FCG vs. VDE
Compare and contrast key facts about First Trust Natural Gas ETF (FCG) and Vanguard Energy ETF (VDE).
FCG and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both FCG and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FCG vs. VDE - Performance Comparison
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FCG vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 31.44% | -2.28% | 4.16% | 2.55% | 47.24% | 98.49% | -23.20% | -15.76% | -34.81% | -11.38% |
VDE Vanguard Energy ETF | 33.23% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Returns By Period
In the year-to-date period, FCG achieves a 31.44% return, which is significantly lower than VDE's 33.23% return. Over the past 10 years, FCG has underperformed VDE with an annualized return of 6.95%, while VDE has yielded a comparatively higher 10.83% annualized return.
FCG
- 1D
- -3.34%
- 1M
- 7.40%
- YTD
- 31.44%
- 6M
- 29.47%
- 1Y
- 25.85%
- 3Y*
- 13.93%
- 5Y*
- 21.20%
- 10Y*
- 6.95%
VDE
- 1D
- -3.61%
- 1M
- 4.27%
- YTD
- 33.23%
- 6M
- 34.21%
- 1Y
- 31.84%
- 3Y*
- 17.03%
- 5Y*
- 23.32%
- 10Y*
- 10.83%
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FCG vs. VDE - Expense Ratio Comparison
FCG has a 0.60% expense ratio, which is higher than VDE's 0.10% expense ratio.
Return for Risk
FCG vs. VDE — Risk / Return Rank
FCG
VDE
FCG vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and Vanguard Energy ETF (VDE). 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.
| FCG | VDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.27 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.67 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.72 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.25 | 4.92 | -1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCG | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.27 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.88 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.36 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.28 | -0.39 |
Correlation
The correlation between FCG and VDE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FCG vs. VDE - Dividend Comparison
FCG's dividend yield for the trailing twelve months is around 2.09%, less than VDE's 2.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 2.09% | 2.86% | 2.76% | 3.25% | 3.04% | 1.73% | 3.82% | 2.87% | 1.46% | 1.56% | 1.70% | 4.79% |
VDE Vanguard Energy ETF | 2.36% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
FCG vs. VDE - Drawdown Comparison
The maximum FCG drawdown since its inception was -97.20%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for FCG and VDE.
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Drawdown Indicators
| FCG | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.20% | -74.20% | -23.00% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -18.91% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.33% | -26.58% | -6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -85.04% | -69.29% | -15.75% |
Current DrawdownCurrent decline from peak | -73.50% | -5.74% | -67.76% |
Average DrawdownAverage peak-to-trough decline | -65.30% | -20.06% | -45.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 6.61% | +1.53% |
Volatility
FCG vs. VDE - Volatility Comparison
First Trust Natural Gas ETF (FCG) has a higher volatility of 7.21% compared to Vanguard Energy ETF (VDE) at 6.29%. This indicates that FCG's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCG | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 6.29% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 18.62% | 14.31% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.59% | 25.19% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.84% | 26.53% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 29.88% | +8.41% |