LGH vs. FTIF

Last updated Jun 4, 2026

LGH (HCM Defender 500 Index ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - LGH tracks the HCM Defender 500 Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, LGH returned 20.78%/yr vs 16.19%/yr for FTIF. A 0.56 correlation means they provide meaningful diversification when combined. LGH charges 1.23%/yr vs 0.60%/yr for FTIF.

Performance

LGH vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Defender 500 Index ETF (LGH) 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, LGH achieves a 4.82% return, which is significantly lower than FTIF's 25.81% return.

LGH

• 1D: -0.92%
• 1M: 7.14%
• YTD: 4.82%
• 6M: 4.52%
• 1Y: 26.30%
• 3Y*: 20.78%
• 5Y*: 11.27%
• 10Y*: —

FTIF

• 1D: 0.65%
• 1M: 0.40%
• YTD: 25.81%
• 6M: 24.44%
• 1Y: 36.91%
• 3Y*: 16.19%
• 5Y*: —
• 10Y*: —

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

LGH vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LGH HCM Defender 500 Index ETF	4.82%	19.47%	27.00%	22.98%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	7.79%	0.50%	12.52%

Correlation

The correlation between LGH and FTIF is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023	0.56

The correlation between LGH and FTIF shifts across timeframes, from 0.44 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LGH vs. FTIF — Risk / Return Rank

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

LGH

LGH Risk / Return Rank: 47
LGH Sharpe Ratio Rank: 50
LGH Sortino Ratio Rank: 46
LGH Omega Ratio Rank: 48
LGH Calmar Ratio Rank: 48
LGH Martin Ratio Rank: 46

FTIF

FTIF Risk / Return Rank: 81
FTIF Sharpe Ratio Rank: 77
FTIF Sortino Ratio Rank: 76
FTIF Omega Ratio Rank: 72
FTIF Calmar Ratio Rank: 93
FTIF Martin Ratio Rank: 89

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.

LGH vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) 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.

	LGH	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.48	-0.77
Sortino ratio: Return per unit of downside risk	2.27	3.41	-1.14
Omega ratio: Gain probability vs. loss probability	1.30	1.43	-0.13
Calmar ratio: Return relative to maximum drawdown	2.34	6.79	-4.45
Martin ratio: Return relative to average drawdown	7.55	20.14	-12.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGH vs. FTIF - Sharpe Ratio Comparison

The current LGH Sharpe Ratio is 1.72, which is lower than the FTIF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of LGH 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.

Sharpe Ratios by Period

	LGH	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.48	-0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.75	+0.05

Drawdowns

LGH vs. FTIF - Drawdown Comparison

The maximum LGH drawdown since its inception was -29.60%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for LGH and FTIF.

Drawdown Indicators

	LGH	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-29.60%	-27.83%	-1.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.29%	-5.46%	-5.83%
Max Drawdown (3Y) Largest decline over 3 years	-18.42%	-27.83%	+9.41%
Max Drawdown (5Y) Largest decline over 5 years	-29.38%	—	—
Current Drawdown Current decline from peak	-0.92%	-0.50%	-0.42%
Average Drawdown Average peak-to-trough decline	-9.42%	-6.00%	-3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	1.84%	+1.65%

Volatility

LGH vs. FTIF - Volatility Comparison

HCM Defender 500 Index ETF (LGH) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 4.07% and 4.05%, 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.

Volatility by Period

	LGH	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	4.05%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.86%	10.55%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	15.41%	15.00%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.52%	18.96%	-2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.78%	18.96%	+0.82%

LGH vs. FTIF - Expense Ratio Comparison

LGH has a 1.23% expense ratio, which is higher than FTIF's 0.60% expense ratio.

Dividends

LGH vs. FTIF - Dividend Comparison

LGH's dividend yield for the trailing twelve months is around 0.37%, less than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%	0.00%
LGH HCM Defender 500 Index ETF	0.37%	0.38%	0.40%	0.63%	0.61%	0.14%	0.23%	0.01%

Frequently Asked Questions

Can I hold both LGH and FTIF in my portfolio?

LGH and FTIF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LGH or FTIF?

LGH has higher volatility (4.07%) compared to FTIF (4.05%). In terms of maximum drawdown, LGH dropped -29.60% vs FTIF's -27.83%.

Which ETF is better, LGH or FTIF?

On 3-year performance, LGH leads with 20.78% vs 16.19% for FTIF. On fees, FTIF is cheaper at 0.60% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LGH or FTIF?

Over the 3-year period, LGH has performed better with a 20.78% return vs 16.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LGH or FTIF?

FTIF is cheaper with a 0.60% expense ratio, compared with 1.23% for LGH.

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

FTIF has the higher dividend yield at 1.11%, compared with 0.37% for LGH.

What is the main difference between LGH and FTIF?

LGH tracks HCM Defender 500 Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Howard Capital Management and First Trust. Their fees differ too: 1.23% for LGH and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.48 vs 1.72), 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.