FTAG vs. ABFL

Last updated Jun 23, 2026

FTAG (First Trust Indxx Global Agriculture ETF) and ABFL (Abacus FCF Leaders ETF) are both Large Cap Blend Equities funds. FTAG is passively managed, while ABFL is actively managed. Over the past 5 years, FTAG returned 1.55%/yr vs 12.94%/yr for ABFL. A 0.51 correlation means they provide meaningful diversification when combined. FTAG charges 0.70%/yr vs 0.49%/yr for ABFL.

Performance

FTAG vs. ABFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Agriculture ETF (FTAG) and Abacus FCF Leaders ETF (ABFL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTAG achieves a 8.00% return, which is significantly lower than ABFL's 18.93% return.

FTAG

• 1D: 0.11%
• 1M: -2.64%
• YTD: 8.00%
• 6M: 8.40%
• 1Y: 10.13%
• 3Y*: 4.14%
• 5Y*: 1.55%
• 10Y*: 5.50%

ABFL

• 1D: 1.39%
• 1M: 3.86%
• YTD: 18.93%
• 6M: 16.87%
• 1Y: 24.51%
• 3Y*: 19.15%
• 5Y*: 12.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAG vs. ABFL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTAG First Trust Indxx Global Agriculture ETF	8.00%	14.82%	-6.72%	-7.28%	-4.52%	17.31%	13.88%	9.05%	-19.46%	11.38%
ABFL Abacus FCF Leaders ETF	18.93%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.11%

Correlation

The correlation between FTAG and ABFL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017	0.51

The correlation between FTAG and ABFL shifts across timeframes, from 0.43 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

FTAG vs. ABFL - Sectors Allocation Comparison

Sectors	FTAG	ABFL
Basic Materials	55.6%	4.0%
Industrials	24.0%	20.2%
Consumer Defensive	8.5%	7.2%
Healthcare	7.7%	11.8%
Consumer Cyclical	4.2%	5.7%
Communication Services	-	3.3%
Energy	-	6.9%
Financial Services	-	2.6%
Real Estate	-	-
Technology	-	38.4%
Utilities	-	-

Return for Risk

FTAG vs. ABFL — Risk / Return Rank

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

FTAG

FTAG Risk / Return Rank: 21
FTAG Sharpe Ratio Rank: 21
FTAG Sortino Ratio Rank: 21
FTAG Omega Ratio Rank: 20
FTAG Calmar Ratio Rank: 23
FTAG Martin Ratio Rank: 21

ABFL

ABFL Risk / Return Rank: 53
ABFL Sharpe Ratio Rank: 45
ABFL Sortino Ratio Rank: 43
ABFL Omega Ratio Rank: 42
ABFL Calmar Ratio Rank: 70
ABFL Martin Ratio Rank: 63

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.

FTAG vs. ABFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Abacus FCF Leaders ETF (ABFL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTAG	ABFL	Difference
Sharpe ratio: Return per unit of total volatility	0.72	1.53	-0.81
Sortino ratio: Return per unit of downside risk	1.12	2.12	-1.00
Omega ratio: Gain probability vs. loss probability	1.13	1.27	-0.13
Calmar ratio: Return relative to maximum drawdown	1.06	3.43	-2.37
Martin ratio: Return relative to average drawdown	2.47	10.98	-8.51

FTAG vs. ABFL - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 0.72, which is lower than the ABFL Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FTAG and ABFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTAG vs. ABFL - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than ABFL's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FTAG and ABFL.

Drawdown Indicators

	FTAG	ABFL	Difference
Max Drawdown Largest peak-to-trough decline	-90.89%	-34.95%	-55.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-7.17%	-2.39%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-19.92%	-1.95%
Max Drawdown (5Y) Largest decline over 5 years	-32.77%	-21.88%	-10.89%
Max Drawdown (10Y) Largest decline over 10 years	-50.79%	—	—
Current Drawdown Current decline from peak	-79.11%	0.00%	-79.11%
Average Drawdown Average peak-to-trough decline	-71.25%	-4.97%	-66.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	2.24%	+1.87%

Volatility

FTAG vs. ABFL - Volatility Comparison

The current volatility for First Trust Indxx Global Agriculture ETF (FTAG) is 3.88%, while Abacus FCF Leaders ETF (ABFL) has a volatility of 5.90%. This indicates that FTAG experiences smaller price fluctuations and is considered to be less risky than ABFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTAG	ABFL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	5.90%	-2.02%
Volatility (6M) Calculated over the trailing 6-month period	10.87%	12.66%	-1.79%
Volatility (1Y) Calculated over the trailing 1-year period	14.15%	16.12%	-1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.40%	17.25%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.65%	18.75%	+0.90%

FTAG vs. ABFL - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is higher than ABFL's 0.49% expense ratio.

Dividends

FTAG vs. ABFL - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.41%, more than ABFL's 0.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABFL Abacus FCF Leaders ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%	0.00%	0.00%
FTAG First Trust Indxx Global Agriculture ETF	1.41%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%

Frequently Asked Questions

Can I hold both FTAG and ABFL in my portfolio?

FTAG and ABFL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTAG or ABFL?

ABFL has higher volatility (5.90%) compared to FTAG (3.88%). In terms of maximum drawdown, FTAG dropped -90.89% vs ABFL's -34.95%.

Which ETF is better, FTAG or ABFL?

On 5-year performance, ABFL leads with 12.94% vs 1.55% for FTAG. On fees, ABFL is cheaper at 0.49% per year. On volatility, FTAG has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTAG or ABFL?

Over the 5-year period, ABFL has performed better with a 12.94% return vs 1.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTAG or ABFL?

ABFL is cheaper with a 0.49% expense ratio, compared with 0.70% for FTAG.

Which ETF pays a higher dividend yield, FTAG or ABFL?

FTAG has the higher dividend yield at 1.41%, compared with 0.53% for ABFL.

What is the main difference between FTAG and ABFL?

They also come from different issuers: First Trust and Abacus. Their fees differ too: 0.70% for FTAG and 0.49% for ABFL.

Which has better risk-adjusted returns?

ABFL currently has the higher Sharpe Ratio (1.53 vs 0.72), 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.