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First Trust Indxx Global Agriculture ETF (FTAG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33734X8121

CUSIP

33734X812

Issuer

First Trust

Inception Date

Mar 12, 2010

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Indxx Global Agriculture Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FTAG features an expense ratio of 0.70%, falling within the medium range.


Expense ratio chart for FTAG: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FTAG vs. TAGS FTAG vs. DBA
Popular comparisons:
FTAG vs. TAGS FTAG vs. DBA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Indxx Global Agriculture ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.34%
9.66%
FTAG (First Trust Indxx Global Agriculture ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Indxx Global Agriculture ETF had a return of -7.50% year-to-date (YTD) and -6.75% in the last 12 months. Over the past 10 years, First Trust Indxx Global Agriculture ETF had an annualized return of -6.34%, while the S&P 500 had an annualized return of 11.11%, indicating that First Trust Indxx Global Agriculture ETF did not perform as well as the benchmark.


FTAG

YTD

-7.50%

1M

-5.12%

6M

-5.37%

1Y

-6.75%

5Y*

1.95%

10Y*

-6.34%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of FTAG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.72%1.65%5.82%-2.94%1.13%-1.98%1.64%1.40%4.04%-4.90%0.03%-7.50%
20238.23%-4.08%-1.84%-1.27%-8.83%5.17%6.78%-4.15%-5.19%-6.93%0.51%5.88%-7.28%
20222.09%-0.48%8.12%-4.94%2.80%-15.63%6.23%1.19%-9.19%9.73%5.99%-7.14%-4.52%
20215.42%5.17%3.36%2.23%1.07%-3.98%-0.49%-0.24%-0.04%2.79%-4.32%5.72%17.29%
2020-7.80%-8.76%-18.70%11.73%4.48%3.25%5.47%7.85%-0.11%-3.88%19.18%6.16%13.90%
20197.78%-0.29%-3.84%6.04%-11.07%9.94%-0.95%-4.91%3.76%2.24%-1.42%3.38%9.08%
20184.62%-4.72%-5.14%1.35%1.74%-3.51%1.64%-0.49%-1.36%-9.95%1.53%-6.13%-19.45%
20175.56%-0.56%3.32%0.96%1.51%0.09%2.26%-2.06%6.48%3.25%0.29%1.69%24.92%
2016-8.37%0.52%6.49%4.15%-2.34%-1.89%3.78%3.96%-2.25%1.53%0.97%3.96%10.02%
2015-1.50%8.39%-13.22%4.13%-2.93%-10.82%-20.44%-2.43%-15.89%10.55%-13.90%-17.92%-57.39%
2014-2.68%0.25%2.23%3.18%2.23%2.89%3.32%-2.92%-14.60%-5.29%0.05%-6.15%-17.54%
20135.69%-4.55%-8.20%-7.20%-6.62%-6.24%10.26%2.37%2.56%-1.01%-0.31%-1.12%-15.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTAG is 5, meaning it’s performing worse than 95% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTAG is 55
Overall Rank
The Sharpe Ratio Rank of FTAG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAG is 55
Sortino Ratio Rank
The Omega Ratio Rank of FTAG is 55
Omega Ratio Rank
The Calmar Ratio Rank of FTAG is 99
Calmar Ratio Rank
The Martin Ratio Rank of FTAG is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FTAG, currently valued at -0.48, compared to the broader market0.002.004.00-0.482.07
The chart of Sortino ratio for FTAG, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.0010.00-0.572.76
The chart of Omega ratio for FTAG, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.39
The chart of Calmar ratio for FTAG, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.083.05
The chart of Martin ratio for FTAG, currently valued at -1.28, compared to the broader market0.0020.0040.0060.0080.00100.00-1.2813.27
FTAG
^GSPC

The current First Trust Indxx Global Agriculture ETF Sharpe ratio is -0.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Indxx Global Agriculture ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.48
2.07
FTAG (First Trust Indxx Global Agriculture ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Indxx Global Agriculture ETF provided a 2.92% dividend yield over the last twelve months, with an annual payout of $0.67 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.67$0.94$0.50$0.48$0.45$0.55$0.48$0.36$0.14$0.29$1.40$1.02

Dividend yield

2.92%3.68%1.76%1.58%1.72%2.33%2.16%1.26%0.61%1.36%2.82%1.65%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Indxx Global Agriculture ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.26$0.00$0.00$0.07$0.00$0.00$0.33$0.67
2023$0.00$0.00$0.00$0.00$0.00$0.75$0.00$0.00$0.04$0.00$0.00$0.16$0.94
2022$0.00$0.00$0.05$0.00$0.00$0.25$0.00$0.00$0.03$0.00$0.00$0.17$0.50
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.08$0.00$0.00$0.16$0.48
2020$0.00$0.00$0.01$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.11$0.45
2019$0.00$0.00$0.08$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.05$0.55
2018$0.00$0.00$0.03$0.00$0.00$0.20$0.00$0.00$0.09$0.00$0.00$0.17$0.48
2017$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.08$0.00$0.00$0.05$0.36
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.09$0.14
2015$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.21$0.29
2014$0.00$0.00$0.20$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.87$1.40
2013$0.03$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.93$1.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.29%
-1.91%
FTAG (First Trust Indxx Global Agriculture ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Indxx Global Agriculture ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Indxx Global Agriculture ETF was 90.88%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current First Trust Indxx Global Agriculture ETF drawdown is 83.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.88%Jan 4, 20112050Mar 18, 2020
-29.2%Apr 16, 201053Jul 1, 201085Nov 4, 2010138
-10.96%Nov 9, 201015Nov 30, 201020Dec 29, 201035
-4.12%Mar 18, 20106Mar 25, 20104Mar 31, 201010
-2.55%Mar 15, 20101Mar 15, 20102Mar 17, 20103

Volatility

Volatility Chart

The current First Trust Indxx Global Agriculture ETF volatility is 4.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.60%
3.82%
FTAG (First Trust Indxx Global Agriculture ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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