BCGDX vs. KNG

In the year-to-date period, BCGDX achieves a 12.05% return, which is significantly higher than KNG's 1.25% return.

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BCGDX has a 0.99% expense ratio, which is higher than KNG's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Blue Current Global Dividend Fund (BCGDX) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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.

The current BCGDX Sharpe Ratio is 1.01, which is higher than the KNG Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BCGDX and KNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BCGDX's dividend yield for the trailing twelve months is around 3.52%, less than KNG's 9.11% yield.

The maximum BCGDX drawdown since its inception was -35.93%, roughly equal to the maximum KNG drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for BCGDX and KNG.

The current volatility for Blue Current Global Dividend Fund (BCGDX) is 2.67%, while FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) has a volatility of 4.36%. This indicates that BCGDX experiences smaller price fluctuations and is considered to be less risky than KNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.