FTGC vs. VOO
FTGC (First Trust Global Tactical Commodity Strategy Fund) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - FTGC is a Commodities fund actively managed by First Trust, while VOO is a S&P 500 fund tracking the S&P 500 Index. FTGC is actively managed, while VOO is passively managed. Over the past 10 years, FTGC returned 7.77%/yr vs 15.56%/yr for VOO. At a 0.25 correlation, their price movements are largely independent. FTGC charges 0.95%/yr vs 0.03%/yr for VOO.
Performance
FTGC vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, FTGC achieves a 27.15% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, FTGC has underperformed VOO with an annualized return of 7.77%, while VOO has yielded a comparatively higher 15.56% annualized return.
FTGC
- 1D
- -0.44%
- 1M
- -2.63%
- YTD
- 27.15%
- 6M
- 26.06%
- 1Y
- 41.32%
- 3Y*
- 18.13%
- 5Y*
- 13.08%
- 10Y*
- 7.77%
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
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 | 27.15% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
VOO Vanguard S&P 500 ETF | 10.91% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between FTGC and VOO 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.25 |
The correlation between FTGC and VOO shifts across timeframes, from -0.06 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.
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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 | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.43 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 5.25 | 3.16 | +2.09 |
| Martin ratioReturn relative to average drawdown | 17.39 | 14.73 | +2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGC | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 2.39 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.83 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.87 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.89 | -0.65 |
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.
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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 | -7.91% | -8.90% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -10.39% | -18.69% | +8.30% |
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 | -4.65% | -0.70% | -3.95% |
Average DrawdownAverage peak-to-trough decline | -27.42% | -3.69% | -23.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 1.91% | +0.47% |
Volatility
FTGC vs. VOO - Volatility Comparison
First Trust Global Tactical Commodity Strategy Fund (FTGC) has a higher volatility of 4.50% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. 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.
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Volatility by Period
| FTGC | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.84% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 8.90% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.59% | 11.80% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 16.81% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 18.01% | -3.30% |
FTGC vs. VOO - Expense Ratio Comparison
FTGC has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
FTGC vs. VOO - Dividend Comparison
FTGC's dividend yield for the trailing twelve months is around 15.08%, more than VOO's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.08% | 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 | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
FTGC and VOO 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.
FTGC has higher volatility (4.50%) compared to VOO (2.84%). In terms of maximum drawdown, FTGC dropped -59.47% vs VOO's -33.99%.
On 10-year performance, VOO leads with 15.56% vs 7.77% for FTGC. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VOO has performed better with a 15.56% return vs 7.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOO is cheaper with a 0.03% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.08%, compared with 1.03% for VOO.
FTGC is categorized as Commodities, while VOO is S&P 500. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.95% for FTGC and 0.03% for VOO.
FTGC currently has the higher Sharpe Ratio (2.66 vs 2.39), 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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