PortfoliosLab logoPortfoliosLab logo
YMAG vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YMAG vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

YMAG vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
-8.32%18.64%36.05%
FTAG
First Trust Indxx Global Agriculture ETF
12.78%14.82%-1.16%

Returns By Period

In the year-to-date period, YMAG achieves a -8.32% return, which is significantly lower than FTAG's 12.78% return.


YMAG

1D
0.90%
1M
-3.32%
YTD
-8.32%
6M
-5.76%
1Y
24.59%
3Y*
5Y*
10Y*

FTAG

1D
0.20%
1M
-0.68%
YTD
12.78%
6M
16.01%
1Y
23.51%
3Y*
3.20%
5Y*
1.71%
10Y*
5.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YMAG vs. FTAG - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Return for Risk

YMAG vs. FTAG — Risk / Return Rank

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

YMAG
YMAG Risk / Return Rank: 6363
Overall Rank
YMAG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
YMAG Sortino Ratio Rank: 6363
Sortino Ratio Rank
YMAG Omega Ratio Rank: 6060
Omega Ratio Rank
YMAG Calmar Ratio Rank: 7070
Calmar Ratio Rank
YMAG Martin Ratio Rank: 6161
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7171
Overall Rank
FTAG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6262
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.

YMAG vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


YMAGFTAGDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.35

-0.24

Sortino ratio

Return per unit of downside risk

1.66

1.98

-0.32

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.84

2.17

-0.32

Martin ratio

Return relative to average drawdown

6.31

6.62

-0.32

YMAG vs. FTAG - Sharpe Ratio Comparison

The current YMAG Sharpe Ratio is 1.11, which is comparable to the FTAG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of YMAG and FTAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


YMAGFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.35

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

-0.33

+1.26

Correlation

The correlation between YMAG and FTAG is 0.25, 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

YMAG vs. FTAG - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 56.30%, more than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
56.30%52.27%35.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

YMAG vs. FTAG - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.96%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for YMAG and FTAG.


Loading graphics...

Drawdown Indicators


YMAGFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-90.89%

+64.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-11.00%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-10.31%

-78.19%

+67.88%

Average Drawdown

Average peak-to-trough decline

-4.69%

-71.17%

+66.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.68%

+0.52%

Volatility

YMAG vs. FTAG - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 7.20% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 4.93%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


YMAGFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

4.93%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

10.75%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.27%

17.49%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.31%

17.38%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.31%

19.92%

+1.39%