ARCC vs. FTGC
ARCC (Ares Capital Corporation) 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, ARCC returned 13.05%/yr vs 7.52%/yr for FTGC. At a 0.19 correlation, their price movements are largely independent.
Performance
ARCC vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, ARCC achieves a 0.04% return, which is significantly lower than FTGC's 25.30% return. Over the past 10 years, ARCC has outperformed FTGC with an annualized return of 13.05%, while FTGC has yielded a comparatively lower 7.52% annualized return.
ARCC
- 1D
- 1.53%
- 1M
- 3.17%
- 6M
- -3.58%
- YTD
- 0.04%
- 1Y
- -8.19%
- 3Y*
- 9.63%
- 5Y*
- 9.11%
- 10Y*
- 13.05%
FTGC
- 1D
- -0.97%
- 1M
- 3.06%
- 6M
- 20.93%
- YTD
- 25.30%
- 1Y
- 34.47%
- 3Y*
- 15.47%
- 5Y*
- 12.66%
- 10Y*
- 7.52%
ARCC vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 0.04% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 25.30% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
Correlation
The correlation between ARCC and FTGC is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.19 |
The correlation between ARCC and FTGC shifts across timeframes, from -0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ARCC vs. FTGC — Risk / Return Rank
ARCC
FTGC
ARCC vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Capital Corporation (ARCC) 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.
| ARCC | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.38 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.81 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.73 | 9.29 | -10.02 |
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Drawdowns
ARCC vs. FTGC - Drawdown Comparison
The maximum ARCC drawdown since its inception was -79.36%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for ARCC and FTGC.
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Drawdown Indicators
| ARCC | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.36% | -59.47% | -19.89% |
Max Drawdown (1Y)Largest decline over 1 year | -19.35% | -12.34% | -7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -12.34% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -22.64% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -56.77% | -35.91% | -20.86% |
Current DrawdownCurrent decline from peak | -8.94% | -6.04% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -27.25% | +18.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.32% | 3.72% | +7.60% |
Volatility
ARCC vs. FTGC - Volatility Comparison
Ares Capital Corporation (ARCC) has a higher volatility of 4.99% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.50%. This indicates that ARCC'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.
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Volatility by Period
| ARCC | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.50% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 13.39% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 15.79% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 15.87% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.58% | 14.72% | +10.86% |
Dividends
ARCC vs. FTGC - Dividend Comparison
ARCC's dividend yield for the trailing twelve months is around 9.99%, less than FTGC's 15.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 9.99% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.46% | 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
ARCC and FTGC have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARCC has higher volatility (4.99%) compared to FTGC (4.50%). In terms of maximum drawdown, ARCC dropped -79.36% vs FTGC's -59.47%.
FTGC currently has the higher Sharpe Ratio (2.19 vs -0.44), 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.
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