PFGC vs. FTGC
Compare and contrast key facts about Performance Food Group Company (PFGC) and First Trust Global Tactical Commodity Strategy Fund (FTGC).
FTGC is an actively managed fund by First Trust. It was launched on Oct 23, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFGC or FTGC.
Performance
PFGC vs. FTGC - Performance Comparison
Returns By Period
In the year-to-date period, PFGC achieves a 21.49% return, which is significantly higher than FTGC's 8.15% return.
PFGC
21.49%
1.78%
17.30%
35.72%
13.12%
N/A
FTGC
8.15%
1.15%
-1.74%
3.32%
10.21%
0.44%
Key characteristics
| PFGC | FTGC | |
|---|---|---|
| Sharpe Ratio | 1.41 | 0.34 |
| Sortino Ratio | 2.04 | 0.56 |
| Omega Ratio | 1.27 | 1.06 |
| Calmar Ratio | 1.67 | 0.20 |
| Martin Ratio | 4.35 | 0.99 |
| Ulcer Index | 7.85% | 4.07% |
| Daily Std Dev | 24.21% | 11.69% |
| Max Drawdown | -78.85% | -59.47% |
| Current Drawdown | -4.12% | -12.43% |
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Correlation
The correlation between PFGC and FTGC is 0.14, 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.
Risk-Adjusted Performance
PFGC vs. FTGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Performance Food Group Company (PFGC) 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.
Dividends
PFGC vs. FTGC - Dividend Comparison
PFGC has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 3.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
PFGC Performance Food Group Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 3.20% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
Drawdowns
PFGC vs. FTGC - Drawdown Comparison
The maximum PFGC drawdown since its inception was -78.85%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for PFGC and FTGC. For additional features, visit the drawdowns tool.
Volatility
PFGC vs. FTGC - Volatility Comparison
Performance Food Group Company (PFGC) has a higher volatility of 8.54% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 3.74%. This indicates that PFGC'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.