dividends

IGLD vs. MINT - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 19.29%, more than MINT's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLD
FT Vest Gold Strategy Target Income ETF
19.29%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%
MINT
PIMCO Enhanced Short Maturity Active ETF
4.28%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%

Frequently Asked Questions


IGLD and MINT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLD has higher volatility (8.14%) compared to MINT (0.11%). In terms of maximum drawdown, IGLD dropped -21.90% vs MINT's -4.62%.

On 5-year performance, IGLD leads with 12.76% vs 3.52% for MINT. On fees, MINT is cheaper at 0.36% per year. On volatility, MINT has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGLD has performed better with a 12.76% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MINT is cheaper with a 0.36% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 19.29%, compared with 4.28% for MINT.

IGLD is categorized as Gold, while MINT is Ultrashort Bond. They also come from different issuers: First Trust and PIMCO. Their fees differ too: 0.85% for IGLD and 0.36% for MINT.

MINT currently has the higher Sharpe Ratio (16.86 vs 0.61), 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.

Portfolio Optimizer

Find the right allocation for IGLD and MINT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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