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FTAG vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTAG vs. VTI - Performance Comparison

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

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FTAG vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, FTAG achieves a 12.56% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, FTAG has underperformed VTI with an annualized return of 5.78%, while VTI has yielded a comparatively higher 13.60% 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%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTAG vs. VTI - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

FTAG vs. VTI — 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

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) and Vanguard Total Stock Market ETF (VTI). 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.


FTAGVTIDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.96

+0.43

Sortino ratio

Return per unit of downside risk

2.02

1.48

+0.54

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

2.15

1.52

+0.63

Martin ratio

Return relative to average drawdown

6.59

7.26

-0.67

FTAG vs. VTI - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 1.39, which is higher than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FTAG and VTI, 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


FTAGVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.96

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.60

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.75

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.48

-0.81

Correlation

The correlation between FTAG and VTI is 0.52, 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. VTI - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.35%, more than VTI's 1.17% 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%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

FTAG vs. VTI - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FTAG and VTI.


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Drawdown Indicators


FTAGVTIDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-55.45%

-35.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-12.30%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

-25.36%

-7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

-35.00%

-15.79%

Current Drawdown

Current decline from peak

-78.23%

-6.25%

-71.98%

Average Drawdown

Average peak-to-trough decline

-71.17%

-8.08%

-63.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.58%

+1.09%

Volatility

FTAG vs. VTI - Volatility Comparison

First Trust Indxx Global Agriculture ETF (FTAG) has a higher volatility of 5.76% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that FTAG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAGVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

5.45%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

9.73%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

19.01%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

17.42%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

18.29%

+1.64%