EDGF.TO vs. KNGG.TO
EDGF.TO (Brompton European Dividend Growth ETF) and KNGG.TO (Brompton Global Cash Flow Kings ETF) are both exchange-traded funds - EDGF.TO is a Europe Equities fund actively managed by Brompton, while KNGG.TO is a Global Equities fund actively managed by Brompton. Both are actively managed. At a 0.01 correlation, their price movements are largely independent.
Performance
EDGF.TO vs. KNGG.TO - Performance Comparison
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Returns By Period
EDGF.TO
- 1D
- 0.09%
- 1M
- -1.31%
- 6M
- 0.47%
- YTD
- 4.20%
- 1Y
- 9.16%
- 3Y*
- 13.08%
- 5Y*
- 6.72%
- 10Y*
- —
KNGG.TO
- 1D
- -0.19%
- 1M
- -0.50%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDGF.TO vs. KNGG.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EDGF.TO Brompton European Dividend Growth ETF | 8.05% |
KNGG.TO Brompton Global Cash Flow Kings ETF | 6.22% |
Correlation
The correlation between EDGF.TO and KNGG.TO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 31, 2026 | 0.01 |
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Return for Risk
EDGF.TO vs. KNGG.TO — Risk / Return Rank
EDGF.TO
KNGG.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EDGF.TO vs. KNGG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton European Dividend Growth ETF (EDGF.TO) and Brompton Global Cash Flow Kings ETF (KNGG.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EDGF.TO | KNGG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | — | — |
| Martin ratioReturn relative to average drawdown | 2.15 | — | — |
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Drawdowns
EDGF.TO vs. KNGG.TO - Drawdown Comparison
The maximum EDGF.TO drawdown since its inception was -38.93%, which is greater than KNGG.TO's maximum drawdown of -3.33%. Use the drawdown chart below to compare losses from any high point for EDGF.TO and KNGG.TO.
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Drawdown Indicators
| EDGF.TO | KNGG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.93% | -3.33% | -35.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.97% | — | — |
Current DrawdownCurrent decline from peak | -4.07% | -1.48% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -1.29% | -5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | — | — |
Volatility
EDGF.TO vs. KNGG.TO - Volatility Comparison
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Volatility by Period
| EDGF.TO | KNGG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 14.89% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 14.89% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 14.89% | +6.01% |
Dividends
EDGF.TO vs. KNGG.TO - Dividend Comparison
EDGF.TO's dividend yield for the trailing twelve months is around 6.30%, more than KNGG.TO's 0.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EDGF.TO Brompton European Dividend Growth ETF | 6.30% | 5.70% | 5.66% | 5.71% | 5.74% | 4.16% | 4.97% | 4.75% | 6.06% | 2.13% |
KNGG.TO Brompton Global Cash Flow Kings ETF | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EDGF.TO and KNGG.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDGF.TO is categorized as Europe Equities, while KNGG.TO is Global Equities.
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