FTAG vs. TYLD
FTAG (First Trust Indxx Global Agriculture ETF) and TYLD (Cambria Tactical Yield ETF) are both exchange-traded funds - FTAG is a Large Cap Blend Equities fund tracking the Indxx Global Agriculture Index, while TYLD is a fund fund actively managed by Cambria. FTAG is passively managed, while TYLD is actively managed. Over the past year, FTAG returned 11.54% vs 3.96% for TYLD. At a correlation of -0.06, they often move in opposite directions. FTAG charges 0.70%/yr vs 0.59%/yr for TYLD.
Performance
FTAG vs. TYLD - Performance Comparison
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Returns By Period
In the year-to-date period, FTAG achieves a 8.59% return, which is significantly higher than TYLD's 1.46% return.
FTAG
- 1D
- -1.95%
- 1M
- -5.52%
- YTD
- 8.59%
- 6M
- 10.31%
- 1Y
- 11.54%
- 3Y*
- 4.49%
- 5Y*
- 0.27%
- 10Y*
- 4.86%
TYLD
- 1D
- -0.04%
- 1M
- 0.38%
- YTD
- 1.46%
- 6M
- 1.76%
- 1Y
- 3.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTAG vs. TYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTAG First Trust Indxx Global Agriculture ETF | 8.59% | 14.82% | -5.40% |
TYLD Cambria Tactical Yield ETF | 1.46% | 4.05% | 5.15% |
Correlation
The correlation between FTAG and TYLD is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024 | -0.06 |
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Return for Risk
FTAG vs. TYLD — Risk / Return Rank
FTAG
TYLD
FTAG vs. TYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Cambria Tactical Yield ETF (TYLD). 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 | TYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.45 | ||
| Sortino ratioReturn per unit of downside risk | -9.34 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 2.49 | -1.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 33.44 | -32.19 |
| Martin ratioReturn relative to average drawdown | 3.07 | 121.83 | -118.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTAG | TYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 5.28 | -4.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.34 | 2.52 | -2.86 |
Drawdowns
FTAG vs. TYLD - Drawdown Comparison
The maximum FTAG drawdown since its inception was -90.89%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for FTAG and TYLD.
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Drawdown Indicators
| FTAG | TYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.89% | -1.06% | -89.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -0.12% | -9.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.79% | — | — |
Current DrawdownCurrent decline from peak | -79.00% | -0.04% | -78.96% |
Average DrawdownAverage peak-to-trough decline | -71.25% | -0.11% | -71.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 0.03% | +3.74% |
Volatility
FTAG vs. TYLD - Volatility Comparison
First Trust Indxx Global Agriculture ETF (FTAG) has a higher volatility of 3.58% compared to Cambria Tactical Yield ETF (TYLD) at 0.26%. This indicates that FTAG's price experiences larger fluctuations and is considered to be riskier than TYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTAG | TYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 0.26% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 0.55% | +10.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 0.75% | +13.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 1.77% | +15.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 1.77% | +17.90% |
FTAG vs. TYLD - Expense Ratio Comparison
FTAG has a 0.70% expense ratio, which is higher than TYLD's 0.59% expense ratio.
Dividends
FTAG vs. TYLD - Dividend Comparison
FTAG's dividend yield for the trailing twelve months is around 1.40%, less than TYLD's 4.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAG First Trust Indxx Global Agriculture ETF | 1.40% | 1.39% | 2.89% | 3.68% | 1.77% | 1.58% | 1.72% | 2.33% | 2.16% | 1.26% | 0.61% | 1.35% |
TYLD Cambria Tactical Yield ETF | 4.69% | 4.38% | 4.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTAG and TYLD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTAG has higher volatility (3.58%) compared to TYLD (0.26%). In terms of maximum drawdown, FTAG dropped -90.89% vs TYLD's -1.06%.
On 1-year performance, FTAG leads with 11.54% vs 3.96% for TYLD. On fees, TYLD is cheaper at 0.59% per year. On volatility, TYLD has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FTAG has performed better with a 11.54% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TYLD is cheaper with a 0.59% expense ratio, compared with 0.70% for FTAG.
TYLD has the higher dividend yield at 4.69%, compared with 1.40% for FTAG.
They also come from different issuers: First Trust and Cambria. Their fees differ too: 0.70% for FTAG and 0.59% for TYLD.
TYLD currently has the higher Sharpe Ratio (5.28 vs 0.82), 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.
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