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FTGC vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGC vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Tactical Commodity Strategy Fund (FTGC) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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 21.85% return, which is significantly higher than ICSH's 1.53% return. Over the past 10 years, FTGC has outperformed ICSH with an annualized return of 7.24%, while ICSH has yielded a comparatively lower 2.78% annualized return.


FTGC

1D
-0.10%
1M
-8.39%
YTD
21.85%
6M
22.43%
1Y
32.78%
3Y*
15.83%
5Y*
12.04%
10Y*
7.24%

ICSH

1D
0.00%
1M
0.30%
YTD
1.53%
6M
1.81%
1Y
4.32%
3Y*
5.16%
5Y*
3.69%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGC vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
21.85%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.53%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between FTGC and ICSH is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.06

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

-0.03

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.01

The correlation between FTGC and ICSH shifts across timeframes, from -0.12 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FTGC vs. ICSH — Risk / Return Rank

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

FTGC
FTGC Risk / Return Rank: 7575
Overall Rank
FTGC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7272
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTGC Martin Ratio Rank: 7474
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


FTGCICSHDifference
Sharpe ratioReturn per unit of total volatility

-8.90

Sortino ratioReturn per unit of downside risk

-24.73

Omega ratioGain probability vs. loss probability

1.37

6.59

-5.22

Calmar ratioReturn relative to maximum drawdown

3.82

43.88

-40.06

Martin ratioReturn relative to average drawdown

12.11

290.20

-278.10

FTGC vs. ICSH - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 2.09, which is lower than the ICSH Sharpe Ratio of 10.98. The chart below compares the historical Sharpe Ratios of FTGC and ICSH, 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. ICSH - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for FTGC and ICSH.


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Drawdown Indicators


FTGCICSHDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-3.94%

-55.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-0.10%

-8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-10.39%

-0.10%

-10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-0.73%

-21.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-3.94%

-31.97%

Current Drawdown

Current decline from peak

-8.63%

0.00%

-8.63%

Average Drawdown

Average peak-to-trough decline

-27.37%

-0.08%

-27.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

0.01%

+2.70%

Volatility

FTGC vs. ICSH - Volatility Comparison

First Trust Global Tactical Commodity Strategy Fund (FTGC) has a higher volatility of 3.63% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.13%. This indicates that FTGC's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGCICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

0.13%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

0.29%

+13.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

0.39%

+15.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

0.48%

+15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

1.06%

+13.66%

FTGC vs. ICSH - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is higher than ICSH's 0.08% expense ratio.


Dividends

FTGC vs. ICSH - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.73%, more than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

Frequently Asked Questions


FTGC and ICSH have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGC has higher volatility (3.63%) compared to ICSH (0.13%). In terms of maximum drawdown, FTGC dropped -59.47% vs ICSH's -3.94%.

On 10-year performance, FTGC leads with 7.24% vs 2.78% for ICSH. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH has been the lower-risk option at 0.13%. 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 7.24% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.73%, compared with 4.34% for ICSH.

FTGC is categorized as Commodities, while ICSH is Ultrashort Bond. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.95% for FTGC and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (10.98 vs 2.09), 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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