CORN vs. YFYA

Last updated Jun 4, 2026

CORN (Teucrium Corn Fund) and YFYA (Yields for You Income Strategy A ETF) are both exchange-traded funds - CORN is a Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while YFYA is a Ultrashort Bond fund actively managed by Teucrium. CORN is passively managed, while YFYA is actively managed. Over the past year, CORN returned -4.06% vs 5.38% for YFYA. At a correlation of -0.04, they often move in opposite directions. CORN charges 2.19%/yr vs 1.16%/yr for YFYA.

Performance

CORN vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CORN achieves a -1.47% return, which is significantly lower than YFYA's 2.34% return.

CORN

• 1D: -1.36%
• 1M: -8.63%
• YTD: -1.47%
• 6M: -1.91%
• 1Y: -4.06%
• 3Y*: -9.83%
• 5Y*: -3.99%
• 10Y*: -2.61%

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CORN vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
CORN Teucrium Corn Fund	-1.47%	-10.41%
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%

Correlation

The correlation between CORN and YFYA is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	-0.04

Return for Risk

CORN vs. YFYA — Risk / Return Rank

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

CORN

CORN Risk / Return Rank: 6
CORN Sharpe Ratio Rank: 6
CORN Sortino Ratio Rank: 6
CORN Omega Ratio Rank: 6
CORN Calmar Ratio Rank: 5
CORN Martin Ratio Rank: 5

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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.

CORN vs. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Yields for You Income Strategy A ETF (YFYA). 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.

	CORN	YFYA	Difference
Sharpe ratio Return per unit of total volatility	-0.27	1.50	-1.77
Sortino ratio Return per unit of downside risk	-0.26	2.21	-2.47
Omega ratio Gain probability vs. loss probability	0.97	1.40	-0.43
Calmar ratio Return relative to maximum drawdown	-0.40	3.35	-3.75
Martin ratio Return relative to average drawdown	-0.79	15.29	-16.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CORN vs. YFYA - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is lower than the YFYA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CORN and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CORN	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	1.50	-1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	1.10	-1.20

Drawdowns

CORN vs. YFYA - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than YFYA's maximum drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for CORN and YFYA.

Drawdown Indicators

	CORN	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-78.09%	-2.29%	-75.80%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-1.61%	-8.65%
Max Drawdown (3Y) Largest decline over 3 years	-38.57%	—	—
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	-66.83%	0.00%	-66.83%
Average Drawdown Average peak-to-trough decline	-51.08%	-0.33%	-50.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.18%	0.35%	+4.83%

Volatility

CORN vs. YFYA - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to Yields for You Income Strategy A ETF (YFYA) at 1.14%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORN	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	1.14%	+5.28%
Volatility (6M) Calculated over the trailing 6-month period	11.50%	3.35%	+8.15%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	3.59%	+11.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.21%	3.59%	+16.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.40%	3.59%	+15.81%

CORN vs. YFYA - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than YFYA's 1.16% expense ratio.

Dividends

CORN vs. YFYA - Dividend Comparison

CORN has not paid dividends to shareholders, while YFYA's dividend yield for the trailing twelve months is around 5.14%.

Position	TTM	2025
CORN Teucrium Corn Fund	0.00%	0.00%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%

Frequently Asked Questions

Can I hold both CORN and YFYA in my portfolio?

CORN and YFYA have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CORN or YFYA?

CORN has higher volatility (6.42%) compared to YFYA (1.14%). In terms of maximum drawdown, CORN dropped -78.09% vs YFYA's -2.29%.

Which ETF is better, CORN or YFYA?

On 1-year performance, YFYA leads with 5.38% vs -4.06% for CORN. On fees, YFYA is cheaper at 1.16% per year. On volatility, YFYA has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CORN or YFYA?

Over the 1-year period, YFYA has performed better with a 5.38% return vs -4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CORN or YFYA?

YFYA is cheaper with a 1.16% expense ratio, compared with 2.19% for CORN.

Which ETF pays a higher dividend yield, CORN or YFYA?

YFYA has the higher dividend yield at 5.14%, compared with 0.00% for CORN.

What is the main difference between CORN and YFYA?

CORN is categorized as Agricultural Commodities, while YFYA is Ultrashort Bond. Their fees differ too: 2.19% for CORN and 1.16% for YFYA.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.50 vs -0.27), 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.