FAAR vs. KMLM

In the year-to-date period, FAAR achieves a -3.74% return, which is significantly higher than KMLM's -5.91% return.

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FAAR has a 0.95% expense ratio, which is higher than KMLM's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for First Trust Alternative Absolute Return Strategy ETF (FAAR) and KFA Mount Lucas Index Strategy ETF (KMLM). 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 FAAR Sharpe Ratio is -0.28, which is higher than the KMLM Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of FAAR and KMLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAAR's dividend yield for the trailing twelve months is around 3.41%, more than KMLM's 0.87% yield.

The maximum FAAR drawdown since its inception was -18.03%, smaller than the maximum KMLM drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for FAAR and KMLM. For additional features, visit the drawdowns tool.

First Trust Alternative Absolute Return Strategy ETF (FAAR) has a higher volatility of 2.57% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 2.21%. This indicates that FAAR's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.