FTAG vs. BLCR

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Indxx Global Agriculture ETF (FTAG) and Blackrock Large Cap Core ETF (BLCR).

FTAG and BLCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTAG is a passively managed fund by First Trust that tracks the performance of the Indxx Global Agriculture Index. It was launched on Mar 12, 2010. BLCR is an actively managed fund by BlackRock. It was launched on Oct 24, 2023.

Performance

FTAG vs. BLCR - Performance Comparison

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

FTAG vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTAG First Trust Indxx Global Agriculture ETF	12.56%	14.82%	-6.72%	6.38%
BLCR Blackrock Large Cap Core ETF	-3.06%	30.93%	17.07%	14.18%

Returns By Period

In the year-to-date period, FTAG achieves a 12.56% return, which is significantly higher than BLCR's -3.06% return.

FTAG

• 1D: 1.73%
• 1M: -2.03%
• YTD: 12.56%
• 6M: 14.76%
• 1Y: 24.13%
• 3Y*: 3.13%
• 5Y*: 1.67%
• 10Y*: 5.78%

BLCR

• 1D: 3.51%
• 1M: -5.06%
• YTD: -3.06%
• 6M: 2.52%
• 1Y: 34.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTAG vs. BLCR - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is higher than BLCR's 0.36% expense ratio.

FTAG

First Trust Indxx Global Agriculture ETF

BLCR

Blackrock Large Cap Core ETF

Return for Risk

FTAG vs. BLCR — Risk / Return Rank

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

FTAG

FTAG Risk / Return Rank: 75
FTAG Sharpe Ratio Rank: 76
FTAG Sortino Ratio Rank: 79
FTAG Omega Ratio Rank: 73
FTAG Calmar Ratio Rank: 79
FTAG Martin Ratio Rank: 66

BLCR

BLCR Risk / Return Rank: 87
BLCR Sharpe Ratio Rank: 84
BLCR Sortino Ratio Rank: 86
BLCR Omega Ratio Rank: 85
BLCR Calmar Ratio Rank: 89
BLCR Martin Ratio Rank: 91

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. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Blackrock Large Cap Core ETF (BLCR). 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.

	FTAG	BLCR	Difference
Sharpe ratio Return per unit of total volatility	1.39	1.64	-0.26
Sortino ratio Return per unit of downside risk	2.02	2.29	-0.26
Omega ratio Gain probability vs. loss probability	1.27	1.34	-0.07
Calmar ratio Return relative to maximum drawdown	2.15	2.89	-0.74
Martin ratio Return relative to average drawdown	6.59	12.09	-5.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTAG vs. BLCR - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 1.39, which is comparable to the BLCR Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FTAG and BLCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FTAG	BLCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	1.64	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	1.40	-1.73

Correlation

The correlation between FTAG and BLCR is 0.43, 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.

Dividends

FTAG vs. BLCR - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.35%, more than BLCR's 0.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTAG First Trust Indxx Global Agriculture ETF	1.35%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%
BLCR Blackrock Large Cap Core ETF	0.28%	0.33%	0.75%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FTAG vs. BLCR - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than BLCR's maximum drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for FTAG and BLCR.

Drawdown Indicators

	FTAG	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-90.89%	-21.29%	-69.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.26%	-12.13%	+0.87%
Max Drawdown (5Y) Largest decline over 5 years	-32.77%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.79%	—	—
Current Drawdown Current decline from peak	-78.23%	-7.11%	-71.12%
Average Drawdown Average peak-to-trough decline	-71.17%	-2.28%	-68.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	2.90%	+0.77%

Volatility

FTAG vs. BLCR - Volatility Comparison

The current volatility for First Trust Indxx Global Agriculture ETF (FTAG) is 5.76%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 7.06%. This indicates that FTAG experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTAG	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	7.06%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	12.45%	-1.70%
Volatility (1Y) Calculated over the trailing 1-year period	17.49%	21.12%	-3.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.38%	17.59%	-0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.93%	17.59%	+2.34%