MODL vs. FTIF

Last updated Aug 2, 2026

MODL (Victoryshares Westend U.S. Sector ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. MODL is actively managed, while FTIF is passively managed. Over the past 3 years, MODL returned 18.29%/yr vs 10.74%/yr for FTIF. Their 0.47 correlation means their historical movements had little consistent relationship. MODL charges 0.46%/yr vs 0.60%/yr for FTIF.

Performance

MODL vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Westend U.S. Sector ETF (MODL) 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, MODL achieves a 7.88% return, which is significantly lower than FTIF's 24.04% return.

MODL

• 1D: 0.24%
• 1M: -0.44%
• 6M: 7.19%
• YTD: 7.88%
• 1Y: 19.08%
• 3Y*: 18.29%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.70%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

*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	$126.29K	$72.10K	$61.82K
MODL Victoryshares Westend U.S. Sector ETF	$1.69M	$2.90M	$3.17M

MODL vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MODL Victoryshares Westend U.S. Sector ETF	7.88%	18.99%	24.73%	22.99%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between MODL 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.	0.48
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.47

The correlation between MODL and FTIF shifts across timeframes, from 0.33 (1 year) to 0.48 (3 years), reflecting how their relationship changes across market environments.

MODL vs. FTIF - Sectors Allocation Comparison

Sectors	MODL	FTIF
Technology	32.3%	4.4%
Financial Services	20.2%	-
Healthcare	18.3%	-
Communication Services	9.7%	-
Utilities	5.0%	-
Consumer Cyclical	4.9%	4.0%
Basic Materials	4.6%	20.6%
Industrials	4.6%	18.2%
Energy	0.0%	39.0%
Consumer Defensive	0.0%	-
Real Estate	-	13.8%

Return for Risk

MODL vs. FTIF — Risk / Return Rank

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

MODL

MODL Risk / Return Rank: 60
MODL Sharpe Ratio Rank: 63
MODL Sortino Ratio Rank: 63
MODL Omega Ratio Rank: 60
MODL Calmar Ratio Rank: 52
MODL Martin Ratio Rank: 66

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

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.

MODL vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Westend U.S. Sector ETF (MODL) 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.

	MODL	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.06	-0.59
Sortino ratio: Return per unit of downside risk	2.09	2.85	-0.75
Omega ratio: Gain probability vs. loss probability	1.26	1.36	-0.09
Calmar ratio: Return relative to maximum drawdown	1.84	4.88	-3.04
Martin ratio: Return relative to average drawdown	8.00	14.19	-6.19

MODL vs. FTIF - Sharpe Ratio Comparison

The current MODL Sharpe Ratio is 1.47, which is comparable to the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of MODL 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

MODL vs. FTIF - Drawdown Comparison

The maximum MODL drawdown since its inception was -17.60%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for MODL and FTIF.

Drawdown Indicators

	MODL	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-27.83%	+10.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-6.34%	-3.12%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-27.83%	+10.23%
Current Drawdown Current decline from peak	-1.20%	-1.90%	+0.70%
Average Drawdown Average peak-to-trough decline	-2.00%	-5.90%	+3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.20%	-0.02%

Volatility

MODL vs. FTIF - Volatility Comparison

Victoryshares Westend U.S. Sector ETF (MODL) has a higher volatility of 3.09% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.73%. This indicates that MODL'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

	MODL	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.09%	2.73%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	10.51%	-1.19%
Volatility (1Y) Calculated over the trailing 1-year period	11.88%	15.04%	-3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	18.73%	-4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	18.73%	-4.20%

MODL vs. FTIF - Expense Ratio Comparison

MODL has a 0.46% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

MODL vs. FTIF - Dividend Comparison

MODL's dividend yield for the trailing twelve months is around 0.70%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%
MODL Victoryshares Westend U.S. Sector ETF	0.70%	0.67%	0.83%	1.02%	0.39%

Frequently Asked Questions

Can I hold both MODL and FTIF in my portfolio?

MODL 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, MODL or FTIF?

MODL has higher volatility (3.09%) compared to FTIF (2.73%). In terms of maximum drawdown, MODL dropped -17.60% vs FTIF's -27.83%.

Which ETF is better, MODL or FTIF?

On 3-year performance, MODL leads with 18.29% vs 10.74% for FTIF. On fees, MODL is cheaper at 0.46% per year. On volatility, FTIF has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MODL or FTIF?

Over the 3-year period, MODL has performed better with a 18.29% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MODL or FTIF?

MODL is cheaper with a 0.46% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.08%, compared with 0.70% for MODL.

What is the main difference between MODL and FTIF?

They also come from different issuers: Victory and First Trust. Their fees differ too: 0.46% for MODL and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs 1.47), 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.