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FTAG vs. FPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTAG vs. FPI - Performance Comparison

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

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FTAG vs. FPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-6.72%-7.28%-4.52%17.31%13.88%9.05%-19.46%24.88%
FPI
Farmland Partners Inc.
16.61%-14.11%5.66%3.99%6.09%39.70%32.09%53.84%-45.13%-17.84%

Returns By Period

In the year-to-date period, FTAG achieves a 12.56% return, which is significantly lower than FPI's 16.61% return. Over the past 10 years, FTAG has outperformed FPI with an annualized return of 5.78%, while FPI has yielded a comparatively lower 4.84% annualized 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%

FPI

1D
1.35%
1M
-13.88%
YTD
16.61%
6M
6.57%
1Y
5.10%
3Y*
8.41%
5Y*
4.22%
10Y*
4.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FTAG vs. FPI — Risk / Return Rank

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

FTAG
FTAG Risk / Return Rank: 7575
Overall Rank
FTAG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTAG Omega Ratio Rank: 7373
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6666
Martin Ratio Rank

FPI
FPI Risk / Return Rank: 4646
Overall Rank
FPI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FPI Sortino Ratio Rank: 4242
Sortino Ratio Rank
FPI Omega Ratio Rank: 4141
Omega Ratio Rank
FPI Calmar Ratio Rank: 4949
Calmar Ratio Rank
FPI Martin Ratio Rank: 4848
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.

FTAG vs. FPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Farmland Partners Inc. (FPI). 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.


FTAGFPIDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.21

+1.17

Sortino ratio

Return per unit of downside risk

2.02

0.45

+1.57

Omega ratio

Gain probability vs. loss probability

1.27

1.06

+0.21

Calmar ratio

Return relative to maximum drawdown

2.15

0.25

+1.89

Martin ratio

Return relative to average drawdown

6.59

0.52

+6.07

FTAG vs. FPI - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 1.39, which is higher than the FPI Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FTAG and FPI, 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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Sharpe Ratios by Period


FTAGFPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.21

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.15

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.14

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.09

-0.42

Correlation

The correlation between FTAG and FPI is 0.22, 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

FTAG vs. FPI - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.35%, less than FPI's 3.92% yield.


TTM20252024202320222021202020192018201720162015
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%
FPI
Farmland Partners Inc.
3.92%4.54%11.31%3.61%1.85%1.67%2.30%2.95%7.82%5.88%4.57%4.54%

Drawdowns

FTAG vs. FPI - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than FPI's maximum drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for FTAG and FPI.


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Drawdown Indicators


FTAGFPIDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-59.77%

-31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-19.41%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

-39.88%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

-57.44%

+6.65%

Current Drawdown

Current decline from peak

-78.23%

-14.66%

-63.57%

Average Drawdown

Average peak-to-trough decline

-71.17%

-23.73%

-47.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

9.54%

-5.87%

Volatility

FTAG vs. FPI - Volatility Comparison

The current volatility for First Trust Indxx Global Agriculture ETF (FTAG) is 5.76%, while Farmland Partners Inc. (FPI) has a volatility of 9.20%. This indicates that FTAG experiences smaller price fluctuations and is considered to be less risky than FPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAGFPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

9.20%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

17.04%

-6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

24.10%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

28.72%

-11.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

35.56%

-15.63%