SIXJ vs. FTGC
SIXJ (AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - SIXJ is a Options Trading fund tracking the S&P 500, while FTGC is a Commodities fund actively managed by First Trust. SIXJ is passively managed, while FTGC is actively managed. Over the past 3 years, SIXJ returned 13.48%/yr vs 13.63%/yr for FTGC. At a 0.16 correlation, their price movements are largely independent. SIXJ charges 0.74%/yr vs 0.95%/yr for FTGC.
Performance
SIXJ vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, SIXJ achieves a 5.73% return, which is significantly lower than FTGC's 16.89% return.
SIXJ
- 1D
- -0.05%
- 1M
- 0.49%
- YTD
- 5.73%
- 6M
- 5.92%
- 1Y
- 15.54%
- 3Y*
- 13.48%
- 5Y*
- —
- 10Y*
- —
FTGC
- 1D
- -1.65%
- 1M
- -8.90%
- YTD
- 16.89%
- 6M
- 15.85%
- 1Y
- 28.35%
- 3Y*
- 13.63%
- 5Y*
- 11.70%
- 10Y*
- 6.98%
SIXJ vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SIXJ AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF | 5.73% | 12.81% | 14.48% | 18.07% | -10.33% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.89% | 14.61% | 9.96% | -5.36% | 17.36% |
Correlation
The correlation between SIXJ and FTGC is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2022 | 0.16 |
The correlation between SIXJ and FTGC shifts across timeframes, from -0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SIXJ vs. FTGC — Risk / Return Rank
SIXJ
FTGC
SIXJ vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIXJ | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.33 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.31 | +1.14 |
| Martin ratioReturn relative to average drawdown | 18.71 | 9.40 | +9.31 |
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Drawdowns
SIXJ vs. FTGC - Drawdown Comparison
The maximum SIXJ drawdown since its inception was -14.07%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for SIXJ and FTGC.
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Drawdown Indicators
| SIXJ | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.07% | -59.47% | +45.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -12.34% | +7.81% |
Max Drawdown (3Y)Largest decline over 3 years | -10.89% | -12.34% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -0.39% | -12.34% | +11.95% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -27.33% | +24.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 3.02% | -2.19% |
Volatility
SIXJ vs. FTGC - Volatility Comparison
The current volatility for AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) is 1.47%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 3.33%. This indicates that SIXJ 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
| SIXJ | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 3.33% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 13.32% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.78% | 15.64% | -9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 15.89% | -5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.97% | 14.72% | -4.75% |
SIXJ vs. FTGC - Expense Ratio Comparison
SIXJ has a 0.74% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
SIXJ vs. FTGC - Dividend Comparison
SIXJ has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 16.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.40% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
SIXJ AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIXJ and FTGC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTGC has higher volatility (3.33%) compared to SIXJ (1.47%). In terms of maximum drawdown, SIXJ dropped -14.07% vs FTGC's -59.47%.
On 3-year performance, FTGC leads with 13.63% vs 13.48% for SIXJ. On fees, SIXJ is cheaper at 0.74% per year. On volatility, SIXJ has been the lower-risk option at 1.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FTGC has performed better with a 13.63% return vs 13.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SIXJ is cheaper with a 0.74% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 16.40%, compared with 0.00% for SIXJ.
SIXJ is categorized as Options Trading, while FTGC is Commodities. They also come from different issuers: Allianz and First Trust. Their fees differ too: 0.74% for SIXJ and 0.95% for FTGC.
SIXJ currently has the higher Sharpe Ratio (2.72 vs 1.83), 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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