FTGC vs. DHT
FTGC (First Trust Global Tactical Commodity Strategy Fund) is Commodities fund actively managed by First Trust, while DHT (DHT Holdings, Inc.) is a stock. Over the past 10 years, FTGC returned 8.01%/yr vs 24.05%/yr for DHT. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
FTGC vs. DHT - Performance Comparison
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Returns By Period
In the year-to-date period, FTGC achieves a 27.22% return, which is significantly lower than DHT's 61.57% return. Over the past 10 years, FTGC has underperformed DHT with an annualized return of 8.01%, while DHT has yielded a comparatively higher 24.05% annualized return.
FTGC
- 1D
- 0.03%
- 1M
- 6.85%
- 6M
- 16.44%
- YTD
- 27.22%
- 1Y
- 38.55%
- 3Y*
- 14.53%
- 5Y*
- 12.93%
- 10Y*
- 8.01%
- ALL TIME*
- 3.31%
DHT
- 1D
- 0.11%
- 1M
- 12.34%
- 6M
- 37.66%
- YTD
- 61.57%
- 1Y
- 84.26%
- 3Y*
- 35.37%
- 5Y*
- 35.42%
- 10Y*
- 24.05%
- ALL TIME*
- -1.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $42.84M | $48.22M | $57.35M | |
| $15.55M | $14.47M | $23.37M |
FTGC vs. DHT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 27.22% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
DHT DHT Holdings, Inc. | 61.57% | 40.04% | 3.58% | 24.07% | 73.87% | 1.41% | -20.52% | 118.96% | 11.32% | -9.26% |
Correlation
The correlation between FTGC and DHT is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.21 |
The correlation between FTGC and DHT shifts across timeframes, from -0.02 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FTGC vs. DHT — Risk / Return Rank
FTGC
DHT
FTGC vs. DHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and DHT Holdings, Inc. (DHT). 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 | DHT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 4.93 | -1.79 |
| Martin ratioReturn relative to average drawdown | 10.32 | 11.25 | -0.92 |
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Drawdowns
FTGC vs. DHT - Drawdown Comparison
The maximum FTGC drawdown since its inception was -59.47%, smaller than the maximum DHT drawdown of -97.12%. Use the drawdown chart below to compare losses from any high point for FTGC and DHT.
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Drawdown Indicators
| FTGC | DHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -97.12% | +37.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -17.18% | +4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -24.96% | +12.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -34.44% | +11.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -39.56% | +3.65% |
Current DrawdownCurrent decline from peak | -4.60% | -62.70% | +58.10% |
Average DrawdownAverage peak-to-trough decline | -27.17% | -76.28% | +49.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 7.52% | -3.77% |
Volatility
FTGC vs. DHT - Volatility Comparison
The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 4.34%, while DHT Holdings, Inc. (DHT) has a volatility of 11.42%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than DHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGC | DHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 11.42% | -7.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 29.62% | -16.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 36.45% | -20.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 38.75% | -23.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.73% | 41.69% | -26.96% |
Dividends
FTGC vs. DHT - Dividend Comparison
FTGC's dividend yield for the trailing twelve months is around 15.23%, more than DHT's 7.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHT DHT Holdings, Inc. | 7.92% | 6.06% | 10.76% | 11.72% | 1.35% | 2.50% | 25.81% | 2.42% | 2.04% | 5.57% | 17.15% | 6.55% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.23% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% | 0.00% | 0.00% |
Frequently Asked Questions
FTGC and DHT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHT has higher volatility (11.42%) compared to FTGC (4.34%). In terms of maximum drawdown, FTGC dropped -59.47% vs DHT's -97.12%.
FTGC currently has the higher Sharpe Ratio (2.44 vs 2.33), 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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