VEGI vs. ARR

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Agriculture Producers ETF (VEGI) and ARMOUR Residential REIT, Inc. (ARR).

VEGI is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Agriculture Producers Investable Market Index. It was launched on Jan 31, 2012.

Performance

VEGI vs. ARR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Agriculture Producers ETF (VEGI) and ARMOUR Residential REIT, Inc. (ARR). The values are adjusted to include any dividend payments, if applicable.

VEGI vs. ARR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VEGI iShares MSCI Agriculture Producers ETF	18.25%	11.34%	-4.85%	-8.59%	6.34%	21.56%	20.06%	13.52%	-9.76%	19.79%
ARR ARMOUR Residential REIT, Inc.	-0.67%	11.69%	13.17%	-15.43%	-32.01%	1.11%	-33.13%	-2.07%	-11.97%	30.13%

Returns By Period

In the year-to-date period, VEGI achieves a 18.25% return, which is significantly higher than ARR's -0.67% return. Over the past 10 years, VEGI has outperformed ARR with an annualized return of 9.60%, while ARR has yielded a comparatively lower -4.93% annualized return.

VEGI

• 1D: 0.82%
• 1M: -1.79%
• YTD: 18.25%
• 6M: 19.35%
• 1Y: 24.93%
• 3Y*: 5.26%
• 5Y*: 4.71%
• 10Y*: 9.60%

ARR

• 1D: 1.20%
• 1M: -4.14%
• YTD: -0.67%
• 6M: 19.10%
• 1Y: 18.19%
• 3Y*: 2.75%
• 5Y*: -8.98%
• 10Y*: -4.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VEGI vs. ARR — Risk / Return Rank

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

VEGI

VEGI Risk / Return Rank: 75
VEGI Sharpe Ratio Rank: 76
VEGI Sortino Ratio Rank: 82
VEGI Omega Ratio Rank: 72
VEGI Calmar Ratio Rank: 82
VEGI Martin Ratio Rank: 66

ARR

ARR Risk / Return Rank: 61
ARR Sharpe Ratio Rank: 64
ARR Sortino Ratio Rank: 55
ARR Omega Ratio Rank: 56
ARR Calmar Ratio Rank: 63
ARR Martin Ratio Rank: 65

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.

VEGI vs. ARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Agriculture Producers ETF (VEGI) and ARMOUR Residential REIT, Inc. (ARR). 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.

	VEGI	ARR	Difference
Sharpe ratio Return per unit of total volatility	1.44	0.67	+0.77
Sortino ratio Return per unit of downside risk	2.20	1.02	+1.18
Omega ratio Gain probability vs. loss probability	1.28	1.14	+0.13
Calmar ratio Return relative to maximum drawdown	2.43	1.03	+1.41
Martin ratio Return relative to average drawdown	7.06	2.74	+4.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEGI vs. ARR - Sharpe Ratio Comparison

The current VEGI Sharpe Ratio is 1.44, which is higher than the ARR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VEGI and ARR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VEGI	ARR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	0.67	+0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	-0.31	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	-0.14	+0.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	-0.12	+0.46

Correlation

The correlation between VEGI and ARR is 0.37, 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.

Dividends

VEGI vs. ARR - Dividend Comparison

VEGI's dividend yield for the trailing twelve months is around 1.97%, less than ARR's 17.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEGI iShares MSCI Agriculture Producers ETF	1.97%	2.33%	2.62%	2.54%	1.49%	1.46%	1.55%	1.84%	2.02%	1.75%	2.13%	2.49%
ARR ARMOUR Residential REIT, Inc.	17.06%	16.28%	15.27%	25.88%	21.31%	12.23%	11.12%	12.09%	11.12%	8.86%	13.92%	17.88%

Drawdowns

VEGI vs. ARR - Drawdown Comparison

The maximum VEGI drawdown since its inception was -37.37%, smaller than the maximum ARR drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for VEGI and ARR.

Drawdown Indicators

	VEGI	ARR	Difference
Max Drawdown Largest peak-to-trough decline	-37.37%	-80.12%	+42.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.60%	-16.79%	+6.19%
Max Drawdown (5Y) Largest decline over 5 years	-28.86%	-67.13%	+38.27%
Max Drawdown (10Y) Largest decline over 10 years	-37.37%	-78.34%	+40.97%
Current Drawdown Current decline from peak	-3.29%	-62.95%	+59.66%
Average Drawdown Average peak-to-trough decline	-9.89%	-32.85%	+22.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	6.47%	-2.82%

Volatility

VEGI vs. ARR - Volatility Comparison

The current volatility for iShares MSCI Agriculture Producers ETF (VEGI) is 5.37%, while ARMOUR Residential REIT, Inc. (ARR) has a volatility of 11.42%. This indicates that VEGI experiences smaller price fluctuations and is considered to be less risky than ARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEGI	ARR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	11.42%	-6.05%
Volatility (6M) Calculated over the trailing 6-month period	11.29%	17.61%	-6.32%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	27.10%	-9.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.86%	28.90%	-11.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	34.17%	-15.25%