TAGS vs. DODIX
Compare and contrast key facts about Teucrium Agricultural Fund (TAGS) and Dodge & Cox Income Fund (DODIX).
TAGS is a passively managed fund by Teucrium that tracks the performance of the Teucrium TAGS Index. It was launched on Mar 28, 2012. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAGS or DODIX.
Key characteristics
| TAGS | DODIX | |
|---|---|---|
| YTD Return | -10.64% | 3.45% |
| 1Y Return | -15.72% | 10.65% |
| 3Y Return (Ann) | -0.88% | -0.45% |
| 5Y Return (Ann) | 6.80% | 1.68% |
| 10Y Return (Ann) | -2.83% | 2.69% |
| Sharpe Ratio | -1.25 | 1.60 |
| Sortino Ratio | -1.75 | 2.36 |
| Omega Ratio | 0.82 | 1.28 |
| Calmar Ratio | -0.25 | 0.85 |
| Martin Ratio | -1.19 | 6.46 |
| Ulcer Index | 13.55% | 1.51% |
| Daily Std Dev | 12.86% | 6.09% |
| Max Drawdown | -76.40% | -16.38% |
| Current Drawdown | -60.76% | -2.89% |
Correlation
The correlation between TAGS and DODIX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TAGS vs. DODIX - Performance Comparison
In the year-to-date period, TAGS achieves a -10.64% return, which is significantly lower than DODIX's 3.45% return. Over the past 10 years, TAGS has underperformed DODIX with an annualized return of -2.83%, while DODIX has yielded a comparatively higher 2.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TAGS vs. DODIX - Expense Ratio Comparison
TAGS has a 0.21% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
TAGS vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Dodge & Cox Income Fund (DODIX). 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.
Dividends
TAGS vs. DODIX - Dividend Comparison
TAGS has not paid dividends to shareholders, while DODIX's dividend yield for the trailing twelve months is around 4.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAGS Teucrium Agricultural Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODIX Dodge & Cox Income Fund | 4.14% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
TAGS vs. DODIX - Drawdown Comparison
The maximum TAGS drawdown since its inception was -76.40%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for TAGS and DODIX. For additional features, visit the drawdowns tool.
Volatility
TAGS vs. DODIX - Volatility Comparison
Teucrium Agricultural Fund (TAGS) has a higher volatility of 3.06% compared to Dodge & Cox Income Fund (DODIX) at 1.74%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.