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FLLA vs. FTGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLLA and FTGC 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.


-0.50.00.51.00.4

Performance

FLLA vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Latin America ETF (FLLA) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.94%
-1.79%
FLLA
FTGC

Key characteristics

Sharpe Ratio

FLLA:

-1.33

FTGC:

0.48

Sortino Ratio

FLLA:

-1.82

FTGC:

0.75

Omega Ratio

FLLA:

0.79

FTGC:

1.09

Calmar Ratio

FLLA:

-0.91

FTGC:

0.27

Martin Ratio

FLLA:

-1.89

FTGC:

1.41

Ulcer Index

FLLA:

13.09%

FTGC:

3.81%

Daily Std Dev

FLLA:

18.52%

FTGC:

11.30%

Max Drawdown

FLLA:

-53.87%

FTGC:

-59.47%

Current Drawdown

FLLA:

-26.08%

FTGC:

-13.08%

Returns By Period

In the year-to-date period, FLLA achieves a -25.62% return, which is significantly lower than FTGC's 7.35% return.


FLLA

YTD

-25.62%

1M

-7.86%

6M

-10.94%

1Y

-23.43%

5Y*

-3.56%

10Y*

N/A

FTGC

YTD

7.35%

1M

-0.62%

6M

-1.80%

1Y

6.73%

5Y*

9.47%

10Y*

1.23%

Compare stocks, funds, or ETFs

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


FLLA vs. FTGC - Expense Ratio Comparison

FLLA has a 0.19% expense ratio, which is lower than FTGC's 0.95% expense ratio.


FTGC
First Trust Global Tactical Commodity Strategy Fund
Expense ratio chart for FTGC: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for FLLA: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLLA vs. FTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) 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.


Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at -1.33, compared to the broader market0.002.004.00-1.330.48
The chart of Sortino ratio for FLLA, currently valued at -1.82, compared to the broader market-2.000.002.004.006.008.0010.00-1.820.75
The chart of Omega ratio for FLLA, currently valued at 0.79, compared to the broader market0.501.001.502.002.503.000.791.09
The chart of Calmar ratio for FLLA, currently valued at -0.91, compared to the broader market0.005.0010.0015.00-0.910.28
The chart of Martin ratio for FLLA, currently valued at -1.89, compared to the broader market0.0020.0040.0060.0080.00100.00-1.891.41
FLLA
FTGC

The current FLLA Sharpe Ratio is -1.33, which is lower than the FTGC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FLLA and FTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.33
0.48
FLLA
FTGC

Dividends

FLLA vs. FTGC - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 3.22%, more than FTGC's 3.13% yield.


TTM2023202220212020201920182017
FLLA
Franklin FTSE Latin America ETF
3.22%5.44%9.55%7.60%2.12%3.17%0.48%0.00%
FTGC
First Trust Global Tactical Commodity Strategy Fund
3.13%3.34%10.35%7.21%0.00%0.81%0.80%1.21%

Drawdowns

FLLA vs. FTGC - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for FLLA and FTGC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-26.08%
-12.61%
FLLA
FTGC

Volatility

FLLA vs. FTGC - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 7.28% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 2.48%. This indicates that FLLA'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
2.48%
FLLA
FTGC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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