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JRE vs. FTGC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRE vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson U.S. Real Estate ETF (JRE) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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JRE vs. FTGC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JRE
Janus Henderson U.S. Real Estate ETF
5.45%2.97%7.65%8.79%-23.47%16.45%
FTGC
First Trust Global Tactical Commodity Strategy Fund
25.41%14.61%9.96%-5.36%17.36%7.35%

Returns By Period

In the year-to-date period, JRE achieves a 5.45% return, which is significantly lower than FTGC's 25.41% return.


JRE

1D
1.61%
1M
-4.93%
YTD
5.45%
6M
5.25%
1Y
8.43%
3Y*
7.24%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRE vs. FTGC - Expense Ratio Comparison

JRE has a 0.65% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Return for Risk

JRE vs. FTGC — Risk / Return Rank

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

JRE
JRE Risk / Return Rank: 3030
Overall Rank
JRE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JRE Sortino Ratio Rank: 2828
Sortino Ratio Rank
JRE Omega Ratio Rank: 2828
Omega Ratio Rank
JRE Calmar Ratio Rank: 3030
Calmar Ratio Rank
JRE Martin Ratio Rank: 3636
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 9191
Overall Rank
FTGC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 9292
Sortino Ratio Rank
FTGC Omega Ratio Rank: 9090
Omega Ratio Rank
FTGC Calmar Ratio Rank: 9393
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8989
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.

JRE vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Real Estate ETF (JRE) 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.


JREFTGCDifference

Sharpe ratio

Return per unit of total volatility

0.51

2.05

-1.53

Sortino ratio

Return per unit of downside risk

0.80

2.67

-1.87

Omega ratio

Gain probability vs. loss probability

1.11

1.37

-0.26

Calmar ratio

Return relative to maximum drawdown

0.73

3.39

-2.65

Martin ratio

Return relative to average drawdown

3.31

10.79

-7.48

JRE vs. FTGC - Sharpe Ratio Comparison

The current JRE Sharpe Ratio is 0.51, which is lower than the FTGC Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of JRE and FTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JREFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.05

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.23

-0.09

Correlation

The correlation between JRE and FTGC is 0.13, 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

JRE vs. FTGC - Dividend Comparison

JRE's dividend yield for the trailing twelve months is around 5.36%, less than FTGC's 15.29% yield.


TTM202520242023202220212020201920182017
JRE
Janus Henderson U.S. Real Estate ETF
5.36%5.81%2.20%2.77%2.87%0.90%0.00%0.00%0.00%0.00%
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%

Drawdowns

JRE vs. FTGC - Drawdown Comparison

The maximum JRE drawdown since its inception was -31.69%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for JRE and FTGC.


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Drawdown Indicators


JREFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-59.47%

+27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-10.36%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

-5.10%

0.00%

-5.10%

Average Drawdown

Average peak-to-trough decline

-13.05%

-27.79%

+14.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.25%

-0.38%

Volatility

JRE vs. FTGC - Volatility Comparison

The current volatility for Janus Henderson U.S. Real Estate ETF (JRE) is 4.85%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 6.58%. This indicates that JRE experiences smaller price fluctuations and is considered to be less risky 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


JREFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

6.58%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

12.86%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

16.72%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

15.94%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.86%

14.69%

+4.17%