GFGF vs. FTAG

Last updated Aug 4, 2026

GFGF (Guru Favorite Stocks ETF) and FTAG (First Trust Indxx Global Agriculture ETF) are both Large Cap Blend Equities funds. GFGF is actively managed, while FTAG is passively managed. Over the past 3 years, GFGF returned 17.26%/yr vs 3.12%/yr for FTAG. Their 0.45 correlation means their historical movements had little consistent relationship. GFGF charges 0.65%/yr vs 0.70%/yr for FTAG.

Performance

GFGF vs. FTAG - Performance Comparison

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

Returns By Period

In the year-to-date period, GFGF achieves a 2.78% return, which is significantly lower than FTAG's 11.34% return.

GFGF

• 1D: 1.18%
• 1M: 0.77%
• 6M: 3.26%
• YTD: 2.78%
• 1Y: 12.91%
• 3Y*: 17.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.58%

FTAG

• 1D: -0.19%
• 1M: -1.29%
• 6M: 2.71%
• YTD: 11.34%
• 1Y: 13.00%
• 3Y*: 3.12%
• 5Y*: 1.91%
• 10Y*: 5.38%
• ALL TIME*: -8.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTAG First Trust Indxx Global Agriculture ETF	$83.54K	$68.71K	$180.75K
GFGF Guru Favorite Stocks ETF	$419.66K	$205.13K	$80.27K

GFGF vs. FTAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GFGF Guru Favorite Stocks ETF	2.78%	13.11%	26.12%	24.03%	-20.32%	1.03%
FTAG First Trust Indxx Global Agriculture ETF	11.34%	14.82%	-6.72%	-7.28%	-4.52%	3.32%

Correlation

The correlation between GFGF and FTAG is 0.22, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.22
Correlation (3Y) Balances recent behavior with more history.	0.33
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021	0.45

Over the past year, the correlation between GFGF and FTAG has dropped to 0.22 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

GFGF vs. FTAG - Sectors Allocation Comparison

Sectors	GFGF	FTAG
Technology	35.2%	-
Financial Services	31.4%	-
Healthcare	14.8%	10.0%
Communication Services	10.2%	-
Consumer Cyclical	6.5%	4.5%
Consumer Defensive	3.1%	7.6%
Industrials	2.0%	25.4%
Real Estate	2.0%	-
Basic Materials	-	52.5%
Energy	-	-
Utilities	-	-

Return for Risk

GFGF vs. FTAG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GFGF

GFGF Risk / Return Rank: 34
GFGF Sharpe Ratio Rank: 38
GFGF Sortino Ratio Rank: 37
GFGF Omega Ratio Rank: 36
GFGF Calmar Ratio Rank: 26
GFGF Martin Ratio Rank: 31

FTAG

FTAG Risk / Return Rank: 35
FTAG Sharpe Ratio Rank: 36
FTAG Sortino Ratio Rank: 36
FTAG Omega Ratio Rank: 34
FTAG Calmar Ratio Rank: 38
FTAG Martin Ratio Rank: 32

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GFGF vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) and First Trust Indxx Global Agriculture ETF (FTAG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GFGF	FTAG	Difference
Sharpe ratio: Return per unit of total volatility	1.01	0.92	+0.09
Sortino ratio: Return per unit of downside risk	1.44	1.40	+0.05
Omega ratio: Gain probability vs. loss probability	1.18	1.17	+0.01
Calmar ratio: Return relative to maximum drawdown	0.85	1.37	-0.51
Martin ratio: Return relative to average drawdown	2.87	3.00	-0.13

GFGF vs. FTAG - Sharpe Ratio Comparison

The current GFGF Sharpe Ratio is 1.01, which is comparable to the FTAG Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GFGF and FTAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GFGF vs. FTAG - Drawdown Comparison

The maximum GFGF drawdown since its inception was -27.98%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for GFGF and FTAG.

Drawdown Indicators

	GFGF	FTAG	Difference
Max Drawdown Largest peak-to-trough decline	-27.98%	-90.89%	+62.91%
Max Drawdown (1Y) Largest decline over 1 year	-15.22%	-9.56%	-5.66%
Max Drawdown (3Y) Largest decline over 3 years	-15.60%	-20.74%	+5.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.79%	—
Current Drawdown Current decline from peak	0.00%	-78.47%	+78.47%
Average Drawdown Average peak-to-trough decline	-8.04%	-71.30%	+63.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	4.34%	+0.16%

Volatility

GFGF vs. FTAG - Volatility Comparison

Guru Favorite Stocks ETF (GFGF) and First Trust Indxx Global Agriculture ETF (FTAG) have volatilities of 3.61% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFGF	FTAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	3.64%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.15%	11.24%	-1.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.92%	14.28%	-1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	17.42%	+1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	19.45%	-0.52%

GFGF vs. FTAG - Expense Ratio Comparison

GFGF has a 0.65% expense ratio, which is lower than FTAG's 0.70% expense ratio.

Dividends

GFGF vs. FTAG - Dividend Comparison

GFGF's dividend yield for the trailing twelve months is around 0.21%, less than FTAG's 1.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTAG First Trust Indxx Global Agriculture ETF	1.31%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%
GFGF Guru Favorite Stocks ETF	0.21%	0.21%	0.10%	0.08%	0.42%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GFGF and FTAG in my portfolio?

GFGF and FTAG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFGF or FTAG?

FTAG has higher volatility (3.64%) compared to GFGF (3.61%). In terms of maximum drawdown, GFGF dropped -27.98% vs FTAG's -90.89%.

Which ETF is better, GFGF or FTAG?

On 3-year performance, GFGF leads with 17.26% vs 3.12% for FTAG. On fees, GFGF is cheaper at 0.65% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GFGF or FTAG?

Over the 3-year period, GFGF has performed better with a 17.26% return vs 3.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GFGF or FTAG?

GFGF is cheaper with a 0.65% expense ratio, compared with 0.70% for FTAG.

Which ETF pays a higher dividend yield, GFGF or FTAG?

FTAG has the higher dividend yield at 1.31%, compared with 0.21% for GFGF.

What is the main difference between GFGF and FTAG?

They also come from different issuers: GuruFocus and First Trust. Their fees differ too: 0.65% for GFGF and 0.70% for FTAG.

Which has better risk-adjusted returns?

GFGF currently has the higher Sharpe Ratio (1.01 vs 0.92), 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.