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VEGI vs. FPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGI vs. FPI - Performance Comparison

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

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Returns By Period

In the year-to-date period, VEGI achieves a 16.98% return, which is significantly higher than FPI's 7.93% return. Over the past 10 years, VEGI has outperformed FPI with an annualized return of 8.58%, while FPI has yielded a comparatively lower 3.54% annualized return.


VEGI

1D
0.58%
1M
-1.31%
YTD
16.98%
6M
16.00%
1Y
14.94%
3Y*
8.09%
5Y*
3.61%
10Y*
8.58%

FPI

1D
-0.67%
1M
-2.09%
YTD
7.93%
6M
6.72%
1Y
-6.03%
3Y*
2.38%
5Y*
-0.10%
10Y*
3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGI vs. FPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGI
iShares MSCI Agriculture Producers ETF
16.98%11.34%-4.85%-8.59%6.34%21.56%20.06%13.52%-9.76%19.79%
FPI
Farmland Partners Inc.
7.93%-14.11%5.66%3.99%6.09%39.70%32.09%53.84%-45.13%-17.84%

Correlation

The correlation between VEGI and FPI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2014

0.31

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Return for Risk

VEGI vs. FPI — Risk / Return Rank

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

VEGI
VEGI Risk / Return Rank: 3030
Overall Rank
VEGI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VEGI Sortino Ratio Rank: 2929
Sortino Ratio Rank
VEGI Omega Ratio Rank: 2727
Omega Ratio Rank
VEGI Calmar Ratio Rank: 4040
Calmar Ratio Rank
VEGI Martin Ratio Rank: 2727
Martin Ratio Rank

FPI
FPI Risk / Return Rank: 2828
Overall Rank
FPI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FPI Sortino Ratio Rank: 2525
Sortino Ratio Rank
FPI Omega Ratio Rank: 2525
Omega Ratio Rank
FPI Calmar Ratio Rank: 3131
Calmar Ratio Rank
FPI Martin Ratio Rank: 3131
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.

VEGI vs. FPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Agriculture Producers ETF (VEGI) and Farmland Partners Inc. (FPI). 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.


VEGIFPIDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

2.00

-0.28

+2.29

Martin ratioReturn relative to average drawdown

3.86

-0.54

+4.40

VEGI vs. FPI - Sharpe Ratio Comparison

The current VEGI Sharpe Ratio is 1.02, which is higher than the FPI Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of VEGI and FPI, 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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Sharpe Ratios by Period


VEGIFPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.27

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.00

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.10

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.07

+0.27

Drawdowns

VEGI vs. FPI - Drawdown Comparison

The maximum VEGI drawdown since its inception was -37.37%, smaller than the maximum FPI drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for VEGI and FPI.


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Drawdown Indicators


VEGIFPIDifference

Max Drawdown

Largest peak-to-trough decline

-37.37%

-59.77%

+22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-21.46%

+13.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-23.64%

+5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-28.86%

-39.88%

+11.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

-57.44%

+20.07%

Current Drawdown

Current decline from peak

-4.33%

-21.01%

+16.68%

Average Drawdown

Average peak-to-trough decline

-9.82%

-23.61%

+13.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

11.15%

-7.27%

Volatility

VEGI vs. FPI - Volatility Comparison

The current volatility for iShares MSCI Agriculture Producers ETF (VEGI) is 4.52%, while Farmland Partners Inc. (FPI) has a volatility of 5.18%. This indicates that VEGI experiences smaller price fluctuations and is considered to be less risky than FPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGIFPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.18%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

18.15%

-6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

22.69%

-7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

28.32%

-10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

35.63%

-16.69%

Dividends

VEGI vs. FPI - Dividend Comparison

VEGI's dividend yield for the trailing twelve months is around 1.99%, less than FPI's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
FPI
Farmland Partners Inc.
4.56%4.54%11.31%3.61%1.85%1.67%2.30%2.95%7.82%5.88%4.57%4.54%
VEGI
iShares MSCI Agriculture Producers ETF
1.99%2.33%2.62%2.54%1.49%1.46%1.55%1.84%2.02%1.75%2.13%2.49%

Frequently Asked Questions


VEGI and FPI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPI has higher volatility (5.18%) compared to VEGI (4.52%). In terms of maximum drawdown, VEGI dropped -37.37% vs FPI's -59.77%.

VEGI currently has the higher Sharpe Ratio (1.02 vs -0.27), 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.

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