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FTGC vs. FLLA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGC vs. FLLA - Performance Comparison

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

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FTGC vs. FLLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTGC
First Trust Global Tactical Commodity Strategy Fund
25.41%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-9.01%
FLLA
Franklin FTSE Latin America ETF
17.39%51.81%-26.89%32.71%7.78%-8.93%-15.08%19.59%-2.78%

Returns By Period

In the year-to-date period, FTGC achieves a 25.41% return, which is significantly higher than FLLA's 17.39% return.


FTGC

1D
0.53%
1M
14.11%
YTD
25.41%
6M
30.43%
1Y
34.03%
3Y*
15.69%
5Y*
15.71%
10Y*
8.37%

FLLA

1D
3.89%
1M
-2.95%
YTD
17.39%
6M
25.40%
1Y
54.98%
3Y*
18.51%
5Y*
12.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTGC vs. FLLA - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is higher than FLLA's 0.19% expense ratio.


Return for Risk

FTGC vs. FLLA — Risk / Return Rank

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

FTGC
FTGC Risk / Return Rank: 9191
Overall Rank
FTGC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 9292
Sortino Ratio Rank
FTGC Omega Ratio Rank: 9090
Omega Ratio Rank
FTGC Calmar Ratio Rank: 9393
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8989
Martin Ratio Rank

FLLA
FLLA Risk / Return Rank: 9595
Overall Rank
FLLA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLLA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLLA Omega Ratio Rank: 9393
Omega Ratio Rank
FLLA Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLLA Martin Ratio Rank: 9595
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. FLLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and Franklin FTSE Latin America ETF (FLLA). 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.


FTGCFLLADifference

Sharpe ratio

Return per unit of total volatility

2.05

2.40

-0.35

Sortino ratio

Return per unit of downside risk

2.67

2.97

-0.30

Omega ratio

Gain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratio

Return relative to maximum drawdown

3.39

4.67

-1.28

Martin ratio

Return relative to average drawdown

10.79

15.05

-4.26

FTGC vs. FLLA - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 2.05, which is comparable to the FLLA Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FTGC and FLLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTGCFLLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.40

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.55

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.26

-0.03

Correlation

The correlation between FTGC and FLLA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTGC vs. FLLA - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.29%, more than FLLA's 5.16% yield.


TTM202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.29%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%
FLLA
Franklin FTSE Latin America ETF
5.16%6.06%7.04%5.45%9.55%7.60%2.12%3.18%0.48%0.00%

Drawdowns

FTGC vs. FLLA - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, which is greater than FLLA's maximum drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for FTGC and FLLA.


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Drawdown Indicators


FTGCFLLADifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-53.88%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-11.59%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-28.32%

+5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

0.00%

-4.01%

+4.01%

Average Drawdown

Average peak-to-trough decline

-27.79%

-13.69%

-14.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.59%

-0.34%

Volatility

FTGC vs. FLLA - Volatility Comparison

The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 6.58%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 11.50%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGCFLLADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

11.50%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

17.21%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

23.04%

-6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

22.80%

-6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

27.66%

-12.97%