ADM vs. FTGC

Last updated Jul 11, 2026

ADM (Archer-Daniels-Midland Company) is a stock, while FTGC (First Trust Global Tactical Commodity Strategy Fund) is Commodities fund actively managed by First Trust. Over the past 10 years, ADM returned 9.58%/yr vs 7.29%/yr for FTGC. At a 0.28 correlation, their price movements are largely independent.

Performance

ADM vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer-Daniels-Midland Company (ADM) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADM achieves a 41.85% return, which is significantly higher than FTGC's 23.17% return. Over the past 10 years, ADM has outperformed FTGC with an annualized return of 9.58%, while FTGC has yielded a comparatively lower 7.29% annualized return.

ADM

• 1D: 1.81%
• 1M: 1.91%
• 6M: 31.66%
• YTD: 41.85%
• 1Y: 50.97%
• 3Y*: 3.34%
• 5Y*: 8.95%
• 10Y*: 9.58%

FTGC

• 1D: -0.11%
• 1M: 0.98%
• 6M: 21.09%
• YTD: 23.17%
• 1Y: 31.25%
• 3Y*: 15.14%
• 5Y*: 12.87%
• 10Y*: 7.29%

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

ADM vs. FTGC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADM Archer-Daniels-Midland Company	41.85%	18.24%	-27.52%	-20.42%	39.98%	37.33%	12.44%	17.10%	5.28%	-9.48%
FTGC First Trust Global Tactical Commodity Strategy Fund	23.17%	14.61%	9.96%	-5.36%	17.36%	27.95%	2.17%	6.40%	-12.75%	2.73%

Correlation

The correlation between ADM and FTGC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013	0.28

Return for Risk

ADM vs. FTGC — Risk / Return Rank

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

ADM

ADM Risk / Return Rank: 89
ADM Sharpe Ratio Rank: 91
ADM Sortino Ratio Rank: 89
ADM Omega Ratio Rank: 86
ADM Calmar Ratio Rank: 91
ADM Martin Ratio Rank: 90

FTGC

FTGC Risk / Return Rank: 74
FTGC Sharpe Ratio Rank: 83
FTGC Sortino Ratio Rank: 79
FTGC Omega Ratio Rank: 79
FTGC Calmar Ratio Rank: 67
FTGC Martin Ratio Rank: 64

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.

ADM vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.

	ADM	FTGC	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.10	-0.16
Sortino ratio: Return per unit of downside risk	2.67	2.81	-0.14
Omega ratio: Gain probability vs. loss probability	1.32	1.37	-0.05
Calmar ratio: Return relative to maximum drawdown	4.02	2.67	+1.34
Martin ratio: Return relative to average drawdown	10.09	9.04	+1.05

ADM vs. FTGC - Sharpe Ratio Comparison

The current ADM Sharpe Ratio is 1.94, which is comparable to the FTGC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ADM and FTGC, 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

ADM vs. FTGC - Drawdown Comparison

The maximum ADM drawdown since its inception was -68.01%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for ADM and FTGC.

Drawdown Indicators

	ADM	FTGC	Difference
Max Drawdown Largest peak-to-trough decline	-68.01%	-59.47%	-8.54%
Max Drawdown (1Y) Largest decline over 1 year	-12.79%	-12.34%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	-49.22%	-12.34%	-36.88%
Max Drawdown (5Y) Largest decline over 5 years	-54.14%	-22.64%	-31.50%
Max Drawdown (10Y) Largest decline over 10 years	-54.14%	-35.91%	-18.23%
Current Drawdown Current decline from peak	-8.04%	-7.64%	-0.40%
Average Drawdown Average peak-to-trough decline	-21.58%	-27.27%	+5.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.08%	3.64%	+1.44%

Volatility

ADM vs. FTGC - Volatility Comparison

Archer-Daniels-Midland Company (ADM) has a higher volatility of 7.13% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.13%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADM	FTGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	4.13%	+3.00%
Volatility (6M) Calculated over the trailing 6-month period	19.22%	13.34%	+5.88%
Volatility (1Y) Calculated over the trailing 1-year period	26.55%	15.76%	+10.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.27%	15.86%	+12.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.87%	14.71%	+12.16%

Dividends

ADM vs. FTGC - Dividend Comparison

ADM's dividend yield for the trailing twelve months is around 2.56%, less than FTGC's 15.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADM Archer-Daniels-Midland Company	2.56%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
FTGC First Trust Global Tactical Commodity Strategy Fund	15.73%	17.74%	3.05%	3.34%	10.35%	7.21%	0.00%	0.81%	0.80%	1.21%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ADM and FTGC in my portfolio?

ADM and FTGC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADM or FTGC?

ADM has higher volatility (7.13%) compared to FTGC (4.13%). In terms of maximum drawdown, ADM dropped -68.01% vs FTGC's -59.47%.

Which has better risk-adjusted returns?

FTGC currently has the higher Sharpe Ratio (2.10 vs 1.94), 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.