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FCG vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCG vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Natural Gas ETF (FCG) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCG achieves a 27.71% return, which is significantly higher than IGLD's 1.69% return.


FCG

1D
1.02%
1M
-6.03%
YTD
27.71%
6M
20.12%
1Y
32.99%
3Y*
12.75%
5Y*
16.52%
10Y*
4.65%

IGLD

1D
-0.81%
1M
-1.33%
YTD
1.69%
6M
4.44%
1Y
24.53%
3Y*
23.01%
5Y*
13.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCG vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCG
First Trust Natural Gas ETF
27.71%-2.28%4.16%2.55%47.24%34.87%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
1.69%47.46%19.36%9.24%-2.34%4.30%

Correlation

The correlation between FCG and IGLD is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.13

The correlation between FCG and IGLD shifts across timeframes, from -0.02 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FCG vs. IGLD — Risk / Return Rank

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

FCG
FCG Risk / Return Rank: 3636
Overall Rank
FCG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FCG Sortino Ratio Rank: 3131
Sortino Ratio Rank
FCG Omega Ratio Rank: 3030
Omega Ratio Rank
FCG Calmar Ratio Rank: 5151
Calmar Ratio Rank
FCG Martin Ratio Rank: 3636
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
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. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.


FCGIGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

2.54

1.40

+1.13

Martin ratioReturn relative to average drawdown

5.56

3.82

+1.73

FCG vs. IGLD - Sharpe Ratio Comparison

The current FCG Sharpe Ratio is 1.24, which is comparable to the IGLD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FCG and IGLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FCGIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.06

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.86

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.94

-1.05

Drawdowns

FCG vs. IGLD - Drawdown Comparison

The maximum FCG drawdown since its inception was -97.20%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FCG and IGLD.


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Drawdown Indicators


FCGIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-97.20%

-18.59%

-78.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-17.56%

+4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-29.44%

-17.56%

-11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.33%

-18.59%

-14.74%

Max Drawdown (10Y)

Largest decline over 10 years

-85.04%

Current Drawdown

Current decline from peak

-74.25%

-15.16%

-59.09%

Average Drawdown

Average peak-to-trough decline

-65.38%

-5.24%

-60.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

6.43%

-0.48%

Volatility

FCG vs. IGLD - Volatility Comparison

First Trust Natural Gas ETF (FCG) has a higher volatility of 9.60% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 5.12%. This indicates that FCG's price experiences larger fluctuations and is considered to be riskier than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCGIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

5.12%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

21.01%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

23.24%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.46%

15.17%

+18.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.30%

15.00%

+23.30%

FCG vs. IGLD - Expense Ratio Comparison

FCG has a 0.60% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

FCG vs. IGLD - Dividend Comparison

FCG's dividend yield for the trailing twelve months is around 2.15%, less than IGLD's 17.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FCG
First Trust Natural Gas ETF
2.15%2.86%2.76%3.25%3.04%1.73%3.82%2.87%1.46%1.56%1.70%4.79%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCG and IGLD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCG has higher volatility (9.60%) compared to IGLD (5.12%). In terms of maximum drawdown, FCG dropped -97.20% vs IGLD's -18.59%.

On 5-year performance, FCG leads with 16.52% vs 13.02% for IGLD. On fees, FCG is cheaper at 0.60% per year. On volatility, IGLD has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FCG has performed better with a 16.52% return vs 13.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FCG is cheaper with a 0.60% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 2.15% for FCG.

FCG is categorized as Energy Equities, while IGLD is Precious Metals. Their fees differ too: 0.60% for FCG and 0.85% for IGLD.

FCG currently has the higher Sharpe Ratio (1.24 vs 1.06), 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.

Portfolio Optimizer

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