FTGC vs. VOO
Compare and contrast key facts about First Trust Global Tactical Commodity Strategy Fund (FTGC) and Vanguard S&P 500 ETF (VOO).
FTGC and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTGC is an actively managed fund by First Trust. It was launched on Oct 23, 2013. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
FTGC vs. VOO - Performance Comparison
Loading graphics...
FTGC vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 25.41% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, FTGC achieves a 25.41% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FTGC has underperformed VOO with an annualized return of 8.37%, while VOO has yielded a comparatively higher 14.05% annualized 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTGC vs. VOO - Expense Ratio Comparison
FTGC has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
FTGC vs. VOO — Risk / Return Rank
FTGC
VOO
FTGC vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and Vanguard S&P 500 ETF (VOO). 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.
| FTGC | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 0.98 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.50 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 1.53 | +1.85 |
Martin ratioReturn relative to average drawdown | 10.79 | 7.29 | +3.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTGC | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 0.98 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.70 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.83 | -0.60 |
Correlation
The correlation between FTGC and VOO is 0.26, 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. VOO - Dividend Comparison
FTGC's dividend yield for the trailing twelve months is around 15.29%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
FTGC vs. VOO - Drawdown Comparison
The maximum FTGC drawdown since its inception was -59.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FTGC and VOO.
Loading graphics...
Drawdown Indicators
| FTGC | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -33.99% | -25.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -11.98% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -24.52% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -33.99% | -1.92% |
Current DrawdownCurrent decline from peak | 0.00% | -6.29% | +6.29% |
Average DrawdownAverage peak-to-trough decline | -27.79% | -3.72% | -24.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.52% | +0.73% |
Volatility
FTGC vs. VOO - Volatility Comparison
First Trust Global Tactical Commodity Strategy Fund (FTGC) has a higher volatility of 6.58% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FTGC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTGC | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 5.29% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.86% | 9.44% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 18.10% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 16.82% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 17.99% | -3.30% |