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FTGC vs. CCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGC vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Tactical Commodity Strategy Fund (FTGC) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FTGC

1D
1.00%
1M
2.09%
6M
20.91%
YTD
24.40%
1Y
32.56%
3Y*
14.94%
5Y*
12.87%
10Y*
7.52%

CCOM

1D
0.00%
1M
0.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGC vs. CCOM - Yearly Performance Comparison


Correlation

The correlation between FTGC and CCOM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

0.26

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Return for Risk

FTGC vs. CCOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGC
FTGC Risk / Return Rank: 7474
Overall Rank
FTGC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7979
Omega Ratio Rank
FTGC Calmar Ratio Rank: 6767
Calmar Ratio Rank
FTGC Martin Ratio Rank: 6363
Martin Ratio Rank

CCOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTGC vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.


FTGCCCOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.65

Martin ratioReturn relative to average drawdown

8.90

FTGC vs. CCOM - Sharpe Ratio Comparison


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Drawdowns

FTGC vs. CCOM - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for FTGC and CCOM.


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Drawdown Indicators


FTGCCCOMDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-6.38%

-53.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

-6.71%

-5.65%

-1.06%

Average Drawdown

Average peak-to-trough decline

-27.27%

-2.92%

-24.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

Volatility

FTGC vs. CCOM - Volatility Comparison


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Volatility by Period


FTGCCCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

12.78%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

12.78%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

12.78%

+1.94%

FTGC vs. CCOM - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is lower than CCOM's 0.99% expense ratio.


Dividends

FTGC vs. CCOM - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.57%, more than CCOM's 1.26% yield.


PositionTTM202520242023202220212020201920182017
CCOM
Simplify Chinese Commodities Strategy No K-1 ETF
1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.57%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%

Frequently Asked Questions


FTGC and CCOM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTGC is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTGC is cheaper with a 0.95% expense ratio, compared with 0.99% for CCOM.

FTGC has the higher dividend yield at 15.57%, compared with 1.26% for CCOM.

They also come from different issuers: First Trust and Simplify. Their fees differ too: 0.95% for FTGC and 0.99% for CCOM.

Portfolio Optimizer

Find the right allocation for FTGC and CCOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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