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PFGC vs. FTGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

PFGC vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Food Group Company (PFGC) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
343.49%
37.86%
PFGC
FTGC

Key characteristics

Sharpe Ratio

PFGC:

1.09

FTGC:

0.57

Sortino Ratio

PFGC:

1.65

FTGC:

0.88

Omega Ratio

PFGC:

1.22

FTGC:

1.10

Calmar Ratio

PFGC:

1.28

FTGC:

0.33

Martin Ratio

PFGC:

3.34

FTGC:

1.70

Ulcer Index

PFGC:

7.87%

FTGC:

3.81%

Daily Std Dev

PFGC:

24.02%

FTGC:

11.31%

Max Drawdown

PFGC:

-78.85%

FTGC:

-59.47%

Current Drawdown

PFGC:

-5.98%

FTGC:

-12.82%

Returns By Period

In the year-to-date period, PFGC achieves a 23.14% return, which is significantly higher than FTGC's 7.67% return.


PFGC

YTD

23.14%

1M

2.01%

6M

25.06%

1Y

23.80%

5Y*

11.67%

10Y*

N/A

FTGC

YTD

7.67%

1M

-0.03%

6M

-1.30%

1Y

5.69%

5Y*

9.54%

10Y*

1.11%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for PFGC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.001.090.57
The chart of Sortino ratio for PFGC, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.650.88
The chart of Omega ratio for PFGC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.10
The chart of Calmar ratio for PFGC, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.34
The chart of Martin ratio for PFGC, currently valued at 3.34, compared to the broader market0.0010.0020.003.341.70
PFGC
FTGC

The current PFGC Sharpe Ratio is 1.09, which is higher than the FTGC Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PFGC 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.09
0.57
PFGC
FTGC

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 3.12%.


TTM2023202220212020201920182017
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
3.12%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.98%
-12.35%
PFGC
FTGC

Volatility

PFGC vs. FTGC - Volatility Comparison

Performance Food Group Company (PFGC) has a higher volatility of 5.60% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 2.48%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.60%
2.48%
PFGC
FTGC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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