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DBA vs. FALN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBA and FALN is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

DBA vs. FALN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
35.51%
71.33%
DBA
FALN

Key characteristics

Sharpe Ratio

DBA:

0.58

FALN:

1.04

Sortino Ratio

DBA:

0.90

FALN:

1.48

Omega Ratio

DBA:

1.11

FALN:

1.23

Calmar Ratio

DBA:

0.25

FALN:

1.18

Martin Ratio

DBA:

1.65

FALN:

6.16

Ulcer Index

DBA:

6.18%

FALN:

1.14%

Daily Std Dev

DBA:

17.58%

FALN:

6.74%

Max Drawdown

DBA:

-67.97%

FALN:

-29.22%

Current Drawdown

DBA:

-26.84%

FALN:

-1.79%

Returns By Period

In the year-to-date period, DBA achieves a 3.35% return, which is significantly higher than FALN's 0.32% return.


DBA

YTD

3.35%

1M

3.42%

6M

15.15%

1Y

9.30%

5Y*

17.72%

10Y*

3.34%

FALN

YTD

0.32%

1M

-1.30%

6M

0.74%

1Y

7.25%

5Y*

7.16%

10Y*

N/A

*Annualized

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DBA vs. FALN - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than FALN's 0.25% expense ratio.


Expense ratio chart for DBA: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBA: 0.94%
Expense ratio chart for FALN: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FALN: 0.25%

Risk-Adjusted Performance

DBA vs. FALN — Risk-Adjusted Performance Rank

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

DBA
The Risk-Adjusted Performance Rank of DBA is 5454
Overall Rank
The Sharpe Ratio Rank of DBA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 5353
Martin Ratio Rank

FALN
The Risk-Adjusted Performance Rank of FALN is 8383
Overall Rank
The Sharpe Ratio Rank of FALN is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBA vs. FALN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and iShares Fallen Angels USD Bond ETF (FALN). 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 chart of Sharpe ratio for DBA, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
DBA: 0.58
FALN: 1.04
The chart of Sortino ratio for DBA, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
DBA: 0.90
FALN: 1.48
The chart of Omega ratio for DBA, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
DBA: 1.11
FALN: 1.23
The chart of Calmar ratio for DBA, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.00
DBA: 0.83
FALN: 1.18
The chart of Martin ratio for DBA, currently valued at 1.65, compared to the broader market0.0020.0040.0060.00
DBA: 1.65
FALN: 6.16

The current DBA Sharpe Ratio is 0.58, which is lower than the FALN Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DBA and FALN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.58
1.04
DBA
FALN

Dividends

DBA vs. FALN - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.94%, less than FALN's 6.30% yield.


TTM202420232022202120202019201820172016
DBA
Invesco DB Agriculture Fund
3.94%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%
FALN
iShares Fallen Angels USD Bond ETF
6.30%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Drawdowns

DBA vs. FALN - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for DBA and FALN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.17%
-1.79%
DBA
FALN

Volatility

DBA vs. FALN - Volatility Comparison

Invesco DB Agriculture Fund (DBA) has a higher volatility of 6.78% compared to iShares Fallen Angels USD Bond ETF (FALN) at 5.26%. This indicates that DBA's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.78%
5.26%
DBA
FALN