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IGLD vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 1.69% return, which is significantly lower than VTIP's 2.05% return.


IGLD

1D
-0.81%
1M
-1.33%
YTD
1.69%
6M
4.44%
1Y
24.53%
3Y*
23.01%
5Y*
13.02%
10Y*

VTIP

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.03%
1Y
4.70%
3Y*
5.26%
5Y*
3.37%
10Y*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. VTIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
1.69%47.46%19.36%9.24%-2.34%4.30%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.05%6.07%4.74%4.62%-2.94%4.44%

Correlation

The correlation between IGLD and VTIP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.25

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

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.34

The correlation between IGLD and VTIP shifts across timeframes, from 0.21 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGLD vs. VTIP — Risk / Return Rank

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

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


IGLDVTIPDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-3.89

Omega ratioGain probability vs. loss probability

1.22

1.67

-0.45

Calmar ratioReturn relative to maximum drawdown

1.40

6.75

-5.34

Martin ratioReturn relative to average drawdown

3.82

26.06

-22.24

IGLD vs. VTIP - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 1.06, which is lower than the VTIP Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of IGLD and VTIP, 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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Sharpe Ratios by Period


IGLDVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

3.15

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.22

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.89

+0.04

Drawdowns

IGLD vs. VTIP - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IGLD and VTIP.


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Drawdown Indicators


IGLDVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-6.27%

-12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-0.70%

-16.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-0.98%

-16.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-5.50%

-13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-15.16%

-0.02%

-15.14%

Average Drawdown

Average peak-to-trough decline

-5.24%

-1.04%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

0.18%

+6.25%

Volatility

IGLD vs. VTIP - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a higher volatility of 5.12% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that IGLD's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

0.43%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

1.02%

+19.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

1.50%

+21.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

2.77%

+12.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

2.74%

+12.26%

IGLD vs. VTIP - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Dividends

IGLD vs. VTIP - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 17.92%, more than VTIP's 3.58% yield.


PositionTTM2025202420232022202120202019201820172016
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.58%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


IGLD and VTIP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLD has higher volatility (5.12%) compared to VTIP (0.43%). In terms of maximum drawdown, IGLD dropped -18.59% vs VTIP's -6.27%.

On 5-year performance, IGLD leads with 13.02% vs 3.37% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.43%. 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 13.02% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 3.58% for VTIP.

IGLD is categorized as Precious Metals, while VTIP is Inflation-Protected Bonds. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.85% for IGLD and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.15 vs 1.06), 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

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