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VYMI vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYMI vs. FTGC

Last updated Jun 9, 2026

VYMI (Vanguard International High Dividend Yield ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while FTGC is a Commodities fund actively managed by First Trust. VYMI is passively managed, while FTGC is actively managed. Over the past 10 years, VYMI returned 10.62%/yr vs 7.34%/yr for FTGC. At a 0.39 correlation, their price movements are largely independent. VYMI charges 0.07%/yr vs 0.95%/yr for FTGC.

Performance

VYMI vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) 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, VYMI achieves a 10.04% return, which is significantly lower than FTGC's 23.51% return. Over the past 10 years, VYMI has outperformed FTGC with an annualized return of 10.62%, while FTGC has yielded a comparatively lower 7.34% annualized return.

VYMI

1D
0.24%
1M
-1.37%
YTD
10.04%
6M
13.58%
1Y
27.88%
3Y*
20.99%
5Y*
11.79%
10Y*
10.62%

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)

VYMI vs. FTGC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYMI
Vanguard International High Dividend Yield ETF		10.04%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%
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 VYMI 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

0.25

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

0.34

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

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.39

Over the past year, the correlation between VYMI and FTGC has dropped to 0.05 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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

Vanguard International High Dividend Yield ETF

First Trust Global Tactical Commodity Strategy Fund

Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT
Often compared with FTGC:
FTGC vs. PDBCFTGC vs. COMTFTGC vs. DBCFTGC vs. FFGCXFTGC vs. USDUFTGC vs. KOLDFTGC vs. DBA

Return for Risk

VYMI vs. FTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYMI
VYMI Risk / Return Rank: 6969
Overall Rank
VYMI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7272
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7272
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6161
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6565
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.

VYMI vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.

VYMIFTGCDifference
Sharpe ratioReturn per unit of total volatility
2.14
2.27

-0.13

Sortino ratioReturn per unit of downside risk
2.91
2.97

-0.06

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

2.76

4.52

-1.76

Martin ratioReturn relative to average drawdown

10.83

14.31

-3.48

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

VYMI vs. FTGC - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.14, which is comparable to the FTGC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VYMI 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

VYMIFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.27

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.78

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.50

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.22

+0.42

Drawdowns

VYMI vs. FTGC - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for VYMI and FTGC.

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Drawdown Indicators

VYMIFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-59.47%

+19.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-7.91%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-10.39%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-22.64%

-1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

-35.91%

-4.09%

Current Drawdown

Current decline from peak

-2.52%

-7.38%

+4.86%

Average Drawdown

Average peak-to-trough decline

-6.31%

-27.40%

+21.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.50%

+0.08%

Volatility

VYMI vs. FTGC - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.69%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 4.76%. This indicates that VYMI 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

VYMIFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

4.76%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

13.37%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

15.78%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

15.97%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

14.72%

+2.16%

VYMI vs. FTGC - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is lower than FTGC's 0.95% expense ratio.

Dividends

VYMI vs. FTGC - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.48%, less than FTGC's 15.52% yield.

PositionTTM2025202420232022202120202019201820172016
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%
VYMI
Vanguard International High Dividend Yield ETF		3.48%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

VYMI 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 VYMI (3.69%). In terms of maximum drawdown, VYMI dropped -40.00% vs FTGC's -59.47%.

On 10-year performance, VYMI leads with 10.62% vs 7.34% for FTGC. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 10.62% return vs 7.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.52%, compared with 3.48% for VYMI.

VYMI is categorized as Dividend, while FTGC is Commodities. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.07% for VYMI and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (2.27 vs 2.14), 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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