RND vs. FTIF

Last updated Jun 4, 2026

RND (First Trust Bloomberg R&D Leaders ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds from First Trust - RND tracks the Bloomberg R&D Leaders Select Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past year, RND returned 26.80% vs 36.91% for FTIF. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.

Performance

RND vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg R&D Leaders ETF (RND) 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, RND achieves a 6.61% return, which is significantly lower than FTIF's 25.81% return.

RND

• 1D: -0.70%
• 1M: 5.38%
• YTD: 6.61%
• 6M: 5.59%
• 1Y: 26.80%
• 3Y*: —
• 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)

RND vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RND First Trust Bloomberg R&D Leaders ETF	6.61%	22.38%	26.88%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	7.79%	-4.82%

Correlation

The correlation between RND and FTIF is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (All Time) Calculated using the full available price history since May 2, 2024	0.41

The correlation between RND and FTIF shifts across timeframes, from 0.30 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

RND vs. FTIF - Sectors Allocation Comparison

Sectors	RND	FTIF
Technology	44.1%	4.1%
Consumer Cyclical	16.0%	3.2%
Communication Services	14.2%	-
Healthcare	14.0%	-
Industrials	8.5%	16.5%
Consumer Defensive	1.2%	-
Financial Services	1.1%	-
Basic Materials	0.9%	20.1%
Energy	-	44.1%
Real Estate	-	12.1%
Utilities	-	-

Return for Risk

RND vs. FTIF — Risk / Return Rank

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

RND

RND Risk / Return Rank: 45
RND Sharpe Ratio Rank: 51
RND Sortino Ratio Rank: 49
RND Omega Ratio Rank: 48
RND Calmar Ratio Rank: 35
RND Martin Ratio Rank: 40

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.

RND vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg R&D Leaders ETF (RND) 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.

	RND	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.48	-0.77
Sortino ratio: Return per unit of downside risk	2.35	3.41	-1.06
Omega ratio: Gain probability vs. loss probability	1.30	1.43	-0.13
Calmar ratio: Return relative to maximum drawdown	1.73	6.79	-5.06
Martin ratio: Return relative to average drawdown	6.26	20.14	-13.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RND vs. FTIF - Sharpe Ratio Comparison

The current RND 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 RND 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

	RND	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.48	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	0.75	+0.55

Drawdowns

RND vs. FTIF - Drawdown Comparison

The maximum RND drawdown since its inception was -23.52%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for RND and FTIF.

Drawdown Indicators

	RND	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-23.52%	-27.83%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-15.56%	-5.46%	-10.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.83%	—
Current Drawdown Current decline from peak	-0.70%	-0.50%	-0.20%
Average Drawdown Average peak-to-trough decline	-3.72%	-6.00%	+2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.29%	1.84%	+2.45%

Volatility

RND vs. FTIF - Volatility Comparison

The current volatility for First Trust Bloomberg R&D Leaders ETF (RND) is 3.75%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.05%. This indicates that RND experiences smaller price fluctuations and is considered to be less risky than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RND	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	4.05%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	10.55%	+1.23%
Volatility (1Y) Calculated over the trailing 1-year period	15.70%	15.00%	+0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.15%	18.96%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.15%	18.96%	+2.19%

RND vs. FTIF - Expense Ratio Comparison

Both RND and FTIF have an expense ratio of 0.60%.

Dividends

RND vs. FTIF - Dividend Comparison

RND has not paid dividends to shareholders, while FTIF's dividend yield for the trailing twelve months is around 1.11%.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%
RND First Trust Bloomberg R&D Leaders ETF	0.00%	0.00%	0.04%	0.00%

Frequently Asked Questions

Can I hold both RND and FTIF in my portfolio?

RND and FTIF have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RND or FTIF?

FTIF has higher volatility (4.05%) compared to RND (3.75%). In terms of maximum drawdown, RND dropped -23.52% vs FTIF's -27.83%.

Which ETF is better, RND or FTIF?

On 1-year performance, FTIF leads with 36.91% vs 26.80% for RND. Both ETFs have the same 0.60% expense ratio. On volatility, RND has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RND or FTIF?

Over the 1-year period, FTIF has performed better with a 36.91% return vs 26.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RND or FTIF?

RND and FTIF have the same expense ratio: 0.60% per year.

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

FTIF has the higher dividend yield at 1.11%, compared with 0.00% for RND.

What is the main difference between RND and FTIF?

RND tracks Bloomberg R&D Leaders Select Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross.

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.