SCHK vs. FTIF

Last updated Aug 4, 2026

SCHK (Schwab 1000 Index ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - SCHK tracks the Schwab 1000 Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, SCHK returned 20.65%/yr vs 11.08%/yr for FTIF. Their 0.59 correlation means they have sometimes moved together and sometimes differently. SCHK charges 0.03%/yr vs 0.60%/yr for FTIF.

Performance

SCHK vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index ETF (SCHK) 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, SCHK achieves a 11.92% return, which is significantly lower than FTIF's 23.66% return.

SCHK

• 1D: 1.42%
• 1M: 1.50%
• 6M: 9.74%
• YTD: 11.92%
• 1Y: 23.09%
• 3Y*: 20.65%
• 5Y*: 12.33%
• 10Y*: —
• ALL TIME*: 14.61%

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
SCHK Schwab 1000 Index ETF	$27.70M	$27.97M	$27.91M

SCHK vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SCHK Schwab 1000 Index ETF	11.92%	17.23%	24.48%	25.54%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	0.50%	12.31%

Correlation

The correlation between SCHK and FTIF is 0.41, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.41
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.59

The correlation between SCHK and FTIF shifts across timeframes, from 0.41 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

SCHK vs. FTIF - Sectors Allocation Comparison

Sectors	SCHK	FTIF
Technology	36.7%	4.4%
Financial Services	11.8%	-
Consumer Cyclical	9.6%	4.0%
Industrials	9.5%	18.2%
Communication Services	9.4%	-
Healthcare	9.2%	-
Consumer Defensive	4.5%	-
Energy	3.1%	39.0%
Utilities	2.2%	-
Real Estate	2.2%	13.8%
Basic Materials	1.9%	20.6%

Return for Risk

SCHK vs. FTIF — Risk / Return Rank

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

SCHK

SCHK Risk / Return Rank: 76
SCHK Sharpe Ratio Rank: 76
SCHK Sortino Ratio Rank: 74
SCHK Omega Ratio Rank: 74
SCHK Calmar Ratio Rank: 72
SCHK Martin Ratio Rank: 82

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.

SCHK vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) 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.

	SCHK	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.27	-0.50
Sortino ratio: Return per unit of downside risk	2.45	3.14	-0.69
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	2.59	5.31	-2.72
Martin ratio: Return relative to average drawdown	11.09	15.40	-4.31

SCHK vs. FTIF - Sharpe Ratio Comparison

The current SCHK Sharpe Ratio is 1.77, which is comparable to the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SCHK 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

SCHK vs. FTIF - Drawdown Comparison

The maximum SCHK drawdown since its inception was -34.80%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for SCHK and FTIF.

Drawdown Indicators

	SCHK	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-34.80%	-27.83%	-6.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-6.34%	-2.63%
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	-27.83%	+8.62%
Max Drawdown (5Y) Largest decline over 5 years	-25.44%	—	—
Current Drawdown Current decline from peak	0.00%	-2.20%	+2.20%
Average Drawdown Average peak-to-trough decline	-5.11%	-5.90%	+0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	2.18%	-0.09%

Volatility

SCHK vs. FTIF - Volatility Comparison

Schwab 1000 Index ETF (SCHK) has a higher volatility of 3.78% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.78%. This indicates that SCHK'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

	SCHK	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	2.78%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	10.50%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	14.85%	-1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.36%	18.72%	-1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.05%	18.72%	+0.33%

SCHK vs. FTIF - Expense Ratio Comparison

SCHK has a 0.03% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

SCHK vs. FTIF - Dividend Comparison

SCHK's dividend yield for the trailing twelve months is around 1.02%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SCHK Schwab 1000 Index ETF	1.02%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%

Frequently Asked Questions

Can I hold both SCHK and FTIF in my portfolio?

SCHK and FTIF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHK or FTIF?

SCHK has higher volatility (3.78%) compared to FTIF (2.78%). In terms of maximum drawdown, SCHK dropped -34.80% vs FTIF's -27.83%.

Which ETF is better, SCHK or FTIF?

On 3-year performance, SCHK leads with 20.65% vs 11.08% for FTIF. On fees, SCHK is cheaper at 0.03% 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, SCHK or FTIF?

Over the 3-year period, SCHK has performed better with a 20.65% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHK or FTIF?

SCHK is cheaper with a 0.03% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.08%, compared with 1.02% for SCHK.

What is the main difference between SCHK and FTIF?

SCHK tracks Schwab 1000 Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Charles Schwab and First Trust. Their fees differ too: 0.03% for SCHK and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.27 vs 1.77), 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.