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FTGC vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTGC vs. VYMI

Last updated Jun 9, 2026

FTGC (First Trust Global Tactical Commodity Strategy Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - FTGC is a Commodities fund actively managed by First Trust, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. FTGC is actively managed, while VYMI is passively managed. Over the past 10 years, FTGC returned 7.34%/yr vs 10.62%/yr for VYMI. At a 0.39 correlation, their price movements are largely independent. FTGC charges 0.95%/yr vs 0.07%/yr for VYMI.

Performance

FTGC vs. VYMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTGC achieves a 23.51% return, which is significantly higher than VYMI's 10.04% return. Over the past 10 years, FTGC has underperformed VYMI with an annualized return of 7.34%, while VYMI has yielded a comparatively higher 10.62% annualized return.

FTGC

1D
-0.03%
1M
-4.09%
YTD
23.51%
6M
23.08%
1Y
35.61%
3Y*
16.53%
5Y*
12.36%
10Y*
7.34%

VYMI

1D
0.24%
1M
-1.37%
YTD
10.04%
6M
13.58%
1Y
27.88%
3Y*
20.99%
5Y*
11.79%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGC vs. VYMI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund		23.51%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%
VYMI
Vanguard International High Dividend Yield ETF		10.04%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between FTGC and VYMI is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.39

Over the past year, the correlation between FTGC and VYMI has dropped to 0.05 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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First Trust Global Tactical Commodity Strategy Fund

Vanguard International High Dividend Yield ETF

Often compared with FTGC:
FTGC vs. PDBCFTGC vs. COMTFTGC vs. DBCFTGC vs. FFGCXFTGC vs. USDUFTGC vs. KOLDFTGC vs. DBA
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

FTGC vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTGC
FTGC Risk / Return Rank: 7979
Overall Rank
FTGC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7474
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7575
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8080
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 6969
Overall Rank
VYMI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7272
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7272
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6161
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTGC vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.

FTGCVYMIDifference
Sharpe ratioReturn per unit of total volatility
2.27
2.14

+0.13

Sortino ratioReturn per unit of downside risk
2.97
2.91

+0.06

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

4.52

2.76

+1.76

Martin ratioReturn relative to average drawdown

14.31

10.83

+3.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTGC vs. VYMI - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 2.27, which is comparable to the VYMI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FTGC and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FTGCVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.14

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.80

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.63

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.64

-0.42

Drawdowns

FTGC vs. VYMI - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FTGC and VYMI.

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Drawdown Indicators

FTGCVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-40.00%

-19.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-10.14%

+2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-10.39%

-12.84%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-24.05%

+1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-40.00%

+4.09%

Current Drawdown

Current decline from peak

-7.38%

-2.52%

-4.86%

Average Drawdown

Average peak-to-trough decline

-27.40%

-6.31%

-21.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.58%

-0.08%

Volatility

FTGC vs. VYMI - Volatility Comparison

First Trust Global Tactical Commodity Strategy Fund (FTGC) has a higher volatility of 4.76% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.69%. This indicates that FTGC's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FTGCVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

3.69%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

10.94%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

13.13%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

14.87%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

16.88%

-2.16%

FTGC vs. VYMI - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

FTGC vs. VYMI - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.52%, more than VYMI's 3.48% yield.

PositionTTM2025202420232022202120202019201820172016
FTGC
First Trust Global Tactical Commodity Strategy Fund		15.52%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%0.00%
VYMI
Vanguard International High Dividend Yield ETF		3.48%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

FTGC and VYMI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGC has higher volatility (4.76%) compared to VYMI (3.69%). In terms of maximum drawdown, FTGC dropped -59.47% vs VYMI's -40.00%.

On 10-year performance, VYMI leads with 10.62% vs 7.34% for FTGC. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 10.62% return vs 7.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.52%, compared with 3.48% for VYMI.

FTGC is categorized as Commodities, while VYMI is Dividend. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.95% for FTGC and 0.07% for VYMI.

FTGC currently has the higher Sharpe Ratio (2.27 vs 2.14), 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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