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FARMX vs. AGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FARMX and AGM is 0.60, 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.


Performance

FARMX vs. AGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Agricultural Productivity Fund (FARMX) and Federal Agricultural Mortgage Corporation (AGM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FARMX:

0.45

AGM:

0.34

Sortino Ratio

FARMX:

0.65

AGM:

0.73

Omega Ratio

FARMX:

1.08

AGM:

1.09

Calmar Ratio

FARMX:

0.22

AGM:

0.46

Martin Ratio

FARMX:

1.28

AGM:

0.98

Ulcer Index

FARMX:

5.26%

AGM:

10.54%

Daily Std Dev

FARMX:

18.47%

AGM:

29.62%

Max Drawdown

FARMX:

-30.27%

AGM:

-94.63%

Current Drawdown

FARMX:

-14.98%

AGM:

-9.22%

Returns By Period

In the year-to-date period, FARMX achieves a 13.13% return, which is significantly higher than AGM's -0.90% return.


FARMX

YTD

13.13%

1M

11.63%

6M

10.99%

1Y

8.08%

5Y*

14.85%

10Y*

N/A

AGM

YTD

-0.90%

1M

11.00%

6M

-4.73%

1Y

9.75%

5Y*

30.99%

10Y*

23.43%

*Annualized

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Risk-Adjusted Performance

FARMX vs. AGM — Risk-Adjusted Performance Rank

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

FARMX
The Risk-Adjusted Performance Rank of FARMX is 3939
Overall Rank
The Sharpe Ratio Rank of FARMX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FARMX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FARMX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FARMX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FARMX is 4141
Martin Ratio Rank

AGM
The Risk-Adjusted Performance Rank of AGM is 6262
Overall Rank
The Sharpe Ratio Rank of AGM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AGM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AGM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AGM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AGM is 6363
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.

FARMX vs. AGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Agricultural Productivity Fund (FARMX) and Federal Agricultural Mortgage Corporation (AGM). 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 current FARMX Sharpe Ratio is 0.45, which is higher than the AGM Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FARMX and AGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FARMX vs. AGM - Dividend Comparison

FARMX's dividend yield for the trailing twelve months is around 2.03%, less than AGM's 2.94% yield.


TTM20242023202220212020201920182017201620152014
FARMX
Fidelity Agricultural Productivity Fund
2.03%2.29%1.33%1.17%0.48%0.43%0.00%0.00%0.00%0.00%0.00%0.00%
AGM
Federal Agricultural Mortgage Corporation
2.94%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%

Drawdowns

FARMX vs. AGM - Drawdown Comparison

The maximum FARMX drawdown since its inception was -30.27%, smaller than the maximum AGM drawdown of -94.63%. Use the drawdown chart below to compare losses from any high point for FARMX and AGM. For additional features, visit the drawdowns tool.


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Volatility

FARMX vs. AGM - Volatility Comparison

The current volatility for Fidelity Agricultural Productivity Fund (FARMX) is 3.57%, while Federal Agricultural Mortgage Corporation (AGM) has a volatility of 7.20%. This indicates that FARMX experiences smaller price fluctuations and is considered to be less risky than AGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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