BRNY vs. FTGC
BRNY (Burney U.S. Factor Rotation ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - BRNY is a fund fund actively managed by Alpha Architect, while FTGC is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past 3 years, BRNY returned 27.78%/yr vs 14.15%/yr for FTGC. At a 0.17 correlation, their price movements are largely independent. BRNY charges 0.79%/yr vs 0.95%/yr for FTGC.
Performance
BRNY vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, BRNY achieves a 14.86% return, which is significantly lower than FTGC's 18.82% return.
BRNY
- 1D
- 0.42%
- 1M
- 1.77%
- YTD
- 14.86%
- 6M
- 13.31%
- 1Y
- 30.97%
- 3Y*
- 27.78%
- 5Y*
- —
- 10Y*
- —
FTGC
- 1D
- 1.65%
- 1M
- -6.57%
- YTD
- 18.82%
- 6M
- 17.76%
- 1Y
- 30.88%
- 3Y*
- 14.15%
- 5Y*
- 12.07%
- 10Y*
- 7.19%
BRNY vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 14.86% | 22.02% | 28.84% | 22.36% | 5.16% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 18.82% | 14.61% | 9.96% | -5.36% | 1.45% |
Correlation
The correlation between BRNY and FTGC is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.17 |
The correlation between BRNY and FTGC shifts across timeframes, from 0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRNY vs. FTGC — Risk / Return Rank
BRNY
FTGC
BRNY vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) 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.
| BRNY | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.51 | +0.82 |
| Martin ratioReturn relative to average drawdown | 12.80 | 9.99 | +2.81 |
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Drawdowns
BRNY vs. FTGC - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for BRNY and FTGC.
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Drawdown Indicators
| BRNY | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -59.47% | +40.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -12.34% | +3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -12.34% | -6.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -1.29% | -10.90% | +9.61% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -27.33% | +24.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 3.10% | -0.67% |
Volatility
BRNY vs. FTGC - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 6.77% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 3.89%. This indicates that BRNY'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
| BRNY | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 3.89% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 13.37% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 15.60% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 15.90% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 14.72% | +2.50% |
BRNY vs. FTGC - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
BRNY vs. FTGC - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.20%, less than FTGC's 16.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.20% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.86% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
Frequently Asked Questions
BRNY and FTGC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRNY has higher volatility (6.77%) compared to FTGC (3.89%). In terms of maximum drawdown, BRNY dropped -19.14% vs FTGC's -59.47%.
On 3-year performance, BRNY leads with 27.78% vs 14.15% for FTGC. On fees, BRNY is cheaper at 0.79% per year. On volatility, FTGC has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BRNY has performed better with a 27.78% return vs 14.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BRNY is cheaper with a 0.79% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 16.86%, compared with 0.20% for BRNY.
They also come from different issuers: Alpha Architect and First Trust. Their fees differ too: 0.79% for BRNY and 0.95% for FTGC.
BRNY currently has the higher Sharpe Ratio (2.11 vs 1.99), 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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