ACVF vs. FTAG

Last updated Jun 24, 2026

ACVF (American Conservative Values ETF) and FTAG (First Trust Indxx Global Agriculture ETF) are both Large Cap Blend Equities funds. ACVF is actively managed, while FTAG is passively managed. Over the past 5 years, ACVF returned 11.76%/yr vs 0.85%/yr for FTAG. A 0.56 correlation means they provide meaningful diversification when combined. ACVF charges 0.75%/yr vs 0.70%/yr for FTAG.

Performance

ACVF vs. FTAG - Performance Comparison

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

Returns By Period

In the year-to-date period, ACVF achieves a 8.21% return, which is significantly higher than FTAG's 6.79% return.

ACVF

• 1D: -1.39%
• 1M: -0.01%
• YTD: 8.21%
• 6M: 7.25%
• 1Y: 16.84%
• 3Y*: 18.14%
• 5Y*: 11.76%
• 10Y*: —

FTAG

• 1D: -1.13%
• 1M: -3.74%
• YTD: 6.79%
• 6M: 6.97%
• 1Y: 8.43%
• 3Y*: 3.75%
• 5Y*: 0.85%
• 10Y*: 5.38%

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

ACVF vs. FTAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ACVF American Conservative Values ETF	8.21%	13.67%	20.56%	23.81%	-15.74%	28.84%	14.93%
FTAG First Trust Indxx Global Agriculture ETF	6.79%	14.82%	-6.72%	-7.28%	-4.52%	17.31%	26.62%

Correlation

The correlation between ACVF and FTAG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020	0.56

The correlation between ACVF and FTAG shifts across timeframes, from 0.40 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

ACVF vs. FTAG - Sectors Allocation Comparison

Sectors	ACVF	FTAG
Technology	43.0%	-
Financial Services	10.9%	-
Industrials	10.4%	24.0%
Consumer Cyclical	10.2%	4.2%
Healthcare	7.9%	7.7%
Consumer Defensive	5.4%	8.5%
Communication Services	4.0%	-
Energy	3.1%	-
Utilities	1.9%	-
Real Estate	1.6%	-
Basic Materials	1.5%	55.6%

Return for Risk

ACVF vs. FTAG — Risk / Return Rank

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

ACVF

ACVF Risk / Return Rank: 45
ACVF Sharpe Ratio Rank: 42
ACVF Sortino Ratio Rank: 41
ACVF Omega Ratio Rank: 40
ACVF Calmar Ratio Rank: 47
ACVF Martin Ratio Rank: 53

FTAG

FTAG Risk / Return Rank: 19
FTAG Sharpe Ratio Rank: 18
FTAG Sortino Ratio Rank: 18
FTAG Omega Ratio Rank: 17
FTAG Calmar Ratio Rank: 20
FTAG Martin Ratio Rank: 19

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.

ACVF vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ACVF	FTAG	Difference
Sharpe ratio: Return per unit of total volatility	1.40	0.60	+0.80
Sortino ratio: Return per unit of downside risk	1.97	0.95	+1.02
Omega ratio: Gain probability vs. loss probability	1.25	1.11	+0.14
Calmar ratio: Return relative to maximum drawdown	2.20	0.89	+1.31
Martin ratio: Return relative to average drawdown	8.61	2.04	+6.58

ACVF vs. FTAG - Sharpe Ratio Comparison

The current ACVF Sharpe Ratio is 1.40, which is higher than the FTAG Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ACVF and FTAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ACVF vs. FTAG - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for ACVF and FTAG.

Drawdown Indicators

	ACVF	FTAG	Difference
Max Drawdown Largest peak-to-trough decline	-24.39%	-90.89%	+66.50%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-9.56%	+1.86%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-21.87%	+5.05%
Max Drawdown (5Y) Largest decline over 5 years	-24.39%	-32.77%	+8.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-50.79%	—
Current Drawdown Current decline from peak	-2.67%	-79.35%	+76.68%
Average Drawdown Average peak-to-trough decline	-4.72%	-71.25%	+66.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	4.15%	-2.19%

Volatility

ACVF vs. FTAG - Volatility Comparison

American Conservative Values ETF (ACVF) has a higher volatility of 4.97% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 3.95%. This indicates that ACVF's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACVF	FTAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	3.95%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	10.93%	-1.01%
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	14.17%	-2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.35%	17.41%	-1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.01%	19.60%	-3.59%

ACVF vs. FTAG - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than FTAG's 0.70% expense ratio.

Dividends

ACVF vs. FTAG - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.55%, less than FTAG's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACVF American Conservative Values ETF	0.55%	0.59%	0.59%	0.82%	0.93%	0.61%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%
FTAG First Trust Indxx Global Agriculture ETF	1.42%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%

Frequently Asked Questions

Can I hold both ACVF and FTAG in my portfolio?

ACVF and FTAG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACVF or FTAG?

ACVF has higher volatility (4.97%) compared to FTAG (3.95%). In terms of maximum drawdown, ACVF dropped -24.39% vs FTAG's -90.89%.

Which ETF is better, ACVF or FTAG?

On 5-year performance, ACVF leads with 11.76% vs 0.85% for FTAG. On fees, FTAG is cheaper at 0.70% per year. On volatility, FTAG has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACVF or FTAG?

Over the 5-year period, ACVF has performed better with a 11.76% return vs 0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACVF or FTAG?

FTAG is cheaper with a 0.70% expense ratio, compared with 0.75% for ACVF.

Which ETF pays a higher dividend yield, ACVF or FTAG?

FTAG has the higher dividend yield at 1.42%, compared with 0.55% for ACVF.

What is the main difference between ACVF and FTAG?

They also come from different issuers: Ridgeline Research LLC and First Trust. Their fees differ too: 0.75% for ACVF and 0.70% for FTAG.

Which has better risk-adjusted returns?

ACVF currently has the higher Sharpe Ratio (1.40 vs 0.60), 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.