VSLU vs. FTIF

Last updated Jun 3, 2026

VSLU (Applied Finance Valuation Large Cap US ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. VSLU is actively managed, while FTIF is passively managed. Over the past 3 years, VSLU returned 22.03%/yr vs 15.94%/yr for FTIF. A 0.53 correlation means they provide meaningful diversification when combined. VSLU charges 0.49%/yr vs 0.60%/yr for FTIF.

Performance

VSLU vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance Valuation Large Cap US ETF (VSLU) 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, VSLU achieves a 6.76% return, which is significantly lower than FTIF's 25.00% return.

VSLU

• 1D: -0.37%
• 1M: 4.20%
• YTD: 6.76%
• 6M: 7.74%
• 1Y: 27.23%
• 3Y*: 22.03%
• 5Y*: 14.42%
• 10Y*: —

FTIF

• 1D: 1.41%
• 1M: -0.10%
• YTD: 25.00%
• 6M: 25.63%
• 1Y: 38.00%
• 3Y*: 15.94%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSLU vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VSLU Applied Finance Valuation Large Cap US ETF	6.76%	21.52%	23.80%	24.27%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.00%	7.79%	0.50%	12.52%

Correlation

The correlation between VSLU and FTIF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023	0.53

The correlation between VSLU and FTIF shifts across timeframes, from 0.34 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

VSLU vs. FTIF - Sectors Allocation Comparison

Sectors	VSLU	FTIF
Technology	36.3%	4.1%
Communication Services	14.7%	-
Healthcare	11.6%	-
Consumer Cyclical	11.0%	3.2%
Financial Services	9.4%	-
Industrials	7.4%	16.5%
Consumer Defensive	4.3%	-
Energy	2.3%	44.1%
Utilities	1.2%	-
Basic Materials	1.1%	20.1%
Real Estate	0.8%	12.1%

Return for Risk

VSLU vs. FTIF — Risk / Return Rank

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

VSLU

VSLU Risk / Return Rank: 64
VSLU Sharpe Ratio Rank: 65
VSLU Sortino Ratio Rank: 63
VSLU Omega Ratio Rank: 63
VSLU Calmar Ratio Rank: 59
VSLU Martin Ratio Rank: 70

FTIF

FTIF Risk / Return Rank: 82
FTIF Sharpe Ratio Rank: 77
FTIF Sortino Ratio Rank: 77
FTIF Omega Ratio Rank: 73
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

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.

VSLU vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) 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.

	VSLU	FTIF	Difference
Sharpe ratio Return per unit of total volatility	2.19	2.55	-0.36
Sortino ratio Return per unit of downside risk	2.98	3.50	-0.52
Omega ratio Gain probability vs. loss probability	1.39	1.44	-0.05
Calmar ratio Return relative to maximum drawdown	3.00	7.13	-4.13
Martin ratio Return relative to average drawdown	13.33	21.16	-7.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSLU vs. FTIF - Sharpe Ratio Comparison

The current VSLU Sharpe Ratio is 2.19, which is comparable to the FTIF Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of VSLU 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

	VSLU	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.55	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.74	+0.13

Drawdowns

VSLU vs. FTIF - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for VSLU and FTIF.

Drawdown Indicators

	VSLU	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-23.86%	-27.83%	+3.97%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-5.46%	-3.70%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-27.83%	+9.94%
Max Drawdown (5Y) Largest decline over 5 years	-23.86%	—	—
Current Drawdown Current decline from peak	-0.37%	-1.14%	+0.77%
Average Drawdown Average peak-to-trough decline	-4.89%	-6.01%	+1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	1.84%	+0.22%

Volatility

VSLU vs. FTIF - Volatility Comparison

The current volatility for Applied Finance Valuation Large Cap US ETF (VSLU) is 2.41%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.00%. This indicates that VSLU 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

	VSLU	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	4.00%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	10.55%	-1.31%
Volatility (1Y) Calculated over the trailing 1-year period	12.48%	15.00%	-2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	18.97%	-2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	18.97%	-2.83%

VSLU vs. FTIF - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

VSLU vs. FTIF - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.43%, less than FTIF's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.12%	1.45%	2.88%	1.55%	0.00%	0.00%
VSLU Applied Finance Valuation Large Cap US ETF	0.43%	0.46%	0.60%	0.60%	0.99%	0.57%

Frequently Asked Questions

Can I hold both VSLU and FTIF in my portfolio?

VSLU and FTIF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSLU or FTIF?

FTIF has higher volatility (4.00%) compared to VSLU (2.41%). In terms of maximum drawdown, VSLU dropped -23.86% vs FTIF's -27.83%.

Which ETF is better, VSLU or FTIF?

On 3-year performance, VSLU leads with 22.03% vs 15.94% for FTIF. On fees, VSLU is cheaper at 0.49% per year. On volatility, VSLU has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSLU or FTIF?

Over the 3-year period, VSLU has performed better with a 22.03% return vs 15.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSLU or FTIF?

VSLU is cheaper with a 0.49% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.12%, compared with 0.43% for VSLU.

What is the main difference between VSLU and FTIF?

They also come from different issuers: Applied Finance and First Trust. Their fees differ too: 0.49% for VSLU and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.55 vs 2.19), 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.