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 7.95%/yr vs 58.50%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
FTGC vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTGC achieves a 26.97% return, which is significantly higher than BTC-USD's -25.13% return. Over the past 10 years, FTGC has underperformed BTC-USD with an annualized return of 7.95%, while BTC-USD has yielded a comparatively higher 58.50% annualized return.
FTGC
- 1D
- 0.19%
- 1M
- 5.36%
- 6M
- 22.85%
- YTD
- 26.97%
- 1Y
- 34.87%
- 3Y*
- 14.80%
- 5Y*
- 13.38%
- 10Y*
- 7.95%
- ALL TIME*
- 3.30%
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
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 | 26.97% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
BTC-USD Bitcoin | -25.13% | -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 | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.06 |
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
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.
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.
| FTGC | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.24 | ||
| Sortino ratioReturn per unit of downside risk | +4.46 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.85 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | -0.83 | +3.67 |
| Martin ratioReturn relative to average drawdown | 9.34 | -1.32 | +10.66 |
Loading charts...
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.
Loading charts...
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 | -12.34% | -53.08% | +40.74% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -53.08% | +40.74% |
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 | -4.78% | -47.48% | +42.70% |
Average DrawdownAverage peak-to-trough decline | -27.23% | -42.61% | +15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 27.88% | -24.14% |
Volatility
FTGC vs. BTC-USD - Volatility Comparison
The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 4.53%, while Bitcoin (BTC-USD) has a volatility of 9.37%. 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.
Loading charts...
Volatility by Period
| FTGC | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 9.37% | -4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 34.93% | -21.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 35.76% | -19.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 43.93% | -28.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 56.33% | -41.61% |
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 (9.37%) compared to FTGC (4.53%). In terms of maximum drawdown, FTGC dropped -59.47% vs BTC-USD's -85.30%.
FTGC currently has the higher Sharpe Ratio (2.22 vs -1.03), 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 FTGC and BTC-USD
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