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FTAG vs. DBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTAG and DBA is 0.20, 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.


Performance

FTAG vs. DBA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FTAG:

0.20

DBA:

0.86

Sortino Ratio

FTAG:

0.49

DBA:

1.35

Omega Ratio

FTAG:

1.06

DBA:

1.17

Calmar Ratio

FTAG:

0.05

DBA:

0.37

Martin Ratio

FTAG:

0.74

DBA:

3.16

Ulcer Index

FTAG:

5.98%

DBA:

4.74%

Daily Std Dev

FTAG:

18.09%

DBA:

16.30%

Max Drawdown

FTAG:

-90.88%

DBA:

-67.97%

Current Drawdown

FTAG:

-81.31%

DBA:

-28.14%

Returns By Period

In the year-to-date period, FTAG achieves a 10.94% return, which is significantly higher than DBA's 1.50% return. Over the past 10 years, FTAG has underperformed DBA with an annualized return of -5.18%, while DBA has yielded a comparatively higher 2.95% annualized return.


FTAG

YTD

10.94%

1M

10.04%

6M

6.66%

1Y

3.51%

5Y*

11.78%

10Y*

-5.18%

DBA

YTD

1.50%

1M

2.58%

6M

10.69%

1Y

13.88%

5Y*

16.93%

10Y*

2.95%

*Annualized

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FTAG vs. DBA - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is lower than DBA's 0.94% expense ratio.


Risk-Adjusted Performance

FTAG vs. DBA — Risk-Adjusted Performance Rank

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

FTAG
The Risk-Adjusted Performance Rank of FTAG is 2929
Overall Rank
The Sharpe Ratio Rank of FTAG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAG is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FTAG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FTAG is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FTAG is 3232
Martin Ratio Rank

DBA
The Risk-Adjusted Performance Rank of DBA is 7373
Overall Rank
The Sharpe Ratio Rank of DBA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 7676
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.

FTAG vs. DBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Invesco DB Agriculture Fund (DBA). 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 FTAG Sharpe Ratio is 0.20, which is lower than the DBA Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FTAG and DBA, 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

FTAG vs. DBA - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 2.54%, less than DBA's 4.02% yield.


TTM20242023202220212020201920182017201620152014
FTAG
First Trust Indxx Global Agriculture ETF
2.54%2.90%3.68%1.76%1.58%1.72%2.33%2.16%1.26%0.61%1.36%2.82%
DBA
Invesco DB Agriculture Fund
4.02%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%0.00%

Drawdowns

FTAG vs. DBA - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.88%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for FTAG and DBA. For additional features, visit the drawdowns tool.


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Volatility

FTAG vs. DBA - Volatility Comparison

First Trust Indxx Global Agriculture ETF (FTAG) has a higher volatility of 4.48% compared to Invesco DB Agriculture Fund (DBA) at 3.83%. This indicates that FTAG's price experiences larger fluctuations and is considered to be riskier than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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