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SNAV vs. FTIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNAV vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mohr Sector Nav ETF (SNAV) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

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SNAV vs. FTIF - Yearly Performance Comparison


2026 (YTD)202520242023
SNAV
Mohr Sector Nav ETF
-0.46%15.54%11.11%17.66%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
19.63%7.79%0.50%12.52%

Returns By Period

In the year-to-date period, SNAV achieves a -0.46% return, which is significantly lower than FTIF's 19.63% return.


SNAV

1D
1.47%
1M
-4.78%
YTD
-0.46%
6M
0.53%
1Y
16.68%
3Y*
12.96%
5Y*
10Y*

FTIF

1D
0.42%
1M
1.49%
YTD
19.63%
6M
23.49%
1Y
32.50%
3Y*
12.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNAV vs. FTIF - Expense Ratio Comparison

SNAV has a 1.30% expense ratio, which is higher than FTIF's 0.60% expense ratio.


Return for Risk

SNAV vs. FTIF — Risk / Return Rank

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

SNAV
SNAV Risk / Return Rank: 6161
Overall Rank
SNAV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SNAV Sortino Ratio Rank: 5858
Sortino Ratio Rank
SNAV Omega Ratio Rank: 6262
Omega Ratio Rank
SNAV Calmar Ratio Rank: 5959
Calmar Ratio Rank
SNAV Martin Ratio Rank: 6767
Martin Ratio Rank

FTIF
FTIF Risk / Return Rank: 7878
Overall Rank
FTIF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTIF Omega Ratio Rank: 7979
Omega Ratio Rank
FTIF Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTIF Martin Ratio Rank: 8282
Martin Ratio Rank
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.

SNAV vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mohr Sector Nav ETF (SNAV) 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.


SNAVFTIFDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.42

-0.32

Sortino ratio

Return per unit of downside risk

1.53

2.00

-0.46

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.07

Calmar ratio

Return relative to maximum drawdown

1.55

1.93

-0.38

Martin ratio

Return relative to average drawdown

6.92

9.48

-2.57

SNAV vs. FTIF - Sharpe Ratio Comparison

The current SNAV Sharpe Ratio is 1.10, which is comparable to the FTIF Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SNAV and FTIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNAVFTIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.42

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.69

+0.18

Correlation

The correlation between SNAV and FTIF is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNAV vs. FTIF - Dividend Comparison

SNAV has not paid dividends to shareholders, while FTIF's dividend yield for the trailing twelve months is around 1.17%.


TTM202520242023
SNAV
Mohr Sector Nav ETF
0.00%0.00%0.94%3.29%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.17%1.45%2.88%1.55%

Drawdowns

SNAV vs. FTIF - Drawdown Comparison

The maximum SNAV drawdown since its inception was -16.61%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for SNAV and FTIF.


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Drawdown Indicators


SNAVFTIFDifference

Max Drawdown

Largest peak-to-trough decline

-16.61%

-27.83%

+11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-17.27%

+5.85%

Current Drawdown

Current decline from peak

-5.08%

-0.57%

-4.51%

Average Drawdown

Average peak-to-trough decline

-2.58%

-6.28%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.51%

-0.96%

Volatility

SNAV vs. FTIF - Volatility Comparison

The current volatility for Mohr Sector Nav ETF (SNAV) is 3.61%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.25%. This indicates that SNAV 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.


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Volatility by Period


SNAVFTIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

4.25%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

11.64%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

22.96%

-7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

19.28%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

19.28%

-5.47%