PRAY vs. FTIF

Last updated Jun 4, 2026

PRAY (FIS Biblically Responsible Risk Managed ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - PRAY tracks the NONE while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, PRAY returned 16.61%/yr vs 16.19%/yr for FTIF. A 0.66 correlation means they provide meaningful diversification when combined. PRAY charges 0.69%/yr vs 0.60%/yr for FTIF.

Performance

PRAY vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Biblically Responsible Risk Managed ETF (PRAY) 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, PRAY achieves a 14.78% return, which is significantly lower than FTIF's 25.81% return.

PRAY

• 1D: -0.81%
• 1M: 3.83%
• YTD: 14.78%
• 6M: 14.02%
• 1Y: 21.06%
• 3Y*: 16.61%
• 5Y*: —
• 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)

PRAY vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PRAY FIS Biblically Responsible Risk Managed ETF	14.78%	9.08%	13.02%	18.40%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	7.79%	0.50%	12.52%

Correlation

The correlation between PRAY and FTIF is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023	0.66

The correlation between PRAY and FTIF shifts across timeframes, from 0.52 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

PRAY vs. FTIF - Sectors Allocation Comparison

Sectors	PRAY	FTIF
Technology	25.2%	4.1%
Industrials	15.3%	16.5%
Consumer Cyclical	14.3%	3.2%
Financial Services	12.5%	-
Communication Services	8.6%	-
Healthcare	7.7%	-
Utilities	4.2%	-
Consumer Defensive	4.0%	-
Energy	3.8%	44.1%
Basic Materials	3.0%	20.1%
Real Estate	1.6%	12.1%

Return for Risk

PRAY vs. FTIF — Risk / Return Rank

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

PRAY

PRAY Risk / Return Rank: 51
PRAY Sharpe Ratio Rank: 49
PRAY Sortino Ratio Rank: 51
PRAY Omega Ratio Rank: 47
PRAY Calmar Ratio Rank: 49
PRAY Martin Ratio Rank: 60

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.

PRAY vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Biblically Responsible Risk Managed ETF (PRAY) 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.

	PRAY	FTIF	Difference
Sharpe ratio Return per unit of total volatility	1.67	2.48	-0.82
Sortino ratio Return per unit of downside risk	2.47	3.41	-0.95
Omega ratio Gain probability vs. loss probability	1.29	1.43	-0.14
Calmar ratio Return relative to maximum drawdown	2.40	6.79	-4.39
Martin ratio Return relative to average drawdown	10.57	20.14	-9.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRAY vs. FTIF - Sharpe Ratio Comparison

The current PRAY Sharpe Ratio is 1.67, which is lower than the FTIF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of PRAY 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

	PRAY	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	2.48	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.75	-0.17

Drawdowns

PRAY vs. FTIF - Drawdown Comparison

The maximum PRAY drawdown since its inception was -21.40%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for PRAY and FTIF.

Drawdown Indicators

	PRAY	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-21.40%	-27.83%	+6.43%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-5.46%	-3.34%
Max Drawdown (3Y) Largest decline over 3 years	-17.13%	-27.83%	+10.70%
Current Drawdown Current decline from peak	-0.81%	-0.50%	-0.31%
Average Drawdown Average peak-to-trough decline	-5.43%	-6.00%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.84%	+0.16%

Volatility

PRAY vs. FTIF - Volatility Comparison

FIS Biblically Responsible Risk Managed ETF (PRAY) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 4.21% 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

	PRAY	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	4.05%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.58%	10.55%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.70%	15.00%	-2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	18.96%	-2.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.00%	18.96%	-2.96%

PRAY vs. FTIF - Expense Ratio Comparison

PRAY has a 0.69% expense ratio, which is higher than FTIF's 0.60% expense ratio.

Dividends

PRAY vs. FTIF - Dividend Comparison

PRAY's dividend yield for the trailing twelve months is around 0.60%, less than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%	0.00%
PRAY FIS Biblically Responsible Risk Managed ETF	0.60%	0.69%	0.76%	0.83%	1.20%

Frequently Asked Questions

Can I hold both PRAY and FTIF in my portfolio?

PRAY and FTIF have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRAY or FTIF?

PRAY has higher volatility (4.21%) compared to FTIF (4.05%). In terms of maximum drawdown, PRAY dropped -21.40% vs FTIF's -27.83%.

Which ETF is better, PRAY or FTIF?

On 3-year performance, PRAY leads with 16.61% vs 16.19% for FTIF. On fees, FTIF is cheaper at 0.60% per year. On volatility, FTIF has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRAY or FTIF?

Over the 3-year period, PRAY has performed better with a 16.61% return vs 16.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRAY or FTIF?

FTIF is cheaper with a 0.60% expense ratio, compared with 0.69% for PRAY.

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

FTIF has the higher dividend yield at 1.11%, compared with 0.60% for PRAY.

What is the main difference between PRAY and FTIF?

PRAY tracks NONE, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Faith Investor Services and First Trust. Their fees differ too: 0.69% for PRAY and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.48 vs 1.67), 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.