MJUS vs. FTGC

Last updated Apr 1, 2026

Compare and contrast key facts about ETFMG U.S. Alternative Harvest ETF (MJUS) and First Trust Global Tactical Commodity Strategy Fund (FTGC).

MJUS and FTGC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MJUS is an actively managed fund by ETFMG. It was launched on May 12, 2021. FTGC is an actively managed fund by First Trust. It was launched on Oct 23, 2013.

Performance

MJUS vs. FTGC - Performance Comparison

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

MJUS vs. FTGC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	27.88%	-17.41%	-66.89%	-39.41%
FTGC First Trust Global Tactical Commodity Strategy Fund	25.41%	14.61%	9.96%	-5.36%	17.36%	7.21%

Returns By Period

MJUS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 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)

MJUS vs. FTGC - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is lower than FTGC's 0.95% expense ratio.

FTGC

First Trust Global Tactical Commodity Strategy Fund

MJUS

ETFMG U.S. Alternative Harvest ETF

Return for Risk

MJUS vs. FTGC — Risk / Return Rank

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

FTGC

FTGC Risk / Return Rank: 91
FTGC Sharpe Ratio Rank: 92
FTGC Sortino Ratio Rank: 92
FTGC Omega Ratio Rank: 90
FTGC Calmar Ratio Rank: 93
FTGC Martin Ratio Rank: 89

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.

MJUS vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MJUS	FTGC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.05	—
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	—	0.23	—

Correlation

The correlation between MJUS and FTGC is 0.10, 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

MJUS vs. FTGC - Dividend Comparison

MJUS has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.29%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

Drawdown Indicators

	MJUS	FTGC	Difference
Max Drawdown Largest peak-to-trough decline	—	-59.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.36%	—
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	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-27.79%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.25%	—

Volatility

Volatility by Period

	MJUS	FTGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.72%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.94%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	14.69%	—