FLKR vs. FTGC
FLKR (Franklin FTSE South Korea ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - FLKR is a South Korea Equities fund tracking the FTSE South Korea RIC Capped Index, while FTGC is a Commodities fund actively managed by First Trust. FLKR is passively managed, while FTGC is actively managed. Over the past 5 years, FLKR returned 14.07%/yr vs 12.93%/yr for FTGC. Their 0.29 correlation means their historical movements had little consistent relationship. FLKR charges 0.09%/yr vs 0.95%/yr for FTGC.
Performance
FLKR vs. FTGC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FLKR achieves a 61.37% return, which is significantly higher than FTGC's 27.22% return.
FLKR
- 1D
- -2.28%
- 1M
- -15.74%
- 6M
- 29.07%
- YTD
- 61.37%
- 1Y
- 117.49%
- 3Y*
- 35.68%
- 5Y*
- 14.07%
- 10Y*
- —
- ALL TIME*
- 11.21%
FTGC
- 1D
- 0.03%
- 1M
- 6.85%
- 6M
- 16.44%
- YTD
- 27.22%
- 1Y
- 38.55%
- 3Y*
- 14.53%
- 5Y*
- 12.93%
- 10Y*
- 8.01%
- ALL TIME*
- 3.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.49M | $47.84M | $51.57M | |
| $15.55M | $14.47M | $23.37M |
FLKR vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 61.37% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 27.22% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 1.03% |
Correlation
The correlation between FLKR and FTGC is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.29 |
The correlation between FLKR and FTGC shifts across timeframes, from 0.10 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FLKR vs. FTGC — Risk / Return Rank
FLKR
FTGC
FLKR vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) 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.
| FLKR | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.14 | +0.32 |
| Martin ratioReturn relative to average drawdown | 12.27 | 10.32 | +1.95 |
Loading charts...
Drawdowns
FLKR vs. FTGC - Drawdown Comparison
The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for FLKR and FTGC.
Loading charts...
Drawdown Indicators
| FLKR | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.06% | -59.47% | +9.41% |
Max Drawdown (1Y)Largest decline over 1 year | -34.17% | -12.34% | -21.83% |
Max Drawdown (3Y)Largest decline over 3 years | -34.17% | -12.34% | -21.83% |
Max Drawdown (5Y)Largest decline over 5 years | -47.97% | -22.64% | -25.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -28.42% | -4.60% | -23.82% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -27.17% | +5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 3.75% | +5.86% |
Volatility
FLKR vs. FTGC - Volatility Comparison
Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 21.39% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.34%. This indicates that FLKR'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.
Loading charts...
Volatility by Period
| FLKR | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.39% | 4.34% | +17.05% |
Volatility (6M)Calculated over the trailing 6-month period | 50.33% | 13.35% | +36.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.42% | 15.87% | +37.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.16% | 15.71% | +16.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.79% | 14.73% | +15.06% |
FLKR vs. FTGC - Expense Ratio Comparison
FLKR has a 0.09% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
FLKR vs. FTGC - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 2.86%, less than FTGC's 15.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 2.86% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.23% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
Frequently Asked Questions
FLKR and FTGC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (21.39%) compared to FTGC (4.34%). In terms of maximum drawdown, FLKR dropped -50.06% vs FTGC's -59.47%.
On 5-year performance, FLKR leads with 14.07% vs 12.93% for FTGC. On fees, FLKR is cheaper at 0.09% per year. On volatility, FTGC has been the lower-risk option at 4.34%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLKR has performed better with a 14.07% return vs 12.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLKR is cheaper with a 0.09% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.23%, compared with 2.86% for FLKR.
FLKR is categorized as South Korea Equities, while FTGC is Commodities. They also come from different issuers: Franklin Templeton and First Trust. Their fees differ too: 0.09% for FLKR and 0.95% for FTGC.
FTGC currently has the higher Sharpe Ratio (2.44 vs 2.21), 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.
Find the right allocation for FLKR and FTGC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer