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FTGC vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGC vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Tactical Commodity Strategy Fund (FTGC) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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 18.86% return, which is significantly higher than FDL's 12.67% return. Over the past 10 years, FTGC has underperformed FDL with an annualized return of 7.15%, while FDL has yielded a comparatively higher 11.12% annualized return.


FTGC

1D
-1.14%
1M
-7.37%
YTD
18.86%
6M
17.54%
1Y
28.18%
3Y*
14.26%
5Y*
12.29%
10Y*
7.15%

FDL

1D
1.20%
1M
-2.75%
YTD
12.67%
6M
13.02%
1Y
22.39%
3Y*
19.10%
5Y*
13.08%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGC vs. FDL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
18.86%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%
FDL
First Trust Morningstar Dividend Leaders Index Fund
12.67%14.79%17.98%2.94%6.66%26.10%-4.30%24.41%-5.99%12.02%

Correlation

The correlation between FTGC and FDL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.16

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

0.29

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

0.30

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

0.29

The correlation between FTGC and FDL shifts across timeframes, from 0.16 (3 years) to 0.30 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FTGC vs. FDL — Risk / Return Rank

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

FTGC
FTGC Risk / Return Rank: 5555
Overall Rank
FTGC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 5353
Sortino Ratio Rank
FTGC Omega Ratio Rank: 5454
Omega Ratio Rank
FTGC Calmar Ratio Rank: 5555
Calmar Ratio Rank
FTGC Martin Ratio Rank: 5757
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 6969
Overall Rank
FDL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 6868
Sortino Ratio Rank
FDL Omega Ratio Rank: 5757
Omega Ratio Rank
FDL Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDL Martin Ratio Rank: 6969
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. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.


FTGCFDLDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.60

5.26

-2.66

Martin ratioReturn relative to average drawdown

9.67

12.40

-2.73

FTGC vs. FDL - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 1.82, which is comparable to the FDL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of FTGC and FDL, 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. FDL - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for FTGC and FDL.


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Drawdown Indicators


FTGCFDLDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-65.93%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-4.27%

-6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-12.24%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-16.46%

-6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-41.40%

+5.49%

Current Drawdown

Current decline from peak

-10.87%

-3.09%

-7.78%

Average Drawdown

Average peak-to-trough decline

-27.34%

-9.64%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.81%

+1.13%

Volatility

FTGC vs. FDL - Volatility Comparison

The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 3.07%, while First Trust Morningstar Dividend Leaders Index Fund (FDL) has a volatility of 3.72%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGCFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.72%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.21%

8.09%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

11.54%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

14.31%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

17.11%

-2.40%

FTGC vs. FDL - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is higher than FDL's 0.43% expense ratio.


Dividends

FTGC vs. FDL - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 16.13%, more than FDL's 3.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.70%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
FTGC
First Trust Global Tactical Commodity Strategy Fund
16.13%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 FDL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDL has higher volatility (3.72%) compared to FTGC (3.07%). In terms of maximum drawdown, FTGC dropped -59.47% vs FDL's -65.93%.

On 10-year performance, FDL leads with 11.12% vs 7.15% for FTGC. On fees, FDL is cheaper at 0.43% per year. On volatility, FTGC has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FDL has performed better with a 11.12% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDL is cheaper with a 0.43% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 16.13%, compared with 3.70% for FDL.

FTGC is categorized as Commodities, while FDL is Large Cap Value Equities. Their fees differ too: 0.95% for FTGC and 0.43% for FDL.

FDL currently has the higher Sharpe Ratio (1.95 vs 1.82), 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

Find the right allocation for FTGC and FDL

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