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AAUS vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAUS vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect US Equity ETF (AAUS) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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AAUS vs. FTAG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AAUS achieves a -4.94% return, which is significantly lower than FTAG's 12.78% return.


AAUS

1D
2.86%
1M
-4.75%
YTD
-4.94%
6M
-2.62%
1Y
3Y*
5Y*
10Y*

FTAG

1D
0.20%
1M
-0.68%
YTD
12.78%
6M
16.01%
1Y
23.51%
3Y*
3.20%
5Y*
1.71%
10Y*
5.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAUS vs. FTAG - Expense Ratio Comparison

AAUS has a 0.15% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Return for Risk

AAUS vs. FTAG — Risk / Return Rank

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

AAUS

FTAG
FTAG Risk / Return Rank: 7171
Overall Rank
FTAG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6262
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.

AAUS vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect US Equity ETF (AAUS) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AAUS vs. FTAG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AAUSFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

-0.33

+0.82

Correlation

The correlation between AAUS and FTAG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AAUS vs. FTAG - Dividend Comparison

AAUS's dividend yield for the trailing twelve months is around 0.39%, less than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
AAUS
Alpha Architect US Equity ETF
0.39%0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

AAUS vs. FTAG - Drawdown Comparison

The maximum AAUS drawdown since its inception was -9.13%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for AAUS and FTAG.


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Drawdown Indicators


AAUSFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-9.13%

-90.89%

+81.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-6.53%

-78.19%

+71.66%

Average Drawdown

Average peak-to-trough decline

-1.40%

-71.17%

+69.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

Volatility

AAUS vs. FTAG - Volatility Comparison


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Volatility by Period


AAUSFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

17.49%

-4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

17.38%

-4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.79%

19.92%

-7.13%