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HOMZ vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOMZ vs. FTGC - Performance Comparison

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

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Returns By Period

In the year-to-date period, HOMZ achieves a -0.05% return, which is significantly lower than FTGC's 20.23% return.


HOMZ

1D
-1.01%
1M
2.93%
YTD
-0.05%
6M
-0.72%
1Y
8.13%
3Y*
9.35%
5Y*
4.53%
10Y*

FTGC

1D
-0.24%
1M
-6.30%
YTD
20.23%
6M
20.44%
1Y
26.86%
3Y*
14.70%
5Y*
12.56%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOMZ vs. FTGC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HOMZ
Hoya Capital Housing ETF
-0.05%2.72%9.49%36.49%-28.14%41.02%15.80%17.38%
FTGC
First Trust Global Tactical Commodity Strategy Fund
20.23%14.61%9.96%-5.36%17.36%27.95%2.17%0.99%

Correlation

The correlation between HOMZ and FTGC is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

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

-0.00

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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2019

0.17

The correlation between HOMZ and FTGC shifts across timeframes, from -0.12 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HOMZ vs. FTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HOMZ
HOMZ Risk / Return Rank: 1414
Overall Rank
HOMZ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HOMZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
HOMZ Omega Ratio Rank: 1414
Omega Ratio Rank
HOMZ Calmar Ratio Rank: 1414
Calmar Ratio Rank
HOMZ Martin Ratio Rank: 1313
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 5353
Overall Rank
FTGC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 4949
Sortino Ratio Rank
FTGC Omega Ratio Rank: 5050
Omega Ratio Rank
FTGC Calmar Ratio Rank: 5757
Calmar Ratio Rank
FTGC Martin Ratio Rank: 5656
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.

HOMZ vs. FTGC - Risk-Adjusted Trends Comparison

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


HOMZFTGCDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.09

1.31

-0.22

Calmar ratioReturn relative to maximum drawdown

0.49

2.74

-2.25

Martin ratioReturn relative to average drawdown

1.07

9.43

-8.36

HOMZ vs. FTGC - Sharpe Ratio Comparison

The current HOMZ Sharpe Ratio is 0.41, which is lower than the FTGC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of HOMZ and FTGC, 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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Drawdowns

HOMZ vs. FTGC - Drawdown Comparison

The maximum HOMZ drawdown since its inception was -48.10%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for HOMZ and FTGC.


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Drawdown Indicators


HOMZFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-48.10%

-59.47%

+11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.71%

-9.84%

-6.87%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

-10.39%

-12.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.76%

-22.64%

-11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

-9.70%

-9.84%

+0.14%

Average Drawdown

Average peak-to-trough decline

-9.73%

-27.34%

+17.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

2.98%

+4.64%

Volatility

HOMZ vs. FTGC - Volatility Comparison

Hoya Capital Housing ETF (HOMZ) has a higher volatility of 5.24% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 2.99%. This indicates that HOMZ's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOMZFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

2.99%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

13.17%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.83%

15.69%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

15.86%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.97%

14.71%

+10.26%

HOMZ vs. FTGC - Expense Ratio Comparison

HOMZ has a 0.30% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Dividends

HOMZ vs. FTGC - Dividend Comparison

HOMZ's dividend yield for the trailing twelve months is around 2.68%, less than FTGC's 15.95% yield.


PositionTTM202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.95%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%
HOMZ
Hoya Capital Housing ETF
2.68%2.54%2.13%2.08%2.03%1.21%3.18%1.24%0.00%0.00%

Frequently Asked Questions


HOMZ and FTGC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOMZ has higher volatility (5.24%) compared to FTGC (2.99%). In terms of maximum drawdown, HOMZ dropped -48.10% vs FTGC's -59.47%.

On 5-year performance, FTGC leads with 12.56% vs 4.53% for HOMZ. On fees, HOMZ is cheaper at 0.30% per year. On volatility, FTGC has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FTGC has performed better with a 12.56% return vs 4.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HOMZ is cheaper with a 0.30% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.95%, compared with 2.68% for HOMZ.

HOMZ is categorized as Building & Construction, while FTGC is Commodities. They also come from different issuers: Pettee Investors and First Trust. Their fees differ too: 0.30% for HOMZ and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (1.72 vs 0.41), 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.

Portfolio Optimizer

Find the right allocation for HOMZ and FTGC

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