PortfoliosLab logoPortfoliosLab logo
DBA vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBA vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DBA vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
7.05%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
VOOG
Vanguard S&P 500 Growth ETF
-8.17%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, DBA achieves a 7.05% return, which is significantly higher than VOOG's -8.17% return. Over the past 10 years, DBA has underperformed VOOG with an annualized return of 4.49%, while VOOG has yielded a comparatively higher 15.71% annualized return.


DBA

1D
0.74%
1M
5.00%
YTD
7.05%
6M
5.78%
1Y
7.46%
3Y*
14.68%
5Y*
12.86%
10Y*
4.49%

VOOG

1D
4.02%
1M
-5.34%
YTD
-8.17%
6M
-6.12%
1Y
22.53%
3Y*
21.80%
5Y*
12.17%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VOOG - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

DBA vs. VOOG — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 3232
Overall Rank
DBA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3535
Sortino Ratio Rank
DBA Omega Ratio Rank: 3030
Omega Ratio Rank
DBA Calmar Ratio Rank: 3737
Calmar Ratio Rank
DBA Martin Ratio Rank: 2424
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6666
Overall Rank
VOOG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6565
Omega Ratio Rank
VOOG Calmar Ratio Rank: 7070
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6969
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. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Vanguard S&P 500 Growth ETF (VOOG). 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.


DBAVOOGDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.02

-0.40

Sortino ratio

Return per unit of downside risk

0.97

1.58

-0.61

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.11

Calmar ratio

Return relative to maximum drawdown

0.87

1.66

-0.80

Martin ratio

Return relative to average drawdown

1.63

6.53

-4.90

DBA vs. VOOG - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.62, which is lower than the VOOG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DBA and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DBAVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.02

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.58

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.76

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.83

-0.75

Correlation

The correlation between DBA and VOOG 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.


Dividends

DBA vs. VOOG - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.34%, more than VOOG's 0.54% yield.


TTM20252024202320222021202020192018201720162015
DBA
Invesco DB Agriculture Fund
3.34%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.54%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

DBA vs. VOOG - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for DBA and VOOG.


Loading graphics...

Drawdown Indicators


DBAVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-32.73%

-35.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-13.71%

+5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-32.73%

+16.79%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-32.73%

-8.43%

Current Drawdown

Current decline from peak

-24.64%

-10.25%

-14.39%

Average Drawdown

Average peak-to-trough decline

-41.26%

-5.00%

-36.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.50%

+0.76%

Volatility

DBA vs. VOOG - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.55%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.15%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DBAVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

7.15%

-4.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

12.62%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

22.25%

-10.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

21.16%

-6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

20.65%

-7.52%