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QTAP vs. FTGC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTAP vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - April (QTAP) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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QTAP vs. FTGC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QTAP
Innovator Growth Accelerated Plus ETF - April
1.26%19.36%17.34%43.32%-25.87%15.63%
FTGC
First Trust Global Tactical Commodity Strategy Fund
25.41%14.61%9.96%-5.36%17.36%18.17%

Returns By Period

In the year-to-date period, QTAP achieves a 1.26% return, which is significantly lower than FTGC's 25.41% return.


QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
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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QTAP vs. FTGC - Expense Ratio Comparison

QTAP has a 0.79% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Return for Risk

QTAP vs. FTGC — Risk / Return Rank

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

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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.

QTAP vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - April (QTAP) 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.


QTAPFTGCDifference

Sharpe ratio

Return per unit of total volatility

1.22

2.05

-0.83

Sortino ratio

Return per unit of downside risk

1.94

2.67

-0.73

Omega ratio

Gain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratio

Return relative to maximum drawdown

1.73

3.39

-1.66

Martin ratio

Return relative to average drawdown

12.34

10.79

+1.55

QTAP vs. FTGC - Sharpe Ratio Comparison

The current QTAP Sharpe Ratio is 1.22, which is lower than the FTGC Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of QTAP 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


QTAPFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.05

-0.83

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

0.62

0.23

+0.39

Correlation

The correlation between QTAP 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.


Dividends

QTAP vs. FTGC - Dividend Comparison

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


TTM202520242023202220212020201920182017
QTAP
Innovator Growth Accelerated Plus ETF - April
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

QTAP vs. FTGC - Drawdown Comparison

The maximum QTAP drawdown since its inception was -29.44%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for QTAP and FTGC.


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Drawdown Indicators


QTAPFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-29.44%

-59.47%

+30.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-10.36%

-1.68%

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

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-5.21%

-27.79%

+22.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.25%

-1.57%

Volatility

QTAP vs. FTGC - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - April (QTAP) is 0.76%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 6.58%. This indicates that QTAP 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


QTAPFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

6.58%

-5.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

12.86%

-10.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

16.72%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

15.94%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

14.69%

+4.33%