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DBA vs. TAFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. TAFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and AB Tax-Aware Intermediate Municipal ETF (TAFM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBA achieves a 4.58% return, which is significantly higher than TAFM's 1.99% return.


DBA

1D
-0.63%
1M
-5.92%
YTD
4.58%
6M
4.51%
1Y
2.80%
3Y*
13.02%
5Y*
9.73%
10Y*
3.35%

TAFM

1D
0.08%
1M
0.81%
YTD
1.99%
6M
2.26%
1Y
7.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. TAFM - Yearly Performance Comparison


2026 (YTD)202520242023
DBA
Invesco DB Agriculture Fund
4.58%-0.56%33.45%-0.14%
TAFM
AB Tax-Aware Intermediate Municipal ETF
1.99%4.21%2.54%1.51%

Correlation

The correlation between DBA and TAFM is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2023

-0.05

The correlation between DBA and TAFM shifts across timeframes, from -0.17 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. TAFM — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 1313
Overall Rank
DBA Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1212
Sortino Ratio Rank
DBA Omega Ratio Rank: 1212
Omega Ratio Rank
DBA Calmar Ratio Rank: 1313
Calmar Ratio Rank
DBA Martin Ratio Rank: 1212
Martin Ratio Rank

TAFM
TAFM Risk / Return Rank: 6666
Overall Rank
TAFM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TAFM Sortino Ratio Rank: 7474
Sortino Ratio Rank
TAFM Omega Ratio Rank: 7878
Omega Ratio Rank
TAFM Calmar Ratio Rank: 5454
Calmar Ratio Rank
TAFM Martin Ratio Rank: 5656
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.

DBA vs. TAFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and AB Tax-Aware Intermediate Municipal ETF (TAFM). 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.


DBATAFMDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

1.05

1.46

-0.41

Calmar ratioReturn relative to maximum drawdown

0.35

2.66

-2.31

Martin ratioReturn relative to average drawdown

0.69

9.49

-8.81

DBA vs. TAFM - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.26, which is lower than the TAFM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DBA and TAFM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBATAFMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

2.24

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.85

-0.77

Drawdowns

DBA vs. TAFM - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than TAFM's maximum drawdown of -4.74%. Use the drawdown chart below to compare losses from any high point for DBA and TAFM.


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Drawdown Indicators


DBATAFMDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-4.74%

-63.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-2.69%

-5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

Current Drawdown

Current decline from peak

-26.37%

-0.28%

-26.09%

Average Drawdown

Average peak-to-trough decline

-41.10%

-0.95%

-40.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

0.75%

+3.34%

Volatility

DBA vs. TAFM - Volatility Comparison

Invesco DB Agriculture Fund (DBA) has a higher volatility of 4.15% compared to AB Tax-Aware Intermediate Municipal ETF (TAFM) at 1.00%. This indicates that DBA's price experiences larger fluctuations and is considered to be riskier than TAFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBATAFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

1.00%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

2.03%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

3.22%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

4.95%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

4.95%

+8.14%

DBA vs. TAFM - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than TAFM's 0.28% expense ratio.


Dividends

DBA vs. TAFM - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.42%, less than TAFM's 3.63% yield.


PositionTTM20252024202320222021202020192018
DBA
Invesco DB Agriculture Fund
3.42%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%
TAFM
AB Tax-Aware Intermediate Municipal ETF
3.63%3.51%3.35%0.18%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBA and TAFM have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBA has higher volatility (4.15%) compared to TAFM (1.00%). In terms of maximum drawdown, DBA dropped -67.97% vs TAFM's -4.74%.

On 1-year performance, TAFM leads with 7.13% vs 2.80% for DBA. On fees, TAFM is cheaper at 0.28% per year. On volatility, TAFM has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TAFM has performed better with a 7.13% return vs 2.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAFM is cheaper with a 0.28% expense ratio, compared with 0.94% for DBA.

TAFM has the higher dividend yield at 3.63%, compared with 3.42% for DBA.

DBA is categorized as Agricultural Commodities, while TAFM is Municipal Bonds. They also come from different issuers: Invesco and AllianceBernstein. Their fees differ too: 0.94% for DBA and 0.28% for TAFM.

TAFM currently has the higher Sharpe Ratio (2.24 vs 0.26), 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.

Portfolio Optimizer

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