- ISIN
- US33739H1014
- CUSIP
- 33739H101
- Issuer
- First Trust
- Inception Date
- Oct 23, 2013
- Category
- Commodities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Commodity
- Assets Under Management
- $3B
Highlights
- Avg. Volume (1M)
- 498K
- Avg. Volume Value (1M)
- $14.32M
Share Price Chart
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Performance
FTGC Performance Chart
First Trust Global Tactical Commodity Strategy Fund (FTGC) is up 26.2% since the beginning of the year. FTGC is currently trading at $29 per share. Investors who bought $1,000 worth of FTGC shares 5 years ago would now be looking at an investment worth $1,835.
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Returns By Period
First Trust Global Tactical Commodity Strategy Fund (FTGC) has returned 26.16% so far this year and 38.44% over the past 12 months. Over the last ten years, FTGC has returned 7.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.29% annually.
First Trust Global Tactical Commodity Strategy Fund
- 1D
- -0.83%
- 1M
- 5.86%
- 6M
- 20.66%
- YTD
- 26.16%
- 1Y
- 38.44%
- 3Y*
- 14.57%
- 5Y*
- 12.91%
- 10Y*
- 7.83%
- ALL TIME*
- 3.24%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
FTGC Monthly Returns History
Based on dividend-adjusted daily data since Oct 23, 2013, FTGC's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.
Historically, 51% of months were positive and 49% were negative. The best month was Mar 2026 with a return of +14.1%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.
On a daily basis, FTGC closed higher 52% of trading days. The best single day was Mar 26, 2021 with a return of +9.5%, while the worst single day was Mar 9, 2022 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.26% | 0.59% | 14.11% | 3.34% | -2.02% | -6.36% | 6.99% | -0.83% | 26.16% | ||||
| 2025 | 3.89% | -0.16% | 3.40% | -5.25% | -0.70% | 3.38% | 0.89% | 2.53% | 2.13% | 2.39% | 2.34% | -0.75% | 14.61% |
| 2024 | 2.85% | -0.13% | 3.62% | 1.05% | 0.50% | 0.07% | -3.18% | -0.52% | 3.68% | -0.63% | 0.59% | 1.84% | 9.96% |
| 2023 | 0.65% | -4.30% | 0.28% | -1.62% | -5.37% | 4.97% | 7.33% | 0.04% | -1.08% | -0.96% | -1.68% | -3.08% | -5.36% |
| 2022 | 7.29% | 6.79% | 7.61% | 2.67% | 0.03% | -8.33% | 1.27% | -0.59% | -5.94% | 4.03% | 2.43% | 0.21% | 17.36% |
| 2021 | 2.90% | 7.44% | -2.01% | 7.50% | 4.26% | 0.77% | 1.40% | -1.04% | 1.60% | 4.36% | -5.92% | 4.49% | 27.95% |
Benchmark Metrics
First Trust Global Tactical Commodity Strategy Fund has an annualized alpha of 0.98%, beta of 0.25, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since October 23, 2013.
- This ETF participated in 46.26% of S&P 500 Index downside but only 30.89% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.25 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.98%
- Beta
- 0.25
- R²
- 0.09
- Upside Capture
- 30.89%
- Downside Capture
- 46.26%
Expense Ratio
FTGC has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTGC ranks 86 for risk / return — above 86% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and compare them to S&P 500 Index.
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.
| FTGC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.41 | +0.72 |
| Martin ratioReturn relative to average drawdown | 10.25 | 10.22 | +0.03 |
Dividends
Dividend History
First Trust Global Tactical Commodity Strategy Fund provided a 15.36% dividend yield over the last twelve months, with an annual payout of $4.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.41 | $4.12 | $0.73 | $0.75 | $2.54 | $1.66 | $0.00 | $0.15 | $0.14 | $0.25 |
Dividend yield | 15.36% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Global Tactical Commodity Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.58 | ||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $3.66 | $4.12 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.73 |
| 2023 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.75 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.53 | $2.54 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.66 | $1.66 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Global Tactical Commodity Strategy Fund. 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 Global Tactical Commodity Strategy Fund was 59.47%, occurring on Mar 23, 2020. Recovery took 1405 trading sessions.
The current First Trust Global Tactical Commodity Strategy Fund drawdown is 5.39%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-59.47%Mar 2020 | 5y 11mo | 5y 7mo | 11y 6moApr 2014 - Oct 2025 | COVID crash2020 |
-12.34%Jun 2026 | 1mo 12d | — | 2mo 23dMay 2026 - now | — |
-7.91%Feb 2026 | 18d | 13d | 1mo 1dJan 2026 - Mar 2026 | — |
-4.02%Jan 2014 | 13d | 15d | 28dDec 2013 - Jan 2014 | — |
-3.85%Dec 2025 | 8d | 21d | 29dDec 2025 - Jan 2026 | — |
Drawdown Indicators
| FTGC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -56.78% | -2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -9.10% | -3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -18.90% | +6.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -25.43% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -33.92% | -1.99% |
Current DrawdownCurrent decline from peak | -5.39% | -0.12% | -5.27% |
Average DrawdownAverage peak-to-trough decline | -27.16% | -10.70% | -16.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.14% | +1.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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