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FTGC vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGC vs. CORN - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTGC achieves a 23.17% return, which is significantly higher than CORN's -1.41% return. Over the past 10 years, FTGC has outperformed CORN with an annualized return of 7.29%, while CORN has yielded a comparatively lower -1.25% annualized return.


FTGC

1D
-0.11%
1M
0.98%
6M
21.09%
YTD
23.17%
1Y
31.25%
3Y*
15.14%
5Y*
12.87%
10Y*
7.29%

CORN

1D
1.33%
1M
4.55%
6M
-2.29%
YTD
-1.41%
1Y
1.22%
3Y*
-8.14%
5Y*
-1.79%
10Y*
-1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGC vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
23.17%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%
CORN
Teucrium Corn Fund
-1.41%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between FTGC and CORN is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2013

0.38

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Return for Risk

FTGC vs. CORN — 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: 8383
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: 6464
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1010
Overall Rank
CORN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 99
Sortino Ratio Rank
CORN Omega Ratio Rank: 99
Omega Ratio Rank
CORN Calmar Ratio Rank: 1010
Calmar Ratio Rank
CORN Martin Ratio Rank: 1010
Martin Ratio Rank
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. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and Teucrium Corn Fund (CORN). 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.


FTGCCORNDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.37

1.02

+0.35

Calmar ratioReturn relative to maximum drawdown

2.67

0.04

+2.64

Martin ratioReturn relative to average drawdown

9.04

0.11

+8.93

FTGC vs. CORN - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 2.10, which is higher than the CORN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FTGC and CORN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTGC vs. CORN - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for FTGC and CORN.


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Drawdown Indicators


FTGCCORNDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-78.09%

+18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-13.86%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

-34.56%

+22.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-45.19%

+22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-45.19%

+9.28%

Current Drawdown

Current decline from peak

-7.64%

-66.81%

+59.17%

Average Drawdown

Average peak-to-trough decline

-27.27%

-51.17%

+23.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

4.67%

-1.03%

Volatility

FTGC vs. CORN - Volatility Comparison

The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 4.13%, while Teucrium Corn Fund (CORN) has a volatility of 6.58%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGCCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

6.58%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

12.85%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

15.60%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

19.31%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

19.31%

-4.60%

FTGC vs. CORN - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is lower than CORN's 2.19% expense ratio.


Dividends

FTGC vs. CORN - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.73%, while CORN has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CORN
Teucrium Corn Fund
0.00%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
15.73%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%

Frequently Asked Questions


FTGC and CORN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.58%) compared to FTGC (4.13%). In terms of maximum drawdown, FTGC dropped -59.47% vs CORN's -78.09%.

On 10-year performance, FTGC leads with 7.29% vs -1.25% for CORN. On fees, FTGC is cheaper at 0.95% per year. On volatility, FTGC has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTGC has performed better with a 7.29% return vs -1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTGC is cheaper with a 0.95% expense ratio, compared with 2.19% for CORN.

FTGC has the higher dividend yield at 15.73%, compared with 0.00% for CORN.

FTGC is categorized as Commodities, while CORN is Agricultural Commodities. They also come from different issuers: First Trust and Teucrium. Their fees differ too: 0.95% for FTGC and 2.19% for CORN.

FTGC currently has the higher Sharpe Ratio (2.10 vs 0.03), 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.

Portfolio Optimizer

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