KAT vs. FTAG

Last updated Jun 4, 2026

KAT (Scharf ETF) and FTAG (First Trust Indxx Global Agriculture ETF) are both Large Cap Blend Equities funds. KAT is actively managed, while FTAG is passively managed. At a 0.42 correlation, their price movements are largely independent. KAT charges 0.75%/yr vs 0.70%/yr for FTAG.

Performance

KAT vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scharf ETF (KAT) 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, KAT achieves a 0.37% return, which is significantly lower than FTAG's 10.75% return.

KAT

• 1D: -0.74%
• 1M: 0.22%
• YTD: 0.37%
• 6M: 2.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTAG

• 1D: 0.23%
• 1M: -2.29%
• YTD: 10.75%
• 6M: 12.16%
• 1Y: 14.00%
• 3Y*: 5.07%
• 5Y*: 0.66%
• 10Y*: 5.24%

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

KAT vs. FTAG - Yearly Performance Comparison

	2026 (YTD)	2025
KAT Scharf ETF	0.37%	0.98%
FTAG First Trust Indxx Global Agriculture ETF	10.75%	-2.32%

Correlation

The correlation between KAT and FTAG is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 26, 2025	0.42

KAT vs. FTAG - Sectors Allocation Comparison

Sectors	KAT	FTAG
Financial Services	26.2%	-
Healthcare	22.9%	7.8%
Industrials	14.4%	24.1%
Technology	12.5%	-
Communication Services	6.3%	-
Energy	6.2%	-
Consumer Cyclical	5.1%	4.2%
Basic Materials	4.2%	55.5%
Consumer Defensive	2.1%	8.4%
Real Estate	-	-
Utilities	-	-

Return for Risk

KAT vs. FTAG — Risk / Return Rank

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

FTAG

FTAG Risk / Return Rank: 28
FTAG Sharpe Ratio Rank: 28
FTAG Sortino Ratio Rank: 27
FTAG Omega Ratio Rank: 26
FTAG Calmar Ratio Rank: 31
FTAG Martin Ratio Rank: 27

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.

KAT vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scharf ETF (KAT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KAT	FTAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.01	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.04	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	-0.33	+0.50

Drawdowns

KAT vs. FTAG - Drawdown Comparison

The maximum KAT drawdown since its inception was -9.25%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for KAT and FTAG.

Drawdown Indicators

	KAT	FTAG	Difference
Max Drawdown Largest peak-to-trough decline	-9.25%	-90.89%	+81.64%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.25%	—
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 Drawdown Current decline from peak	-4.98%	-78.58%	+73.60%
Average Drawdown Average peak-to-trough decline	-3.20%	-71.24%	+68.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.74%	—

Volatility

Volatility by Period

	KAT	FTAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.48%	13.93%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	17.38%	-6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.48%	19.66%	-9.18%

KAT vs. FTAG - Expense Ratio Comparison

KAT has a 0.75% expense ratio, which is higher than FTAG's 0.70% expense ratio.

Dividends

KAT vs. FTAG - Dividend Comparison

KAT has not paid dividends to shareholders, while FTAG's dividend yield for the trailing twelve months is around 1.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTAG First Trust Indxx Global Agriculture ETF	1.37%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%
KAT Scharf ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KAT and FTAG in my portfolio?

KAT and FTAG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KAT or FTAG?

On fees, FTAG is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KAT or FTAG?

FTAG is cheaper with a 0.70% expense ratio, compared with 0.75% for KAT.

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

FTAG has the higher dividend yield at 1.37%, compared with 0.00% for KAT.

What is the main difference between KAT and FTAG?

They also come from different issuers: Scharf Investments and First Trust. Their fees differ too: 0.75% for KAT and 0.70% for FTAG.