FTGC vs. VXUS
FTGC (First Trust Global Tactical Commodity Strategy Fund) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - FTGC is a Commodities fund actively managed by First Trust, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. FTGC is actively managed, while VXUS is passively managed. Over the past 10 years, FTGC returned 7.24%/yr vs 10.22%/yr for VXUS. At a 0.36 correlation, their price movements are largely independent. FTGC charges 0.95%/yr vs 0.05%/yr for VXUS.
Performance
FTGC vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, FTGC achieves a 21.85% return, which is significantly higher than VXUS's 13.69% return. Over the past 10 years, FTGC has underperformed VXUS with an annualized return of 7.24%, while VXUS has yielded a comparatively higher 10.22% annualized return.
FTGC
- 1D
- -0.10%
- 1M
- -6.23%
- YTD
- 21.85%
- 6M
- 22.43%
- 1Y
- 30.18%
- 3Y*
- 15.83%
- 5Y*
- 12.04%
- 10Y*
- 7.24%
VXUS
- 1D
- 0.40%
- 1M
- 3.09%
- YTD
- 13.69%
- 6M
- 15.52%
- 1Y
- 30.12%
- 3Y*
- 18.37%
- 5Y*
- 8.32%
- 10Y*
- 10.22%
FTGC vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 13.69% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between FTGC and VXUS is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.36 |
Over the past year, the correlation between FTGC and VXUS has dropped to 0.03 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
FTGC vs. VXUS — Risk / Return Rank
FTGC
VXUS
FTGC vs. VXUS - 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 Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | 2.53 | +1.29 |
| Martin ratioReturn relative to average drawdown | 12.11 | 9.72 | +2.38 |
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Drawdowns
FTGC vs. VXUS - Drawdown Comparison
The maximum FTGC drawdown since its inception was -59.47%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FTGC and VXUS.
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Drawdown Indicators
| FTGC | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -35.97% | -23.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -11.27% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -10.39% | -13.58% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -29.44% | +6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.91% | -35.97% | +0.06% |
Current DrawdownCurrent decline from peak | -8.63% | -1.47% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -27.37% | -8.21% | -19.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.93% | -0.22% |
Volatility
FTGC vs. VXUS - Volatility Comparison
The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 3.63%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.71%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGC | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 6.71% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 14.02% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 16.09% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 16.21% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 17.20% | -2.48% |
FTGC vs. VXUS - Expense Ratio Comparison
FTGC has a 0.95% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
FTGC vs. VXUS - Dividend Comparison
FTGC's dividend yield for the trailing twelve months is around 15.73%, more than VXUS's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
FTGC and VXUS have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.71%) compared to FTGC (3.63%). In terms of maximum drawdown, FTGC dropped -59.47% vs VXUS's -35.97%.
On 10-year performance, VXUS leads with 10.22% vs 7.24% for FTGC. On fees, VXUS is cheaper at 0.05% per year. On volatility, FTGC has been the lower-risk option at 3.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VXUS has performed better with a 10.22% return vs 7.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.73%, compared with 2.67% for VXUS.
FTGC is categorized as Commodities, while VXUS is Global Equities. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.95% for FTGC and 0.05% for VXUS.
FTGC currently has the higher Sharpe Ratio (2.09 vs 1.77), 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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