YOKE vs. FTIF

Last updated Jul 12, 2026

YOKE (Yoke Core ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. YOKE is actively managed, while FTIF is passively managed. Over the past year, YOKE returned 24.83% vs 22.53% for FTIF. A 0.58 correlation means they provide meaningful diversification when combined. YOKE charges 0.30%/yr vs 0.60%/yr for FTIF.

Performance

YOKE vs. FTIF - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with YOKE having a 18.64% return and FTIF slightly higher at 19.39%.

YOKE

• 1D: 0.48%
• 1M: 1.44%
• 6M: 14.63%
• YTD: 18.64%
• 1Y: 24.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTIF

• 1D: 0.46%
• 1M: -4.23%
• 6M: 14.87%
• YTD: 19.39%
• 1Y: 22.53%
• 3Y*: 11.02%
• 5Y*: —
• 10Y*: —

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

YOKE vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025
YOKE Yoke Core ETF	18.64%	9.19%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	19.39%	7.31%

Correlation

The correlation between YOKE and FTIF is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.58

The correlation between YOKE and FTIF has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.

Return for Risk

YOKE vs. FTIF — Risk / Return Rank

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

YOKE

YOKE Risk / Return Rank: 69
YOKE Sharpe Ratio Rank: 65
YOKE Sortino Ratio Rank: 68
YOKE Omega Ratio Rank: 63
YOKE Calmar Ratio Rank: 71
YOKE Martin Ratio Rank: 79

FTIF

FTIF Risk / Return Rank: 62
FTIF Sharpe Ratio Rank: 54
FTIF Sortino Ratio Rank: 55
FTIF Omega Ratio Rank: 51
FTIF Calmar Ratio Rank: 83
FTIF Martin Ratio Rank: 68

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.

YOKE vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) 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.

	YOKE	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.71	1.49	+0.22
Sortino ratio: Return per unit of downside risk	2.47	2.12	+0.35
Omega ratio: Gain probability vs. loss probability	1.30	1.26	+0.04
Calmar ratio: Return relative to maximum drawdown	2.86	3.57	-0.72
Martin ratio: Return relative to average drawdown	11.90	9.89	+2.00

YOKE vs. FTIF - Sharpe Ratio Comparison

The current YOKE Sharpe Ratio is 1.71, which is comparable to the FTIF Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of YOKE 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

YOKE vs. FTIF - Drawdown Comparison

The maximum YOKE drawdown since its inception was -14.94%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for YOKE and FTIF.

Drawdown Indicators

	YOKE	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-27.83%	+12.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-6.34%	-2.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.83%	—
Current Drawdown Current decline from peak	-2.11%	-5.58%	+3.47%
Average Drawdown Average peak-to-trough decline	-1.89%	-5.94%	+4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.28%	-0.23%

Volatility

YOKE vs. FTIF - Volatility Comparison

Yoke Core ETF (YOKE) has a higher volatility of 6.14% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 3.80%. This indicates that YOKE'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

	YOKE	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.14%	3.80%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	10.62%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	15.26%	-0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	18.84%	-1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	18.84%	-1.55%

YOKE vs. FTIF - Expense Ratio Comparison

YOKE has a 0.30% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

YOKE vs. FTIF - Dividend Comparison

YOKE's dividend yield for the trailing twelve months is around 0.73%, less than FTIF's 1.12% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.12%	1.45%	2.88%	1.55%
YOKE Yoke Core ETF	0.73%	0.76%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YOKE and FTIF in my portfolio?

YOKE and FTIF have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YOKE or FTIF?

YOKE has higher volatility (6.14%) compared to FTIF (3.80%). In terms of maximum drawdown, YOKE dropped -14.94% vs FTIF's -27.83%.

Which ETF is better, YOKE or FTIF?

On 1-year performance, YOKE leads with 24.83% vs 22.53% for FTIF. On fees, YOKE is cheaper at 0.30% per year. On volatility, FTIF has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YOKE or FTIF?

Over the 1-year period, YOKE has performed better with a 24.83% return vs 22.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YOKE or FTIF?

YOKE is cheaper with a 0.30% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.12%, compared with 0.73% for YOKE.

What is the main difference between YOKE and FTIF?

They also come from different issuers: Yoke and First Trust. Their fees differ too: 0.30% for YOKE and 0.60% for FTIF.

Which has better risk-adjusted returns?

YOKE currently has the higher Sharpe Ratio (1.71 vs 1.49), 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.