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First Trust Natural Gas ETF (FCG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33733E8075
CUSIP33733E807
IssuerFirst Trust
Inception DateMay 8, 2007
RegionNorth America (U.S.)
CategoryEnergy Equities
Index TrackedISE-Revere Natural Gas Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Natural Gas ETF has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


First Trust Natural Gas ETF

Popular comparisons: FCG vs. PXE, FCG vs. UNG, FCG vs. XLE, FCG vs. UNL, FCG vs. IEZ, FCG vs. IEO, FCG vs. FENY, FCG vs. XLK, FCG vs. HUBB, FCG vs. PHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Natural Gas ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
1.39%
15.51%
FCG (First Trust Natural Gas ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Natural Gas ETF had a return of 12.42% year-to-date (YTD) and 18.02% in the last 12 months. Over the past 10 years, First Trust Natural Gas ETF had an annualized return of -11.06%, while the S&P 500 had an annualized return of 10.50%, indicating that First Trust Natural Gas ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.42%5.90%
1 month4.70%-1.28%
6 months1.40%15.51%
1 year18.02%21.68%
5 years (annualized)13.10%11.74%
10 years (annualized)-11.06%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.91%7.20%9.90%
2023-1.41%-0.08%-4.62%-1.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FCG is 44, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FCG is 4444
First Trust Natural Gas ETF(FCG)
The Sharpe Ratio Rank of FCG is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of FCG is 4747Sortino Ratio Rank
The Omega Ratio Rank of FCG is 4646Omega Ratio Rank
The Calmar Ratio Rank of FCG is 3232Calmar Ratio Rank
The Martin Ratio Rank of FCG is 4646Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FCG
Sharpe ratio
The chart of Sharpe ratio for FCG, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.005.000.68
Sortino ratio
The chart of Sortino ratio for FCG, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.10
Omega ratio
The chart of Omega ratio for FCG, currently valued at 1.13, compared to the broader market1.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for FCG, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.000.20
Martin ratio
The chart of Martin ratio for FCG, currently valued at 2.20, compared to the broader market0.0020.0040.0060.0080.002.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current First Trust Natural Gas ETF Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.68
1.89
FCG (First Trust Natural Gas ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Natural Gas ETF granted a 2.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.64$0.79$0.74$0.30$0.34$0.35$0.22$0.36$0.44$1.07$0.75$0.33

Dividend yield

2.35%3.25%3.04%1.73%3.82%2.88%1.46%1.56%1.70%4.79%1.33%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Natural Gas ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.05
2023$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.15$0.00$0.00$0.22
2022$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.22$0.00$0.00$0.26
2021$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.15
2020$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.15
2019$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.03$0.00$0.00$0.13
2018$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.02
2017$0.00$0.00$0.05$0.00$0.00$0.29$0.00$0.00$0.01$0.00$0.00$0.00
2016$0.00$0.00$0.11$0.00$0.00$0.23$0.00$0.00$0.02$0.00$0.00$0.08
2015$0.00$0.00$0.35$0.00$0.00$0.36$0.00$0.00$0.18$0.00$0.00$0.18
2014$0.00$0.00$0.06$0.00$0.00$0.37$0.00$0.00$0.02$0.00$0.00$0.30
2013$0.11$0.00$0.00$0.17$0.00$0.00$0.05$0.00$0.00$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-77.73%
-3.86%
FCG (First Trust Natural Gas ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Natural Gas ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Natural Gas ETF was 97.20%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current First Trust Natural Gas ETF drawdown is 77.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.2%Jun 19, 20082960Mar 23, 2020
-16.09%Jun 18, 200751Aug 28, 200732Oct 12, 200783
-11.85%Jan 15, 20086Jan 23, 200819Feb 20, 200825
-11.29%Nov 7, 200714Nov 27, 200725Jan 3, 200839
-11.01%Feb 29, 200815Mar 20, 200811Apr 7, 200826

Volatility

Volatility Chart

The current First Trust Natural Gas ETF volatility is 4.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
4.11%
3.39%
FCG (First Trust Natural Gas ETF)
Benchmark (^GSPC)