FTGC vs. TDIV
FTGC (First Trust Global Tactical Commodity Strategy Fund) and TDIV (First Trust NASDAQ Technology Dividend Index Fund) are both exchange-traded funds - FTGC is a Commodities fund actively managed by First Trust, while TDIV is a Technology Equities fund tracking the NASDAQ Technology Dividend Index. FTGC is actively managed, while TDIV is passively managed. Over the past 10 years, FTGC returned 7.15%/yr vs 18.56%/yr for TDIV. At a 0.25 correlation, their price movements are largely independent. FTGC charges 0.95%/yr vs 0.50%/yr for TDIV.
Performance
FTGC vs. TDIV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FTGC having a 18.86% return and TDIV slightly higher at 19.03%. Over the past 10 years, FTGC has underperformed TDIV with an annualized return of 7.15%, while TDIV has yielded a comparatively higher 18.56% 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%
TDIV
- 1D
- -2.33%
- 1M
- -0.89%
- YTD
- 19.03%
- 6M
- 18.00%
- 1Y
- 33.98%
- 3Y*
- 28.59%
- 5Y*
- 17.24%
- 10Y*
- 18.56%
FTGC vs. TDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDIV First Trust NASDAQ Technology Dividend Index Fund | 19.03% | 25.27% | 24.43% | 36.71% | -22.13% | 29.49% | 17.55% | 33.27% | -3.18% | 21.95% |
Correlation
The correlation between FTGC and TDIV is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.25 |
The correlation between FTGC and TDIV shifts across timeframes, from 0.06 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FTGC vs. TDIV — Risk / Return Rank
FTGC
TDIV
FTGC vs. TDIV - 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 NASDAQ Technology Dividend Index Fund (TDIV). 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 | TDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.01 | -0.41 |
| Martin ratioReturn relative to average drawdown | 9.67 | 8.56 | +1.11 |
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Drawdowns
FTGC vs. TDIV - Drawdown Comparison
The maximum FTGC drawdown since its inception was -59.47%, which is greater than TDIV's maximum drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for FTGC and TDIV.
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Drawdown Indicators
| FTGC | TDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -31.97% | -27.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -11.35% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.87% | -23.00% | +12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -31.97% | +9.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -31.97% | -3.94% |
Current DrawdownCurrent decline from peak | -10.87% | -10.47% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -27.34% | -4.85% | -22.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.98% | -1.04% |
Volatility
FTGC vs. TDIV - Volatility Comparison
The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 3.07%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 10.50%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGC | TDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 10.50% | -7.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 15.69% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 20.02% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 20.97% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 20.96% | -6.25% |
FTGC vs. TDIV - Expense Ratio Comparison
FTGC has a 0.95% expense ratio, which is higher than TDIV's 0.50% expense ratio.
Dividends
FTGC vs. TDIV - Dividend Comparison
FTGC's dividend yield for the trailing twelve months is around 16.13%, more than TDIV's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDIV First Trust NASDAQ Technology Dividend Index Fund | 1.22% | 1.40% | 1.59% | 1.74% | 2.51% | 1.76% | 2.07% | 2.27% | 2.97% | 2.27% | 2.45% | 2.52% |
Frequently Asked Questions
FTGC and TDIV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDIV has higher volatility (10.50%) compared to FTGC (3.07%). In terms of maximum drawdown, FTGC dropped -59.47% vs TDIV's -31.97%.
On 10-year performance, TDIV leads with 18.56% vs 7.15% for FTGC. On fees, TDIV is cheaper at 0.50% 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, TDIV has performed better with a 18.56% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDIV is cheaper with a 0.50% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 16.13%, compared with 1.22% for TDIV.
FTGC is categorized as Commodities, while TDIV is Technology Equities. Their fees differ too: 0.95% for FTGC and 0.50% for TDIV.
FTGC currently has the higher Sharpe Ratio (1.82 vs 1.71), 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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