TILL vs. FTGC
TILL (Teucrium Agricultural Strategy No K-1 ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both Commodities funds. Both are actively managed. Over the past 3 years, TILL returned -5.74%/yr vs 17.80%/yr for FTGC. A 0.51 correlation means they provide meaningful diversification when combined. TILL charges 0.89%/yr vs 0.95%/yr for FTGC.
Performance
TILL vs. FTGC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TILL achieves a 5.10% return, which is significantly lower than FTGC's 26.15% return.
TILL
- 1D
- -1.13%
- 1M
- -6.31%
- YTD
- 5.10%
- 6M
- 3.12%
- 1Y
- -1.33%
- 3Y*
- -5.74%
- 5Y*
- —
- 10Y*
- —
FTGC
- 1D
- -0.79%
- 1M
- -3.25%
- YTD
- 26.15%
- 6M
- 24.84%
- 1Y
- 40.32%
- 3Y*
- 17.80%
- 5Y*
- 12.90%
- 10Y*
- 7.63%
TILL vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 5.10% | -5.97% | -13.98% | -5.00% | -12.66% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 26.15% | 14.61% | 9.96% | -5.36% | -7.60% |
Correlation
The correlation between TILL and FTGC is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.51 |
The correlation between TILL and FTGC has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TILL vs. FTGC — Risk / Return Rank
TILL
FTGC
TILL vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) 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.
| TILL | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.45 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 5.12 | -5.27 |
| Martin ratioReturn relative to average drawdown | -0.25 | 16.79 | -17.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TILL | FTGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 2.59 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 0.23 | -0.80 |
Drawdowns
TILL vs. FTGC - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for TILL and FTGC.
Loading charts...
Drawdown Indicators
| TILL | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -59.47% | +25.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -7.91% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -30.40% | -10.39% | -20.01% |
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 | -29.47% | -5.40% | -24.07% |
Average DrawdownAverage peak-to-trough decline | -21.40% | -27.42% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 2.41% | +3.00% |
Volatility
TILL vs. FTGC - Volatility Comparison
Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.38% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.55%. This indicates that TILL'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.
Loading charts...
Volatility by Period
| TILL | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.55% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 13.17% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 15.62% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 15.98% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 14.71% | +0.03% |
TILL vs. FTGC - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
TILL vs. FTGC - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.72%, less than FTGC's 15.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.20% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.72% | 4.97% | 2.55% | 51.24% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TILL and FTGC have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILL has higher volatility (5.38%) compared to FTGC (4.55%). In terms of maximum drawdown, TILL dropped -33.76% vs FTGC's -59.47%.
On 3-year performance, FTGC leads with 17.80% vs -5.74% for TILL. On fees, TILL is cheaper at 0.89% per year. On volatility, FTGC has been the lower-risk option at 4.55%. 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 17.80% return vs -5.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TILL is cheaper with a 0.89% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.20%, compared with 4.72% for TILL.
They also come from different issuers: Teucrium and First Trust. Their fees differ too: 0.89% for TILL and 0.95% for FTGC.
FTGC currently has the higher Sharpe Ratio (2.59 vs -0.11), 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.
Find the right allocation for TILL and FTGC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer