PortfoliosLab logoPortfoliosLab logo
BDVG vs. CORN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDVG vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP Berkshire Dividend Growth ETF (BDVG) and Teucrium Corn Fund (CORN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BDVG vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023
BDVG
iMGP Berkshire Dividend Growth ETF
2.25%13.81%11.75%3.25%
CORN
Teucrium Corn Fund
3.78%-5.54%-12.98%-2.79%

Returns By Period

In the year-to-date period, BDVG achieves a 2.25% return, which is significantly lower than CORN's 3.78% return.


BDVG

1D
1.08%
1M
-4.72%
YTD
2.25%
6M
3.26%
1Y
13.27%
3Y*
5Y*
10Y*

CORN

1D
0.60%
1M
2.85%
YTD
3.78%
6M
5.44%
1Y
-0.86%
3Y*
-9.99%
5Y*
1.19%
10Y*
-0.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BDVG vs. CORN - Expense Ratio Comparison

BDVG has a 0.55% expense ratio, which is lower than CORN's 2.19% expense ratio.


Return for Risk

BDVG vs. CORN — Risk / Return Rank

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

BDVG
BDVG Risk / Return Rank: 5353
Overall Rank
BDVG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BDVG Sortino Ratio Rank: 4949
Sortino Ratio Rank
BDVG Omega Ratio Rank: 5555
Omega Ratio Rank
BDVG Calmar Ratio Rank: 4949
Calmar Ratio Rank
BDVG Martin Ratio Rank: 6060
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1010
Sortino Ratio Rank
CORN Omega Ratio Rank: 1010
Omega Ratio Rank
CORN Calmar Ratio Rank: 1212
Calmar Ratio Rank
CORN Martin Ratio Rank: 1212
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.

BDVG vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP Berkshire Dividend Growth ETF (BDVG) and Teucrium Corn Fund (CORN). 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.


BDVGCORNDifference

Sharpe ratio

Return per unit of total volatility

0.91

-0.06

+0.97

Sortino ratio

Return per unit of downside risk

1.31

0.02

+1.29

Omega ratio

Gain probability vs. loss probability

1.20

1.00

+0.20

Calmar ratio

Return relative to maximum drawdown

1.23

-0.02

+1.26

Martin ratio

Return relative to average drawdown

5.84

-0.04

+5.87

BDVG vs. CORN - Sharpe Ratio Comparison

The current BDVG Sharpe Ratio is 0.91, which is higher than the CORN Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of BDVG and CORN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BDVGCORNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

-0.06

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

-0.08

+1.03

Correlation

The correlation between BDVG and CORN is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BDVG vs. CORN - Dividend Comparison

BDVG's dividend yield for the trailing twelve months is around 1.67%, while CORN has not paid dividends to shareholders.


TTM202520242023
BDVG
iMGP Berkshire Dividend Growth ETF
1.67%1.75%1.69%0.95%
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%

Drawdowns

BDVG vs. CORN - Drawdown Comparison

The maximum BDVG drawdown since its inception was -14.46%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for BDVG and CORN.


Loading graphics...

Drawdown Indicators


BDVGCORNDifference

Max Drawdown

Largest peak-to-trough decline

-14.46%

-78.09%

+63.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-14.66%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

Current Drawdown

Current decline from peak

-4.92%

-65.07%

+60.15%

Average Drawdown

Average peak-to-trough decline

-2.41%

-50.93%

+48.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

9.11%

-6.63%

Volatility

BDVG vs. CORN - Volatility Comparison

The current volatility for iMGP Berkshire Dividend Growth ETF (BDVG) is 3.48%, while Teucrium Corn Fund (CORN) has a volatility of 5.59%. This indicates that BDVG experiences smaller price fluctuations and is considered to be less risky than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BDVGCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

5.59%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

9.96%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

14.53%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.99%

21.07%

-9.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.99%

19.51%

-7.52%