ZECP vs. FTIF

Last updated Aug 2, 2026

ZECP (Zacks Earnings Consistent Portfolio ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. ZECP is actively managed, while FTIF is passively managed. Over the past 3 years, ZECP returned 14.80%/yr vs 10.74%/yr for FTIF. Their 0.56 correlation means they have sometimes moved together and sometimes differently. ZECP charges 0.55%/yr vs 0.60%/yr for FTIF.

Performance

ZECP vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Earnings Consistent Portfolio ETF (ZECP) 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, ZECP achieves a 8.60% return, which is significantly lower than FTIF's 24.04% return.

ZECP

• 1D: 0.05%
• 1M: -0.58%
• 6M: 6.82%
• YTD: 8.60%
• 1Y: 18.64%
• 3Y*: 14.80%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.36%

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
ZECP Zacks Earnings Consistent Portfolio ETF	$1.64M	$1.62M	$1.64M

ZECP vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ZECP Zacks Earnings Consistent Portfolio ETF	8.60%	15.03%	17.32%	17.41%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between ZECP and FTIF is 0.41, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.41
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 ZECP and FTIF shifts across timeframes, from 0.41 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

ZECP vs. FTIF - Sectors Allocation Comparison

Sectors	ZECP	FTIF
Technology	26.6%	4.4%
Financial Services	15.9%	-
Healthcare	14.6%	-
Industrials	14.4%	18.2%
Communication Services	9.4%	-
Consumer Defensive	8.0%	-
Consumer Cyclical	5.7%	4.0%
Utilities	3.9%	-
Energy	0.8%	39.0%
Real Estate	0.7%	13.8%
Basic Materials	-	20.6%

Return for Risk

ZECP vs. FTIF — Risk / Return Rank

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

ZECP

ZECP Risk / Return Rank: 71
ZECP Sharpe Ratio Rank: 72
ZECP Sortino Ratio Rank: 76
ZECP Omega Ratio Rank: 69
ZECP Calmar Ratio Rank: 60
ZECP Martin Ratio Rank: 76

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.

ZECP vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) 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.

	ZECP	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.64	2.06	-0.42
Sortino ratio: Return per unit of downside risk	2.45	2.85	-0.40
Omega ratio: Gain probability vs. loss probability	1.29	1.36	-0.07
Calmar ratio: Return relative to maximum drawdown	2.13	4.88	-2.76
Martin ratio: Return relative to average drawdown	9.58	14.19	-4.61

ZECP vs. FTIF - Sharpe Ratio Comparison

The current ZECP Sharpe Ratio is 1.64, which is comparable to the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of ZECP 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

ZECP vs. FTIF - Drawdown Comparison

The maximum ZECP drawdown since its inception was -21.86%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for ZECP and FTIF.

Drawdown Indicators

	ZECP	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-21.86%	-27.83%	+5.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.32%	-6.34%	-1.98%
Max Drawdown (3Y) Largest decline over 3 years	-15.47%	-27.83%	+12.36%
Current Drawdown Current decline from peak	-0.58%	-1.90%	+1.32%
Average Drawdown Average peak-to-trough decline	-5.35%	-5.90%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.20%	-0.35%

Volatility

ZECP vs. FTIF - Volatility Comparison

Zacks Earnings Consistent Portfolio ETF (ZECP) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 2.82% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ZECP	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.73%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	8.49%	10.51%	-2.02%
Volatility (1Y) Calculated over the trailing 1-year period	10.85%	15.04%	-4.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	18.73%	-4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	18.73%	-4.20%

ZECP vs. FTIF - Expense Ratio Comparison

ZECP has a 0.55% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

ZECP vs. FTIF - Dividend Comparison

ZECP's dividend yield for the trailing twelve months is around 0.73%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%
ZECP Zacks Earnings Consistent Portfolio ETF	0.73%	0.79%	0.63%	0.73%	0.91%	0.11%

Frequently Asked Questions

Can I hold both ZECP and FTIF in my portfolio?

ZECP and FTIF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ZECP or FTIF?

ZECP has higher volatility (2.82%) compared to FTIF (2.73%). In terms of maximum drawdown, ZECP dropped -21.86% vs FTIF's -27.83%.

Which ETF is better, ZECP or FTIF?

On 3-year performance, ZECP leads with 14.80% vs 10.74% for FTIF. On fees, ZECP is cheaper at 0.55% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ZECP or FTIF?

Over the 3-year period, ZECP has performed better with a 14.80% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ZECP or FTIF?

ZECP is cheaper with a 0.55% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.08%, compared with 0.73% for ZECP.

What is the main difference between ZECP and FTIF?

They also come from different issuers: Zacks and First Trust. Their fees differ too: 0.55% for ZECP and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs 1.64), 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.