RCI vs. BGLD
RCI (Rogers Communications Inc.) is a stock, while BGLD (FT Vest Gold Strategy Quarterly Buffer ETF) is Defined Outcome fund actively managed by FT Vest. Over the past 5 years, RCI returned -2.04%/yr vs 10.64%/yr for BGLD. At a 0.18 correlation, their price movements are largely independent.
Performance
RCI vs. BGLD - Performance Comparison
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Returns By Period
In the year-to-date period, RCI achieves a 4.12% return, which is significantly higher than BGLD's -2.58% return.
RCI
- 1D
- -0.54%
- 1M
- 9.02%
- YTD
- 4.12%
- 6M
- 8.46%
- 1Y
- 44.93%
- 3Y*
- 0.09%
- 5Y*
- -2.04%
- 10Y*
- 3.75%
BGLD
- 1D
- -0.02%
- 1M
- -3.90%
- YTD
- -2.58%
- 6M
- -3.54%
- 1Y
- 8.12%
- 3Y*
- 18.31%
- 5Y*
- 10.64%
- 10Y*
- —
RCI vs. BGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RCI Rogers Communications Inc. | 4.12% | 28.55% | -31.89% | 3.37% | 1.59% | 3.60% |
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | -2.58% | 33.03% | 21.80% | 13.24% | -2.42% | -5.53% |
Correlation
The correlation between RCI and BGLD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2021 | 0.18 |
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Return for Risk
RCI vs. BGLD — Risk / Return Rank
RCI
BGLD
RCI vs. BGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). 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.
| RCI | BGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.15 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 0.79 | +1.45 |
| Martin ratioReturn relative to average drawdown | 6.88 | 2.37 | +4.52 |
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Drawdowns
RCI vs. BGLD - Drawdown Comparison
The maximum RCI drawdown since its inception was -84.00%, which is greater than BGLD's maximum drawdown of -16.19%. Use the drawdown chart below to compare losses from any high point for RCI and BGLD.
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Drawdown Indicators
| RCI | BGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.00% | -16.19% | -67.81% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -11.42% | -8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -48.21% | -11.42% | -36.79% |
Max Drawdown (5Y)Largest decline over 5 years | -56.92% | -15.42% | -41.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.92% | — | — |
Current DrawdownCurrent decline from peak | -25.65% | -9.90% | -15.75% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -3.67% | -21.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 3.82% | +2.72% |
Volatility
RCI vs. BGLD - Volatility Comparison
Rogers Communications Inc. (RCI) has a higher volatility of 6.07% compared to FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) at 4.02%. This indicates that RCI's price experiences larger fluctuations and is considered to be riskier than BGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCI | BGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 4.02% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 21.54% | 10.61% | +10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.23% | 12.42% | +13.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 10.09% | +12.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 9.99% | +13.06% |
Dividends
RCI vs. BGLD - Dividend Comparison
RCI's dividend yield for the trailing twelve months is around 3.76%, less than BGLD's 45.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 45.50% | 44.32% | 25.04% | 10.49% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCI Rogers Communications Inc. | 3.76% | 3.81% | 4.74% | 3.14% | 3.27% | 3.36% | 3.26% | 3.03% | 3.08% | 3.77% | 4.98% | 5.57% |
Frequently Asked Questions
RCI and BGLD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCI has higher volatility (6.07%) compared to BGLD (4.02%). In terms of maximum drawdown, RCI dropped -84.00% vs BGLD's -16.19%.
RCI currently has the higher Sharpe Ratio (1.72 vs 0.73), 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.
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