FTGC vs. CCOM
FTGC (First Trust Global Tactical Commodity Strategy Fund) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. At a 0.26 correlation, their price movements are largely independent. FTGC charges 0.95%/yr vs 0.99%/yr for CCOM.
Performance
FTGC vs. CCOM - Performance Comparison
Loading charts...
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*
- —
FTGC vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 14.27% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.69% |
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 |
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. CCOM — Risk / Return Rank
FTGC
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| FTGC | CCOM | Difference | |
|---|---|---|---|
| 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 | — | — |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| FTGC | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.71% | -5.65% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -27.27% | -2.92% | -24.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | — | — |
Volatility
FTGC vs. CCOM - Volatility Comparison
Loading charts...
Volatility by Period
| FTGC | CCOM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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.
Open Portfolio Optimizer