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

Correlation

The correlation between TAGS and FTAG is 0.40, 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. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

TAGS:

2.38%

FTAG:

18.03%

Max Drawdown

TAGS:

-0.36%

FTAG:

-90.88%

Current Drawdown

TAGS:

-0.24%

FTAG:

-81.60%

Returns By Period


TAGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FTAG

YTD

9.22%

1M

8.33%

6M

5.27%

1Y

1.90%

5Y*

11.06%

10Y*

-5.31%

*Annualized

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TAGS vs. FTAG - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Risk-Adjusted Performance

TAGS vs. FTAG — 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

FTAG
The Risk-Adjusted Performance Rank of FTAG is 2929
Overall Rank
The Sharpe Ratio Rank of FTAG is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAG is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FTAG is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FTAG is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FTAG is 3232
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. FTAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) 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.



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Dividends

TAGS vs. FTAG - Dividend Comparison

TAGS has not paid dividends to shareholders, while FTAG's dividend yield for the trailing twelve months is around 2.59%.


TTM20242023202220212020201920182017201620152014
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%
FTAG
First Trust Indxx Global Agriculture ETF
2.59%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%2.83%

Drawdowns

TAGS vs. FTAG - Drawdown Comparison

The maximum TAGS drawdown since its inception was -0.36%, smaller than the maximum FTAG drawdown of -90.88%. Use the drawdown chart below to compare losses from any high point for TAGS and FTAG. For additional features, visit the drawdowns tool.


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Volatility

TAGS vs. FTAG - Volatility Comparison


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