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TAGS vs. DODIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.0

Performance

TAGS vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-8.06%
0.28%
TAGS
DODIX

Key characteristics

Sharpe Ratio

TAGS:

-1.27

DODIX:

0.25

Sortino Ratio

TAGS:

-1.79

DODIX:

0.38

Omega Ratio

TAGS:

0.81

DODIX:

1.05

Calmar Ratio

TAGS:

-0.25

DODIX:

0.18

Martin Ratio

TAGS:

-1.47

DODIX:

0.80

Ulcer Index

TAGS:

10.89%

DODIX:

1.86%

Daily Std Dev

TAGS:

12.59%

DODIX:

5.89%

Max Drawdown

TAGS:

-76.40%

DODIX:

-16.38%

Current Drawdown

TAGS:

-63.31%

DODIX:

-4.97%

Returns By Period

In the year-to-date period, TAGS achieves a -16.44% return, which is significantly lower than DODIX's 1.24% return. Over the past 10 years, TAGS has underperformed DODIX with an annualized return of -2.68%, while DODIX has yielded a comparatively higher 2.41% annualized return.


TAGS

YTD

-16.44%

1M

-3.82%

6M

-7.75%

1Y

-15.95%

5Y*

4.79%

10Y*

-2.68%

DODIX

YTD

1.24%

1M

-1.35%

6M

0.36%

1Y

1.56%

5Y*

1.08%

10Y*

2.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TAGS vs. DODIX - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than DODIX's 0.41% expense ratio.


DODIX
Dodge & Cox Income Fund
Expense ratio chart for DODIX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for TAGS: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

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.


Sharpe ratio
The chart of Sharpe ratio for TAGS, currently valued at -1.27, compared to the broader market0.002.004.00-1.270.25
The chart of Sortino ratio for TAGS, currently valued at -1.79, compared to the broader market-2.000.002.004.006.008.0010.00-1.790.38
The chart of Omega ratio for TAGS, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.05
The chart of Calmar ratio for TAGS, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.250.18
The chart of Martin ratio for TAGS, currently valued at -1.47, compared to the broader market0.0020.0040.0060.0080.00100.00-1.470.80
TAGS
DODIX

The current TAGS Sharpe Ratio is -1.27, which is lower than the DODIX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of TAGS and DODIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.27
0.25
TAGS
DODIX

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 3.19%.


TTM20232022202120202019201820172016201520142013
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
3.19%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.31%
-4.97%
TAGS
DODIX

Volatility

TAGS vs. DODIX - Volatility Comparison

Teucrium Agricultural Fund (TAGS) has a higher volatility of 3.00% compared to Dodge & Cox Income Fund (DODIX) at 2.32%. 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.00%
2.32%
TAGS
DODIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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