TOV vs. FTIF

Last updated Jun 4, 2026

TOV (JLens 500 Jewish Advocacy U.S. ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - TOV tracks the JLens 500 Jewish Advocacy U.S. Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past year, TOV returned 28.12% vs 36.91% for FTIF. A 0.59 correlation means they provide meaningful diversification when combined. TOV charges 0.18%/yr vs 0.60%/yr for FTIF.

Performance

TOV vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JLens 500 Jewish Advocacy U.S. ETF (TOV) 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, TOV achieves a 11.31% return, which is significantly lower than FTIF's 25.81% return.

TOV

• 1D: -0.60%
• 1M: 5.33%
• YTD: 11.31%
• 6M: 11.06%
• 1Y: 28.12%
• 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)

TOV vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025
TOV JLens 500 Jewish Advocacy U.S. ETF	11.31%	17.49%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	8.63%

Correlation

The correlation between TOV and FTIF is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 28, 2025	0.59

The correlation between TOV and FTIF shifts across timeframes, from 0.45 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

TOV vs. FTIF - Sectors Allocation Comparison

Sectors	TOV	FTIF
Technology	35.7%	4.1%
Financial Services	11.9%	-
Communication Services	11.5%	-
Consumer Cyclical	9.8%	3.2%
Healthcare	8.7%	-
Industrials	8.4%	16.5%
Consumer Defensive	4.8%	-
Energy	3.6%	44.1%
Utilities	2.2%	-
Real Estate	1.7%	12.1%
Basic Materials	1.6%	20.1%

Return for Risk

TOV vs. FTIF — Risk / Return Rank

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

TOV

TOV Risk / Return Rank: 71
TOV Sharpe Ratio Rank: 72
TOV Sortino Ratio Rank: 71
TOV Omega Ratio Rank: 70
TOV Calmar Ratio Rank: 65
TOV Martin Ratio Rank: 76

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.

TOV vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JLens 500 Jewish Advocacy U.S. ETF (TOV) 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.

	TOV	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.48	-0.17
Sortino ratio: Return per unit of downside risk	3.17	3.41	-0.24
Omega ratio: Gain probability vs. loss probability	1.42	1.43	-0.01
Calmar ratio: Return relative to maximum drawdown	3.18	6.79	-3.61
Martin ratio: Return relative to average drawdown	14.17	20.14	-5.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOV vs. FTIF - Sharpe Ratio Comparison

The current TOV Sharpe Ratio is 2.31, which is comparable to the FTIF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of TOV 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

	TOV	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.48	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.75	+0.58

Drawdowns

TOV vs. FTIF - Drawdown Comparison

The maximum TOV drawdown since its inception was -16.28%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for TOV and FTIF.

Drawdown Indicators

	TOV	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-16.28%	-27.83%	+11.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-5.46%	-3.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.83%	—
Current Drawdown Current decline from peak	-0.60%	-0.50%	-0.10%
Average Drawdown Average peak-to-trough decline	-2.04%	-6.00%	+3.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.84%	+0.15%

Volatility

TOV vs. FTIF - Volatility Comparison

The current volatility for JLens 500 Jewish Advocacy U.S. ETF (TOV) is 3.72%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.05%. This indicates that TOV 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

	TOV	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	4.05%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	10.55%	-1.18%
Volatility (1Y) Calculated over the trailing 1-year period	12.23%	15.00%	-2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	18.96%	-1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	18.96%	-1.09%

TOV vs. FTIF - Expense Ratio Comparison

TOV has a 0.18% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

TOV vs. FTIF - Dividend Comparison

TOV's dividend yield for the trailing twelve months is around 0.82%, less than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%
TOV JLens 500 Jewish Advocacy U.S. ETF	0.82%	0.76%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TOV and FTIF in my portfolio?

TOV and FTIF have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TOV or FTIF?

FTIF has higher volatility (4.05%) compared to TOV (3.72%). In terms of maximum drawdown, TOV dropped -16.28% vs FTIF's -27.83%.

Which ETF is better, TOV or FTIF?

On 1-year performance, FTIF leads with 36.91% vs 28.12% for TOV. On fees, TOV is cheaper at 0.18% per year. On volatility, TOV has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TOV or FTIF?

Over the 1-year period, FTIF has performed better with a 36.91% return vs 28.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TOV or FTIF?

TOV is cheaper with a 0.18% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.11%, compared with 0.82% for TOV.

What is the main difference between TOV and FTIF?

TOV tracks JLens 500 Jewish Advocacy U.S. Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: JLens and First Trust. Their fees differ too: 0.18% for TOV and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.48 vs 2.31), 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.