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LCF vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCF vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone US Large Cap Focused ETF (LCF) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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LCF vs. FTAG - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCF
Touchstone US Large Cap Focused ETF
-7.24%17.20%20.71%26.20%-5.21%
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-6.72%-7.28%-0.76%

Returns By Period

In the year-to-date period, LCF achieves a -7.24% return, which is significantly lower than FTAG's 12.56% return.


LCF

1D
2.96%
1M
-5.44%
YTD
-7.24%
6M
-4.68%
1Y
12.52%
3Y*
15.19%
5Y*
10Y*

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

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LCF vs. FTAG - Expense Ratio Comparison

Both LCF and FTAG have an expense ratio of 0.70%.


Return for Risk

LCF vs. FTAG — Risk / Return Rank

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

LCF
LCF Risk / Return Rank: 4040
Overall Rank
LCF Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LCF Sortino Ratio Rank: 3737
Sortino Ratio Rank
LCF Omega Ratio Rank: 4040
Omega Ratio Rank
LCF Calmar Ratio Rank: 4141
Calmar Ratio Rank
LCF Martin Ratio Rank: 4343
Martin Ratio Rank

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
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.

LCF vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone US Large Cap Focused ETF (LCF) 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.


LCFFTAGDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.39

-0.70

Sortino ratio

Return per unit of downside risk

1.11

2.02

-0.91

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.11

2.15

-1.04

Martin ratio

Return relative to average drawdown

4.11

6.59

-2.48

LCF vs. FTAG - Sharpe Ratio Comparison

The current LCF Sharpe Ratio is 0.69, which is lower than the FTAG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of LCF and FTAG, 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


LCFFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.39

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

-0.33

+1.17

Correlation

The correlation between LCF and FTAG is 0.54, 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

LCF vs. FTAG - Dividend Comparison

LCF's dividend yield for the trailing twelve months is around 0.59%, less than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
LCF
Touchstone US Large Cap Focused ETF
0.59%0.55%0.63%0.71%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

LCF vs. FTAG - Drawdown Comparison

The maximum LCF drawdown since its inception was -18.28%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for LCF and FTAG.


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Drawdown Indicators


LCFFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-18.28%

-90.89%

+72.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-11.26%

-0.51%

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

-8.97%

-78.23%

+69.26%

Average Drawdown

Average peak-to-trough decline

-2.87%

-71.17%

+68.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.67%

-0.50%

Volatility

LCF vs. FTAG - Volatility Comparison

The current volatility for Touchstone US Large Cap Focused ETF (LCF) is 5.34%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 5.76%. This indicates that LCF experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCFFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.76%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

10.75%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.22%

17.49%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

17.38%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

19.93%

-4.31%