FTGC vs. BTC-USD
FTGC (First Trust Global Tactical Commodity Strategy Fund) is Commodities fund actively managed by First Trust, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, FTGC returned 7.34%/yr vs 59.68%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
FTGC vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FTGC achieves a 23.51% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, FTGC has underperformed BTC-USD with an annualized return of 7.34%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
FTGC
- 1D
- -0.03%
- 1M
- -4.09%
- YTD
- 23.51%
- 6M
- 23.08%
- 1Y
- 35.61%
- 3Y*
- 16.53%
- 5Y*
- 12.36%
- 10Y*
- 7.34%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
FTGC vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 23.51% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between FTGC and BTC-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.06 |
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Return for Risk
FTGC vs. BTC-USD — Risk / Return Rank
FTGC
BTC-USD
FTGC vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and Bitcoin (BTC-USD). 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.
| FTGC | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.22 | ||
| Sortino ratioReturn per unit of downside risk | +4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.86 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | -0.80 | +5.32 |
| Martin ratioReturn relative to average drawdown | 14.31 | -1.42 | +15.73 |
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
| FTGC | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | -0.95 | +3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.20 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.87 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 1.13 | -0.91 |
Drawdowns
FTGC vs. BTC-USD - Drawdown Comparison
The maximum FTGC drawdown since its inception was -59.47%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for FTGC and BTC-USD.
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Drawdown Indicators
| FTGC | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -85.30% | +25.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -51.21% | +43.30% |
Max Drawdown (3Y)Largest decline over 3 years | -10.39% | -51.21% | +40.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -76.67% | +54.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -83.80% | +47.89% |
Current DrawdownCurrent decline from peak | -7.38% | -49.86% | +42.48% |
Average DrawdownAverage peak-to-trough decline | -27.40% | -42.32% | +14.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 34.46% | -31.96% |
Volatility
FTGC vs. BTC-USD - Volatility Comparison
The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 4.76%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGC | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 11.59% | -6.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 34.53% | -21.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 35.67% | -19.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 44.95% | -28.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 56.71% | -41.99% |
Frequently Asked Questions
FTGC and BTC-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to FTGC (4.76%). In terms of maximum drawdown, FTGC dropped -59.47% vs BTC-USD's -85.30%.
FTGC currently has the higher Sharpe Ratio (2.27 vs -0.95), 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.
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