PortfoliosLab logoPortfoliosLab logo
FCG vs. BKGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCG vs. BKGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Natural Gas ETF (FCG) and Bny Mellon Global Infrastructure Income ETF (BKGI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCG vs. BKGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
FCG
First Trust Natural Gas ETF
35.99%-2.28%4.16%2.55%-8.95%
BKGI
Bny Mellon Global Infrastructure Income ETF
10.41%37.53%12.35%9.72%8.54%

Returns By Period

In the year-to-date period, FCG achieves a 35.99% return, which is significantly higher than BKGI's 10.41% return.


FCG

1D
-1.95%
1M
13.98%
YTD
35.99%
6M
36.46%
1Y
30.79%
3Y*
15.23%
5Y*
22.03%
10Y*
7.31%

BKGI

1D
1.11%
1M
-3.70%
YTD
10.41%
6M
15.93%
1Y
32.81%
3Y*
21.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCG vs. BKGI - Expense Ratio Comparison

FCG has a 0.60% expense ratio, which is lower than BKGI's 0.65% expense ratio.


Return for Risk

FCG vs. BKGI — Risk / Return Rank

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

FCG
FCG Risk / Return Rank: 5252
Overall Rank
FCG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FCG Sortino Ratio Rank: 5353
Sortino Ratio Rank
FCG Omega Ratio Rank: 5353
Omega Ratio Rank
FCG Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCG Martin Ratio Rank: 4343
Martin Ratio Rank

BKGI
BKGI Risk / Return Rank: 9494
Overall Rank
BKGI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 9393
Sortino Ratio Rank
BKGI Omega Ratio Rank: 9595
Omega Ratio Rank
BKGI Calmar Ratio Rank: 9191
Calmar Ratio Rank
BKGI Martin Ratio Rank: 9595
Martin Ratio Rank
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.

FCG vs. BKGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and Bny Mellon Global Infrastructure Income ETF (BKGI). 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.


FCGBKGIDifference

Sharpe ratio

Return per unit of total volatility

0.95

2.25

-1.29

Sortino ratio

Return per unit of downside risk

1.36

2.84

-1.48

Omega ratio

Gain probability vs. loss probability

1.19

1.46

-0.27

Calmar ratio

Return relative to maximum drawdown

1.37

3.13

-1.76

Martin ratio

Return relative to average drawdown

3.92

15.90

-11.98

FCG vs. BKGI - Sharpe Ratio Comparison

The current FCG Sharpe Ratio is 0.95, which is lower than the BKGI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FCG and BKGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCGBKGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.25

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

1.66

-1.76

Correlation

The correlation between FCG and BKGI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCG vs. BKGI - Dividend Comparison

FCG's dividend yield for the trailing twelve months is around 2.02%, less than BKGI's 2.40% yield.


TTM20252024202320222021202020192018201720162015
FCG
First Trust Natural Gas ETF
2.02%2.86%2.76%3.25%3.04%1.73%3.82%2.87%1.46%1.56%1.70%4.79%
BKGI
Bny Mellon Global Infrastructure Income ETF
2.40%2.65%4.55%4.55%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCG vs. BKGI - Drawdown Comparison

The maximum FCG drawdown since its inception was -97.20%, which is greater than BKGI's maximum drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for FCG and BKGI.


Loading graphics...

Drawdown Indicators


FCGBKGIDifference

Max Drawdown

Largest peak-to-trough decline

-97.20%

-14.79%

-82.41%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

-10.35%

-12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.33%

Max Drawdown (10Y)

Largest decline over 10 years

-85.04%

Current Drawdown

Current decline from peak

-72.58%

-3.76%

-68.82%

Average Drawdown

Average peak-to-trough decline

-65.30%

-2.60%

-62.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

2.04%

+6.09%

Volatility

FCG vs. BKGI - Volatility Comparison

First Trust Natural Gas ETF (FCG) has a higher volatility of 6.09% compared to Bny Mellon Global Infrastructure Income ETF (BKGI) at 4.74%. This indicates that FCG's price experiences larger fluctuations and is considered to be riskier than BKGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCGBKGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

4.74%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.28%

7.91%

+10.37%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

14.67%

+17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.88%

14.07%

+19.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.28%

14.07%

+24.21%