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TSYX vs. FTIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYX vs. FTIF - Performance Comparison

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

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Returns By Period


TSYX

1D
-1.51%
1M
-2.07%
YTD
6M
1Y
3Y*
5Y*
10Y*

FTIF

1D
-0.96%
1M
-2.83%
YTD
20.97%
6M
19.74%
1Y
29.74%
3Y*
14.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYX vs. FTIF - Yearly Performance Comparison


Correlation

The correlation between TSYX and FTIF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 7, 2026

0.28

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Return for Risk

TSYX vs. FTIF — Risk / Return Rank

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

TSYX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FTIF
FTIF Risk / Return Rank: 7272
Overall Rank
FTIF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTIF Omega Ratio Rank: 5858
Omega Ratio Rank
FTIF Calmar Ratio Rank: 9191
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.

TSYX vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) 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.


TSYXFTIFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

5.47

Martin ratioReturn relative to average drawdown

15.23

TSYX vs. FTIF - Sharpe Ratio Comparison


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Drawdowns

TSYX vs. FTIF - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for TSYX and FTIF.


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Drawdown Indicators


TSYXFTIFDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-27.83%

+14.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

Current Drawdown

Current decline from peak

-4.13%

-4.32%

+0.19%

Average Drawdown

Average peak-to-trough decline

-2.98%

-5.95%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

Volatility

TSYX vs. FTIF - Volatility Comparison


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Volatility by Period


TSYXFTIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.14%

15.38%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

18.92%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

18.92%

+0.22%

TSYX vs. FTIF - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is higher than FTIF's 0.60% expense ratio.


Dividends

TSYX vs. FTIF - Dividend Comparison

TSYX's dividend yield for the trailing twelve months is around 7.25%, more than FTIF's 1.15% yield.


PositionTTM202520242023
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.15%1.45%2.88%1.55%
TSYX
TSPY Lift ETF
7.25%0.00%0.00%0.00%

Frequently Asked Questions


TSYX and FTIF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTIF is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTIF is cheaper with a 0.60% expense ratio, compared with 0.98% for TSYX.

TSYX has the higher dividend yield at 7.25%, compared with 1.15% for FTIF.

TSYX is categorized as Leveraged Equities, while FTIF is Large Cap Blend Equities. They also come from different issuers: TappAlpha and First Trust. Their fees differ too: 0.98% for TSYX and 0.60% for FTIF.

Portfolio Optimizer

Find the right allocation for TSYX and FTIF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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