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VIG vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIG vs. FTGC

Last updated Jun 9, 2026

VIG (Vanguard Dividend Appreciation ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while FTGC is a Commodities fund actively managed by First Trust. VIG is passively managed, while FTGC is actively managed. Over the past 10 years, VIG returned 13.05%/yr vs 7.34%/yr for FTGC. At a 0.22 correlation, their price movements are largely independent. VIG charges 0.04%/yr vs 0.95%/yr for FTGC.

Performance

VIG vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) 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

In the year-to-date period, VIG achieves a 6.58% return, which is significantly lower than FTGC's 23.51% return. Over the past 10 years, VIG has outperformed FTGC with an annualized return of 13.05%, while FTGC has yielded a comparatively lower 7.34% annualized return.

VIG

1D
0.03%
1M
2.32%
YTD
6.58%
6M
6.47%
1Y
18.31%
3Y*
16.04%
5Y*
10.62%
10Y*
13.05%

FTGC

1D
-0.03%
1M
-4.09%
YTD
23.51%
6M
23.08%
1Y
35.61%
3Y*
16.53%
5Y*
12.36%
10Y*
7.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. FTGC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF		6.58%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
FTGC
First Trust Global Tactical Commodity Strategy Fund		23.51%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between VIG and FTGC is -0.05, 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

-0.05

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

0.09

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

0.18

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

0.23

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

0.22

The correlation between VIG and FTGC shifts across timeframes, from -0.05 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Dividend Appreciation ETF

First Trust Global Tactical Commodity Strategy Fund

Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV
Often compared with FTGC:
FTGC vs. PDBCFTGC vs. COMTFTGC vs. DBCFTGC vs. FFGCXFTGC vs. USDUFTGC vs. KOLDFTGC vs. DBA

Return for Risk

VIG vs. FTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIG
VIG Risk / Return Rank: 5858
Overall Rank
VIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIG Omega Ratio Rank: 5858
Omega Ratio Rank
VIG Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIG Martin Ratio Rank: 5858
Martin Ratio Rank
FTGC
FTGC Risk / Return Rank: 7979
Overall Rank
FTGC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7474
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7575
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8080
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.

VIG vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.

VIGFTGCDifference
Sharpe ratioReturn per unit of total volatility
1.82
2.27

-0.45

Sortino ratioReturn per unit of downside risk
2.65
2.97

-0.32

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

2.33

4.52

-2.20

Martin ratioReturn relative to average drawdown

9.37

14.31

-4.94

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIG vs. FTGC - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.82, which is comparable to the FTGC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VIG 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

VIGFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.27

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.78

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.50

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.22

+0.38

Drawdowns

VIG vs. FTGC - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for VIG and FTGC.

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Drawdown Indicators

VIGFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-59.47%

+12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-7.91%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-10.39%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-22.64%

+2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-35.91%

+4.19%

Current Drawdown

Current decline from peak

-1.34%

-7.38%

+6.04%

Average Drawdown

Average peak-to-trough decline

-5.51%

-27.40%

+21.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.50%

-0.54%

Volatility

VIG vs. FTGC - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.42%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 4.76%. This indicates that VIG 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

VIGFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

4.76%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

13.37%

-5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

15.78%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

15.97%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

14.72%

+1.34%

VIG vs. FTGC - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than FTGC's 0.95% expense ratio.

Dividends

VIG vs. FTGC - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.48%, less than FTGC's 15.52% yield.

PositionTTM20252024202320222021202020192018201720162015
FTGC
First Trust Global Tactical Commodity Strategy Fund		15.52%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF		1.48%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions

VIG and FTGC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGC has higher volatility (4.76%) compared to VIG (2.42%). In terms of maximum drawdown, VIG dropped -46.81% vs FTGC's -59.47%.

On 10-year performance, VIG leads with 13.05% vs 7.34% for FTGC. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIG has performed better with a 13.05% return vs 7.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.52%, compared with 1.48% for VIG.

VIG is categorized as Dividend, while FTGC is Commodities. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.04% for VIG and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (2.27 vs 1.82), 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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