COM vs. FTGC
COM (Direxion Auspice Broad Commodity Strategy ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both Commodities funds. COM is passively managed, while FTGC is actively managed. Over the past 5 years, COM returned 8.37%/yr vs 12.87%/yr for FTGC. A 0.67 correlation means they provide meaningful diversification when combined. COM charges 0.70%/yr vs 0.95%/yr for FTGC.
Performance
COM vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, COM achieves a 14.89% return, which is significantly lower than FTGC's 24.40% return.
COM
- 1D
- 0.46%
- 1M
- 2.18%
- 6M
- 11.52%
- YTD
- 14.89%
- 1Y
- 21.16%
- 3Y*
- 7.48%
- 5Y*
- 8.37%
- 10Y*
- —
FTGC
- 1D
- 1.00%
- 1M
- 2.09%
- 6M
- 20.91%
- YTD
- 24.40%
- 1Y
- 32.56%
- 3Y*
- 14.94%
- 5Y*
- 12.87%
- 10Y*
- 7.52%
COM vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 14.89% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -1.97% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 24.40% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 3.74% |
Correlation
The correlation between COM and FTGC is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2017 | 0.67 |
The correlation between COM and FTGC shifts across timeframes, from 0.67 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COM vs. FTGC — Risk / Return Rank
COM
FTGC
COM vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.
| COM | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.65 | +0.13 |
| Martin ratioReturn relative to average drawdown | 8.31 | 8.90 | -0.59 |
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Drawdowns
COM vs. FTGC - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for COM and FTGC.
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Drawdown Indicators
| COM | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -59.47% | +43.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -12.34% | +4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -12.34% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -22.64% | +8.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -4.60% | -6.71% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -27.27% | +20.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.67% | -1.11% |
Volatility
COM vs. FTGC - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 2.01%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 4.23%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky 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
| COM | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 4.23% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 13.37% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 15.77% | -5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.50% | 15.87% | -6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.75% | 14.72% | -4.97% |
COM vs. FTGC - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
COM vs. FTGC - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.53%, less than FTGC's 15.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.53% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.57% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
Frequently Asked Questions
COM and FTGC have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTGC has higher volatility (4.23%) compared to COM (2.01%). In terms of maximum drawdown, COM dropped -15.95% vs FTGC's -59.47%.
On 5-year performance, FTGC leads with 12.87% vs 8.37% for COM. On fees, COM is cheaper at 0.70% per year. On volatility, COM has been the lower-risk option at 2.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FTGC has performed better with a 12.87% return vs 8.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COM is cheaper with a 0.70% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.57%, compared with 2.53% for COM.
They also come from different issuers: Direxion and First Trust. Their fees differ too: 0.70% for COM and 0.95% for FTGC.
FTGC currently has the higher Sharpe Ratio (2.08 vs 2.05), 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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