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TAGS vs. RSMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAGS vs. RSMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and Relative Strength Managed Volatility Strategy ETF (RSMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAGS achieves a 3.23% return, which is significantly lower than RSMV's 7.92% return.


TAGS

1D
-0.50%
1M
-6.52%
YTD
3.23%
6M
2.30%
1Y
-4.35%
3Y*
-10.24%
5Y*
-0.80%
10Y*
-1.88%

RSMV

1D
-1.92%
1M
1.75%
YTD
7.92%
6M
7.38%
1Y
23.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAGS vs. RSMV - Yearly Performance Comparison


Correlation

The correlation between TAGS and RSMV is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2025

-0.02

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Return for Risk

TAGS vs. RSMV — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 55
Overall Rank
TAGS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 55
Sortino Ratio Rank
TAGS Omega Ratio Rank: 55
Omega Ratio Rank
TAGS Calmar Ratio Rank: 55
Calmar Ratio Rank
TAGS Martin Ratio Rank: 55
Martin Ratio Rank

RSMV
RSMV Risk / Return Rank: 6262
Overall Rank
RSMV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RSMV Sortino Ratio Rank: 5555
Sortino Ratio Rank
RSMV Omega Ratio Rank: 5757
Omega Ratio Rank
RSMV Calmar Ratio Rank: 7070
Calmar Ratio Rank
RSMV Martin Ratio Rank: 6969
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.

TAGS vs. RSMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Relative Strength Managed Volatility Strategy ETF (RSMV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TAGSRSMVDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

0.96

1.32

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.47

3.20

-3.67

Martin ratioReturn relative to average drawdown

-0.86

11.64

-12.50

TAGS vs. RSMV - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is -0.35, which is lower than the RSMV Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TAGS and RSMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TAGS vs. RSMV - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than RSMV's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for TAGS and RSMV.


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Drawdown Indicators


TAGSRSMVDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-17.58%

-58.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-7.27%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-32.73%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.72%

Current Drawdown

Current decline from peak

-64.67%

-1.92%

-62.75%

Average Drawdown

Average peak-to-trough decline

-57.24%

-3.90%

-53.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

1.99%

+3.25%

Volatility

TAGS vs. RSMV - Volatility Comparison

The current volatility for Teucrium Agricultural Fund (TAGS) is 3.29%, while Relative Strength Managed Volatility Strategy ETF (RSMV) has a volatility of 6.41%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than RSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGSRSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

6.41%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

11.18%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

13.15%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

15.06%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

15.06%

+2.94%

TAGS vs. RSMV - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than RSMV's 0.95% expense ratio.


Dividends

TAGS vs. RSMV - Dividend Comparison

TAGS has not paid dividends to shareholders, while RSMV's dividend yield for the trailing twelve months is around 0.93%.


Frequently Asked Questions


TAGS and RSMV have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSMV has higher volatility (6.41%) compared to TAGS (3.29%). In terms of maximum drawdown, TAGS dropped -76.40% vs RSMV's -17.58%.

On 1-year performance, RSMV leads with 23.15% vs -4.35% for TAGS. On fees, TAGS is cheaper at 0.21% per year. On volatility, TAGS has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSMV has performed better with a 23.15% return vs -4.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAGS is cheaper with a 0.21% expense ratio, compared with 0.95% for RSMV.

RSMV has the higher dividend yield at 0.93%, compared with 0.00% for TAGS.

TAGS is categorized as Agricultural Commodities, while RSMV is Large Cap Growth Equities. Their fees differ too: 0.21% for TAGS and 0.95% for RSMV.

RSMV currently has the higher Sharpe Ratio (1.77 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TAGS and RSMV

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