PortfoliosLab logo
TAGS vs. EMBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAGS and EMBD is 0.41, 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.


Performance

TAGS vs. EMBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and Global X Emerging Markets Bond ETF (EMBD). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
47.69%
14.16%
TAGS
EMBD

Key characteristics

Sharpe Ratio

TAGS:

-1.07

EMBD:

1.10

Sortino Ratio

TAGS:

-1.63

EMBD:

1.52

Omega Ratio

TAGS:

0.83

EMBD:

1.19

Calmar Ratio

TAGS:

-0.23

EMBD:

1.22

Martin Ratio

TAGS:

-1.36

EMBD:

5.50

Ulcer Index

TAGS:

10.85%

EMBD:

1.33%

Daily Std Dev

TAGS:

12.60%

EMBD:

6.87%

Max Drawdown

TAGS:

-76.40%

EMBD:

-24.27%

Current Drawdown

TAGS:

-63.24%

EMBD:

-0.68%

Returns By Period

In the year-to-date period, TAGS achieves a -1.99% return, which is significantly lower than EMBD's 2.50% return.


TAGS

YTD

-1.99%

1M

-1.91%

6M

-6.32%

1Y

-13.46%

5Y*

8.79%

10Y*

-1.94%

EMBD

YTD

2.50%

1M

1.78%

6M

1.56%

1Y

7.54%

5Y*

N/A

10Y*

N/A

*Annualized

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. EMBD - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than EMBD's 0.39% expense ratio.


Risk-Adjusted Performance

TAGS vs. EMBD — Risk-Adjusted Performance Rank

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

TAGS
The Risk-Adjusted Performance Rank of TAGS is 22
Overall Rank
The Sharpe Ratio Rank of TAGS is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of TAGS is 00
Sortino Ratio Rank
The Omega Ratio Rank of TAGS is 00
Omega Ratio Rank
The Calmar Ratio Rank of TAGS is 88
Calmar Ratio Rank
The Martin Ratio Rank of TAGS is 22
Martin Ratio Rank

EMBD
The Risk-Adjusted Performance Rank of EMBD is 8484
Overall Rank
The Sharpe Ratio Rank of EMBD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of EMBD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EMBD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EMBD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EMBD is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TAGS vs. EMBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Global X Emerging Markets Bond ETF (EMBD). 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.


The current TAGS Sharpe Ratio is -1.07, which is lower than the EMBD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of TAGS and EMBD, 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-1.000.001.002.00December2025FebruaryMarchAprilMay
-1.07
1.10
TAGS
EMBD

Dividends

TAGS vs. EMBD - Dividend Comparison

TAGS has not paid dividends to shareholders, while EMBD's dividend yield for the trailing twelve months is around 5.98%.


TTM20242023202220212020
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%
EMBD
Global X Emerging Markets Bond ETF
5.98%5.83%5.29%4.53%4.99%3.34%

Drawdowns

TAGS vs. EMBD - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than EMBD's maximum drawdown of -24.27%. Use the drawdown chart below to compare losses from any high point for TAGS and EMBD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-31.89%
-0.68%
TAGS
EMBD

Volatility

TAGS vs. EMBD - Volatility Comparison

Teucrium Agricultural Fund (TAGS) has a higher volatility of 3.11% compared to Global X Emerging Markets Bond ETF (EMBD) at 2.46%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than EMBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
3.11%
2.46%
TAGS
EMBD