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

Key characteristics


FTAGTAGS
YTD Return-3.22%-10.64%
1Y Return1.75%-15.72%
3Y Return (Ann)-5.33%-0.88%
5Y Return (Ann)2.63%6.80%
10Y Return (Ann)-6.68%-2.83%
Sharpe Ratio0.00-1.25
Sortino Ratio0.11-1.75
Omega Ratio1.010.82
Calmar Ratio0.00-0.25
Martin Ratio0.01-1.19
Ulcer Index4.58%13.55%
Daily Std Dev14.26%12.86%
Max Drawdown-90.88%-76.40%
Current Drawdown-82.52%-60.76%

Correlation

-0.50.00.51.00.1

The correlation between FTAG and TAGS is 0.10, 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. TAGS - Performance Comparison

In the year-to-date period, FTAG achieves a -3.22% return, which is significantly higher than TAGS's -10.64% return. Over the past 10 years, FTAG has underperformed TAGS with an annualized return of -6.68%, while TAGS has yielded a comparatively higher -2.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-3.18%
-8.57%
FTAG
TAGS

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FTAG vs. TAGS - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is higher than TAGS's 0.21% expense ratio.


FTAG
First Trust Indxx Global Agriculture ETF
Expense ratio chart for FTAG: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for TAGS: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Risk-Adjusted Performance

FTAG vs. TAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Teucrium Agricultural Fund (TAGS). 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
Sharpe ratio
The chart of Sharpe ratio for FTAG, currently valued at 0.08, compared to the broader market-2.000.002.004.006.000.08
Sortino ratio
The chart of Sortino ratio for FTAG, currently valued at 0.22, compared to the broader market0.005.0010.000.22
Omega ratio
The chart of Omega ratio for FTAG, currently valued at 1.02, compared to the broader market1.001.502.002.503.001.02
Calmar ratio
The chart of Calmar ratio for FTAG, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.02
Martin ratio
The chart of Martin ratio for FTAG, currently valued at 0.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.25
TAGS
Sharpe ratio
The chart of Sharpe ratio for TAGS, currently valued at -1.25, compared to the broader market-2.000.002.004.006.00-1.25
Sortino ratio
The chart of Sortino ratio for TAGS, currently valued at -1.75, compared to the broader market0.005.0010.00-1.75
Omega ratio
The chart of Omega ratio for TAGS, currently valued at 0.82, compared to the broader market1.001.502.002.503.000.82
Calmar ratio
The chart of Calmar ratio for TAGS, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.25
Martin ratio
The chart of Martin ratio for TAGS, currently valued at -1.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-1.19

FTAG vs. TAGS - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 0.00, which is higher than the TAGS Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of FTAG and TAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.50-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
0.08
-1.25
FTAG
TAGS

Dividends

FTAG vs. TAGS - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 2.04%, while TAGS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FTAG
First Trust Indxx Global Agriculture ETF
2.04%3.68%1.76%1.58%1.72%2.33%2.16%1.26%0.61%1.36%2.82%1.65%
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTAG vs. TAGS - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.88%, which is greater than TAGS's maximum drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for FTAG and TAGS. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-68.85%
-60.76%
FTAG
TAGS

Volatility

FTAG vs. TAGS - Volatility Comparison

First Trust Indxx Global Agriculture ETF (FTAG) has a higher volatility of 3.73% compared to Teucrium Agricultural Fund (TAGS) at 3.06%. This indicates that FTAG's price experiences larger fluctuations and is considered to be riskier than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.73%
3.06%
FTAG
TAGS