CANE vs. FDEGX

In the year-to-date period, CANE achieves a -7.02% return, which is significantly lower than FDEGX's 27.88% return. Over the past 10 years, CANE has underperformed FDEGX with an annualized return of -0.53%, while FDEGX has yielded a comparatively higher 8.58% annualized return.

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CANE has a 1.88% expense ratio, which is higher than FDEGX's 0.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Fidelity Growth Strategies Fund (FDEGX). 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.

The current CANE Sharpe Ratio is -0.37, which is lower than the FDEGX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of CANE and FDEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CANE has not paid dividends to shareholders, while FDEGX's dividend yield for the trailing twelve months is around 0.04%.

The maximum CANE drawdown since its inception was -81.30%, smaller than the maximum FDEGX drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for CANE and FDEGX. For additional features, visit the drawdowns tool.

The current volatility for Teucrium Sugar Fund (CANE) is 5.23%, while Fidelity Growth Strategies Fund (FDEGX) has a volatility of 6.87%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than FDEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.