MGC vs. FTIF

Last updated Aug 4, 2026

MGC (Vanguard Mega Cap ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - MGC tracks the CRSP US Mega Cap Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, MGC returned 22.08%/yr vs 11.08%/yr for FTIF. Their 0.51 correlation means they have sometimes moved together and sometimes differently. MGC charges 0.05%/yr vs 0.60%/yr for FTIF.

Performance

MGC vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap ETF (MGC) 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, MGC achieves a 10.99% return, which is significantly lower than FTIF's 23.66% return.

MGC

• 1D: 1.55%
• 1M: 1.66%
• 6M: 9.37%
• YTD: 10.99%
• 1Y: 23.77%
• 3Y*: 22.08%
• 5Y*: 13.59%
• 10Y*: 15.89%
• ALL TIME*: 11.55%

FTIF

• 1D: -0.31%
• 1M: 4.18%
• 6M: 14.24%
• YTD: 23.66%
• 1Y: 33.50%
• 3Y*: 11.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.81%

*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	$97.77K	$75.15K	$62.02K
MGC Vanguard Mega Cap ETF	$21.42M	$23.07M	$28.62M

MGC vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MGC Vanguard Mega Cap ETF	10.99%	19.31%	27.16%	28.15%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	0.50%	12.31%

Correlation

The correlation between MGC and FTIF is 0.33, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.33
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.51

The correlation between MGC and FTIF shifts across timeframes, from 0.33 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

MGC vs. FTIF - Sectors Allocation Comparison

Sectors	MGC	FTIF
Technology	42.8%	4.4%
Communication Services	11.5%	-
Financial Services	11.3%	-
Consumer Cyclical	9.2%	4.0%
Healthcare	9.2%	-
Industrials	6.7%	18.2%
Consumer Defensive	4.4%	-
Energy	2.2%	39.0%
Basic Materials	1.1%	20.6%
Real Estate	0.9%	13.8%
Utilities	0.8%	-

Return for Risk

MGC vs. FTIF — Risk / Return Rank

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

MGC

MGC Risk / Return Rank: 74
MGC Sharpe Ratio Rank: 76
MGC Sortino Ratio Rank: 74
MGC Omega Ratio Rank: 74
MGC Calmar Ratio Rank: 68
MGC Martin Ratio Rank: 76

FTIF

FTIF Risk / Return Rank: 89
FTIF Sharpe Ratio Rank: 89
FTIF Sortino Ratio Rank: 88
FTIF Omega Ratio Rank: 85
FTIF Calmar Ratio Rank: 95
FTIF Martin Ratio Rank: 91

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.

MGC vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap ETF (MGC) 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.

	MGC	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.27	-0.51
Sortino ratio: Return per unit of downside risk	2.44	3.14	-0.70
Omega ratio: Gain probability vs. loss probability	1.31	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	2.42	5.31	-2.89
Martin ratio: Return relative to average drawdown	9.79	15.40	-5.61

MGC vs. FTIF - Sharpe Ratio Comparison

The current MGC Sharpe Ratio is 1.76, which is comparable to the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of MGC 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

MGC vs. FTIF - Drawdown Comparison

The maximum MGC drawdown since its inception was -52.26%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for MGC and FTIF.

Drawdown Indicators

	MGC	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-52.26%	-27.83%	-24.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.85%	-6.34%	-3.51%
Max Drawdown (3Y) Largest decline over 3 years	-19.28%	-27.83%	+8.55%
Max Drawdown (5Y) Largest decline over 5 years	-25.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.07%	—	—
Current Drawdown Current decline from peak	-0.62%	-2.20%	+1.58%
Average Drawdown Average peak-to-trough decline	-7.14%	-5.90%	-1.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.18%	+0.25%

Volatility

MGC vs. FTIF - Volatility Comparison

Vanguard Mega Cap ETF (MGC) has a higher volatility of 4.33% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.78%. This indicates that MGC'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

	MGC	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	2.78%	+1.55%
Volatility (6M) Calculated over the trailing 6-month period	10.84%	10.50%	+0.34%
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	14.85%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.45%	18.72%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.26%	18.72%	-0.46%

MGC vs. FTIF - Expense Ratio Comparison

MGC has a 0.05% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

MGC vs. FTIF - Dividend Comparison

MGC's dividend yield for the trailing twelve months is around 0.91%, 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%
MGC Vanguard Mega Cap ETF	0.91%	0.93%	1.15%	1.35%	1.65%	1.17%	1.45%	1.81%	2.10%	1.83%	2.14%	2.11%

Frequently Asked Questions

Can I hold both MGC and FTIF in my portfolio?

MGC and FTIF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MGC or FTIF?

MGC has higher volatility (4.33%) compared to FTIF (2.78%). In terms of maximum drawdown, MGC dropped -52.26% vs FTIF's -27.83%.

Which ETF is better, MGC or FTIF?

On 3-year performance, MGC leads with 22.08% vs 11.08% for FTIF. On fees, MGC is cheaper at 0.05% per year. On volatility, FTIF has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MGC or FTIF?

Over the 3-year period, MGC has performed better with a 22.08% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MGC or FTIF?

MGC is cheaper with a 0.05% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.08%, compared with 0.91% for MGC.

What is the main difference between MGC and FTIF?

MGC tracks CRSP US Mega Cap Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.05% for MGC and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.27 vs 1.76), 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.