TAGS vs. SOXX
Compare and contrast key facts about Teucrium Agricultural Fund (TAGS) and iShares PHLX Semiconductor ETF (SOXX).
TAGS and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both TAGS and SOXX 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 SOXX.
Key characteristics
| TAGS | SOXX | |
|---|---|---|
| YTD Return | -13.39% | 14.25% |
| 1Y Return | -18.62% | 29.81% |
| 3Y Return (Ann) | -2.61% | 8.77% |
| 5Y Return (Ann) | 6.32% | 23.83% |
| 10Y Return (Ann) | -3.24% | 23.72% |
| Sharpe Ratio | -1.48 | 1.01 |
| Sortino Ratio | -2.10 | 1.48 |
| Omega Ratio | 0.78 | 1.19 |
| Calmar Ratio | -0.30 | 1.39 |
| Martin Ratio | -1.42 | 3.53 |
| Ulcer Index | 13.34% | 9.79% |
| Daily Std Dev | 12.80% | 34.32% |
| Max Drawdown | -76.40% | -70.21% |
| Current Drawdown | -61.97% | -17.55% |
Correlation
The correlation between TAGS and SOXX 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. SOXX - Performance Comparison
In the year-to-date period, TAGS achieves a -13.39% return, which is significantly lower than SOXX's 14.25% return. Over the past 10 years, TAGS has underperformed SOXX with an annualized return of -3.24%, while SOXX has yielded a comparatively higher 23.72% 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. SOXX - Expense Ratio Comparison
TAGS has a 0.21% expense ratio, which is lower than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
TAGS vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and iShares PHLX Semiconductor ETF (SOXX). 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. SOXX - Dividend Comparison
TAGS has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXX iShares PHLX Semiconductor ETF | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
TAGS vs. SOXX - Drawdown Comparison
The maximum TAGS drawdown since its inception was -76.40%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for TAGS and SOXX. For additional features, visit the drawdowns tool.
Volatility
TAGS vs. SOXX - Volatility Comparison
The current volatility for Teucrium Agricultural Fund (TAGS) is 3.24%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 8.24%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.