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FTGC vs. USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

FTGC vs. USD - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%OctoberNovemberDecember2025FebruaryMarch
8.44%
6,049.16%
FTGC
USD

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Risk-Adjusted Performance

FTGC vs. undefined - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FTGC, currently valued at 1.03, compared to the broader market0.002.004.001.03-0.04
The chart of Sortino ratio for FTGC, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.550.55
The chart of Omega ratio for FTGC, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.07
The chart of Calmar ratio for FTGC, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.65-0.07
The chart of Martin ratio for FTGC, currently valued at 3.08, compared to the broader market0.0020.0040.0060.0080.00100.003.08-0.15
FTGC
USD


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
1.03
-0.04
FTGC
USD

Drawdowns

FTGC vs. USD - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-7.13%
-43.54%
FTGC
USD

Volatility

FTGC vs. USD - Volatility Comparison

The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 2.90%, while undefined (USD) has a volatility of 29.89%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2025FebruaryMarch
2.90%
29.89%
FTGC
USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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