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

Correlation

The correlation between DBA and FTGC is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

DBA vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
14.08%
8.79%
DBA
FTGC

Key characteristics

Sharpe Ratio

DBA:

1.99

FTGC:

1.33

Sortino Ratio

DBA:

2.63

FTGC:

1.97

Omega Ratio

DBA:

1.34

FTGC:

1.23

Calmar Ratio

DBA:

0.74

FTGC:

0.83

Martin Ratio

DBA:

6.19

FTGC:

4.05

Ulcer Index

DBA:

5.55%

FTGC:

3.82%

Daily Std Dev

DBA:

17.28%

FTGC:

11.60%

Max Drawdown

DBA:

-67.97%

FTGC:

-59.47%

Current Drawdown

DBA:

-29.18%

FTGC:

-6.90%

Returns By Period

In the year-to-date period, DBA achieves a 0.04% return, which is significantly lower than FTGC's 4.55% return. Over the past 10 years, DBA has underperformed FTGC with an annualized return of 2.44%, while FTGC has yielded a comparatively higher 2.73% annualized return.


DBA

YTD

0.04%

1M

0.32%

6M

14.08%

1Y

31.78%

5Y*

12.13%

10Y*

2.44%

FTGC

YTD

4.55%

1M

6.11%

6M

8.79%

1Y

14.31%

5Y*

11.24%

10Y*

2.73%

*Annualized

Compare stocks, funds, or ETFs

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


DBA vs. FTGC - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is lower than FTGC's 0.95% expense ratio.


FTGC
First Trust Global Tactical Commodity Strategy Fund
Expense ratio chart for FTGC: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for DBA: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%

Risk-Adjusted Performance

DBA vs. FTGC — 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 6161
Overall Rank
The Sharpe Ratio Rank of DBA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 5353
Martin Ratio Rank

FTGC
The Risk-Adjusted Performance Rank of FTGC is 4646
Overall Rank
The Sharpe Ratio Rank of FTGC is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FTGC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FTGC is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FTGC is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FTGC is 3939
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. FTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


Sharpe ratio
The chart of Sharpe ratio for DBA, currently valued at 1.99, compared to the broader market0.002.004.001.991.33
The chart of Sortino ratio for DBA, currently valued at 2.63, compared to the broader market0.005.0010.002.631.97
The chart of Omega ratio for DBA, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.23
The chart of Calmar ratio for DBA, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.001.460.83
The chart of Martin ratio for DBA, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.006.194.05
DBA
FTGC

The current DBA Sharpe Ratio is 1.99, which is higher than the FTGC Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DBA and FTGC, 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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.99
1.33
DBA
FTGC

Dividends

DBA vs. FTGC - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 4.08%, more than FTGC's 2.93% yield.


TTM20242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
4.08%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%
FTGC
First Trust Global Tactical Commodity Strategy Fund
2.93%3.06%3.34%10.35%7.21%0.00%0.81%0.80%1.21%

Drawdowns

DBA vs. FTGC - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for DBA and FTGC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.56%
-6.90%
DBA
FTGC

Volatility

DBA vs. FTGC - Volatility Comparison

Invesco DB Agriculture Fund (DBA) has a higher volatility of 4.33% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 3.76%. This indicates that DBA's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.33%
3.76%
DBA
FTGC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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