PFUT vs. FTGC
PFUT (Putnam Sustainable Future ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - PFUT is a Sustainable fund actively managed by Power Corporation of Canada, while FTGC is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past 5 years, PFUT returned 0.95%/yr vs 13.08%/yr for FTGC. At a 0.14 correlation, their price movements are largely independent. PFUT charges 0.64%/yr vs 0.95%/yr for FTGC.
Performance
PFUT vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, PFUT achieves a 4.40% return, which is significantly lower than FTGC's 27.15% return.
PFUT
- 1D
- -0.60%
- 1M
- 4.24%
- YTD
- 4.40%
- 6M
- 1.67%
- 1Y
- 6.81%
- 3Y*
- 12.28%
- 5Y*
- 0.95%
- 10Y*
- —
FTGC
- 1D
- -0.44%
- 1M
- -2.63%
- YTD
- 27.15%
- 6M
- 26.06%
- 1Y
- 41.32%
- 3Y*
- 18.13%
- 5Y*
- 13.08%
- 10Y*
- 7.77%
PFUT vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PFUT Putnam Sustainable Future ETF | 4.40% | 2.22% | 13.60% | 29.98% | -33.60% | 0.62% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 27.15% | 14.61% | 9.96% | -5.36% | 17.36% | 7.58% |
Correlation
The correlation between PFUT and FTGC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 27, 2021 | 0.15 |
The correlation between PFUT and FTGC shifts across timeframes, from -0.09 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PFUT vs. FTGC — Risk / Return Rank
PFUT
FTGC
PFUT vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future ETF (PFUT) 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.
| PFUT | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.47 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 5.25 | -4.79 |
| Martin ratioReturn relative to average drawdown | 1.33 | 17.39 | -16.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFUT | FTGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 2.66 | -2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.82 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.24 | -0.19 |
Drawdowns
PFUT vs. FTGC - Drawdown Comparison
The maximum PFUT drawdown since its inception was -44.86%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for PFUT and FTGC.
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Drawdown Indicators
| PFUT | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.86% | -59.47% | +14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -7.91% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -10.39% | -17.18% |
Max Drawdown (5Y)Largest decline over 5 years | -44.86% | -22.64% | -22.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -8.01% | -4.65% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -27.42% | +6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 2.38% | +2.76% |
Volatility
PFUT vs. FTGC - Volatility Comparison
The current volatility for Putnam Sustainable Future ETF (PFUT) is 4.08%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 4.50%. This indicates that PFUT 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
| PFUT | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.50% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 13.15% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 15.59% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.75% | 16.00% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 14.71% | +7.00% |
PFUT vs. FTGC - Expense Ratio Comparison
PFUT has a 0.64% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
PFUT vs. FTGC - Dividend Comparison
PFUT has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.08% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
PFUT Putnam Sustainable Future ETF | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PFUT and FTGC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTGC has higher volatility (4.50%) compared to PFUT (4.08%). In terms of maximum drawdown, PFUT dropped -44.86% vs FTGC's -59.47%.
On 5-year performance, FTGC leads with 13.08% vs 0.95% for PFUT. On fees, PFUT is cheaper at 0.64% per year. On volatility, PFUT has been the lower-risk option at 4.08%. 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 13.08% return vs 0.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PFUT is cheaper with a 0.64% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.08%, compared with 0.00% for PFUT.
PFUT is categorized as Sustainable, while FTGC is Commodities. They also come from different issuers: Power Corporation of Canada and First Trust. Their fees differ too: 0.64% for PFUT and 0.95% for FTGC.
FTGC currently has the higher Sharpe Ratio (2.66 vs 0.42), 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.
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