VV vs. FTIF

Last updated Aug 2, 2026

VV (Vanguard Large-Cap ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - VV tracks the CRSP US Large Cap Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, VV returned 19.53%/yr vs 10.74%/yr for FTIF. Their 0.56 correlation means they have sometimes moved together and sometimes differently. VV charges 0.04%/yr vs 0.60%/yr for FTIF.

Performance

VV vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) 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, VV achieves a 9.78% return, which is significantly lower than FTIF's 24.04% return.

VV

• 1D: 0.68%
• 1M: 0.19%
• 6M: 8.54%
• YTD: 9.78%
• 1Y: 20.98%
• 3Y*: 19.53%
• 5Y*: 12.36%
• 10Y*: 15.14%
• ALL TIME*: 10.97%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

*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	$126.29K	$72.10K	$61.82K
VV Vanguard Large-Cap ETF	$85.99M	$75.21M	$96.89M

VV vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VV Vanguard Large-Cap ETF	9.78%	18.11%	25.25%	26.08%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between VV and FTIF is 0.39, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.39
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.56

The correlation between VV and FTIF shifts across timeframes, from 0.39 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

VV vs. FTIF - Sectors Allocation Comparison

Sectors	VV	FTIF
Technology	39.1%	4.4%
Financial Services	11.5%	-
Communication Services	9.7%	-
Consumer Cyclical	9.0%	4.0%
Healthcare	8.9%	-
Industrials	8.2%	18.2%
Consumer Defensive	4.4%	-
Energy	3.0%	39.0%
Utilities	2.5%	-
Basic Materials	1.7%	20.6%
Real Estate	1.6%	13.8%

Return for Risk

VV vs. FTIF — Risk / Return Rank

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

VV

VV Risk / Return Rank: 63
VV Sharpe Ratio Rank: 64
VV Sortino Ratio Rank: 61
VV Omega Ratio Rank: 62
VV Calmar Ratio Rank: 59
VV Martin Ratio Rank: 71

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

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.

VV vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.

	VV	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.06	-0.60
Sortino ratio: Return per unit of downside risk	2.05	2.85	-0.80
Omega ratio: Gain probability vs. loss probability	1.26	1.36	-0.09
Calmar ratio: Return relative to maximum drawdown	2.07	4.88	-2.81
Martin ratio: Return relative to average drawdown	8.71	14.19	-5.48

VV vs. FTIF - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 1.47, which is comparable to the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VV 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

VV vs. FTIF - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for VV and FTIF.

Drawdown Indicators

	VV	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-27.83%	-26.98%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-6.34%	-2.87%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-27.83%	+8.86%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-1.53%	-1.90%	+0.37%
Average Drawdown Average peak-to-trough decline	-6.80%	-5.90%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.20%	-0.02%

Volatility

VV vs. FTIF - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 3.64% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.73%. This indicates that VV'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

	VV	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	2.73%	+0.91%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	10.51%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	15.04%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	18.73%	-1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	18.73%	-0.52%

VV vs. FTIF - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

VV vs. FTIF - Dividend Comparison

VV'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	2016	2015
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%	0.00%	0.00%
VV Vanguard Large-Cap ETF	1.02%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Frequently Asked Questions

Can I hold both VV and FTIF in my portfolio?

VV and FTIF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VV or FTIF?

VV has higher volatility (3.64%) compared to FTIF (2.73%). In terms of maximum drawdown, VV dropped -54.81% vs FTIF's -27.83%.

Which ETF is better, VV or FTIF?

On 3-year performance, VV leads with 19.53% vs 10.74% for FTIF. On fees, VV is cheaper at 0.04% per year. On volatility, FTIF has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VV or FTIF?

Over the 3-year period, VV has performed better with a 19.53% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VV or FTIF?

VV is cheaper with a 0.04% expense ratio, compared with 0.60% for FTIF.

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

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

What is the main difference between VV and FTIF?

VV tracks CRSP US Large Cap Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.04% for VV and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs 1.47), 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.