TAGS vs. SOXL
Compare and contrast key facts about Teucrium Agricultural Fund (TAGS) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
TAGS and SOXL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TAGS is a passively managed fund by Teucrium that tracks the performance of the Teucrium TAGS Index. It was launched on Mar 28, 2012. SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010. Both TAGS and SOXL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAGS or SOXL.
Key characteristics
| TAGS | SOXL | |
|---|---|---|
| YTD Return | -13.39% | -4.93% |
| 1Y Return | -18.62% | 35.13% |
| 3Y Return (Ann) | -2.61% | -21.83% |
| 5Y Return (Ann) | 6.32% | 14.52% |
| 10Y Return (Ann) | -3.24% | 32.97% |
| Sharpe Ratio | -1.48 | 0.49 |
| Sortino Ratio | -2.10 | 1.29 |
| Omega Ratio | 0.78 | 1.17 |
| Calmar Ratio | -0.30 | 0.70 |
| Martin Ratio | -1.42 | 1.61 |
| Ulcer Index | 13.34% | 30.74% |
| Daily Std Dev | 12.80% | 100.76% |
| Max Drawdown | -76.40% | -90.46% |
| Current Drawdown | -61.97% | -58.48% |
Correlation
The correlation between TAGS and SOXL is 0.06, 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. SOXL - Performance Comparison
In the year-to-date period, TAGS achieves a -13.39% return, which is significantly lower than SOXL's -4.93% return. Over the past 10 years, TAGS has underperformed SOXL with an annualized return of -3.24%, while SOXL has yielded a comparatively higher 32.97% 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. SOXL - Expense Ratio Comparison
TAGS has a 0.21% expense ratio, which is lower than SOXL's 0.99% expense ratio.
Risk-Adjusted Performance
TAGS vs. SOXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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. SOXL - Dividend Comparison
TAGS has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 1.03%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 1.03% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% |
Drawdowns
TAGS vs. SOXL - Drawdown Comparison
The maximum TAGS drawdown since its inception was -76.40%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for TAGS and SOXL. For additional features, visit the drawdowns tool.
Volatility
TAGS vs. SOXL - Volatility Comparison
The current volatility for Teucrium Agricultural Fund (TAGS) is 3.24%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 24.66%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.