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USCI vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. FTGC - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with USCI having a 28.22% return and FTGC slightly lower at 27.15%. Over the past 10 years, USCI has outperformed FTGC with an annualized return of 8.86%, while FTGC has yielded a comparatively lower 7.77% annualized return.


USCI

1D
0.11%
1M
-1.22%
YTD
28.22%
6M
26.35%
1Y
40.33%
3Y*
23.15%
5Y*
19.28%
10Y*
8.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. FTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
28.22%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%
FTGC
First Trust Global Tactical Commodity Strategy Fund
27.15%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between USCI and FTGC is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.85

The correlation between USCI and FTGC has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

USCI vs. FTGC — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 8181
Overall Rank
FTGC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7777
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8484
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.

USCI vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) 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.


USCIFTGCDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.41

1.47

-0.06

Calmar ratioReturn relative to maximum drawdown

4.64

5.25

-0.61

Martin ratioReturn relative to average drawdown

16.18

17.39

-1.21

USCI vs. FTGC - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.43, which is comparable to the FTGC Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of USCI and FTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USCIFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.66

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.82

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.24

+0.06

Drawdowns

USCI vs. FTGC - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for USCI and FTGC.


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Drawdown Indicators


USCIFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-59.47%

-6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-7.91%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-10.39%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-22.64%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-35.91%

-9.91%

Current Drawdown

Current decline from peak

-3.10%

-4.65%

+1.55%

Average Drawdown

Average peak-to-trough decline

-29.51%

-27.42%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.38%

+0.12%

Volatility

USCI vs. FTGC - Volatility Comparison

United States Commodity Index Fund (USCI) and First Trust Global Tactical Commodity Strategy Fund (FTGC) have volatilities of 4.51% and 4.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.50%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

13.15%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

15.59%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

16.00%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

14.71%

+1.14%

USCI vs. FTGC - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than FTGC's 0.95% expense ratio.


Dividends

USCI vs. FTGC - Dividend Comparison

USCI has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.08%.


PositionTTM202520242023202220212020201920182017
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%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, USCI and FTGC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USCI has higher volatility (4.51%) compared to FTGC (4.50%). In terms of maximum drawdown, USCI dropped -66.41% vs FTGC's -59.47%.

On 10-year performance, USCI leads with 8.86% vs 7.77% for FTGC. On fees, FTGC is cheaper at 0.95% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USCI has performed better with a 8.86% return vs 7.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTGC is cheaper with a 0.95% expense ratio, compared with 1.03% for USCI.

FTGC has the higher dividend yield at 15.08%, compared with 0.00% for USCI.

They also come from different issuers: Concierge Technologies and First Trust. Their fees differ too: 1.03% for USCI and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (2.66 vs 2.43), 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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