FGEP.TO vs. KNGG.TO
FGEP.TO (Fidelity Global Equity+ Fund ETF) and KNGG.TO (Brompton Global Cash Flow Kings ETF) are both Global Equities funds. Both are actively managed. At a 0.06 correlation, their price movements are largely independent.
Performance
FGEP.TO vs. KNGG.TO - Performance Comparison
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Returns By Period
FGEP.TO
- 1D
- -0.40%
- 1M
- 6.04%
- YTD
- 16.78%
- 6M
- 17.33%
- 1Y
- 33.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KNGG.TO
- 1D
- 0.00%
- 1M
- 4.79%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FGEP.TO vs. KNGG.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FGEP.TO Fidelity Global Equity+ Fund ETF | 13.45% |
KNGG.TO Brompton Global Cash Flow Kings ETF | 6.03% |
Correlation
The correlation between FGEP.TO and KNGG.TO is 0.06, 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 Apr 1, 2026 | 0.06 |
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Return for Risk
FGEP.TO vs. KNGG.TO — Risk / Return Rank
FGEP.TO
KNGG.TO
FGEP.TO vs. KNGG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Equity+ Fund ETF (FGEP.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.
| FGEP.TO | KNGG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.61 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | — | — |
| Martin ratioReturn relative to average drawdown | 19.65 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGEP.TO | KNGG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.78 | 2.48 | -0.71 |
Drawdowns
FGEP.TO vs. KNGG.TO - Drawdown Comparison
The maximum FGEP.TO drawdown since its inception was -14.78%, which is greater than KNGG.TO's maximum drawdown of -3.26%. Use the drawdown chart below to compare losses from any high point for FGEP.TO and KNGG.TO.
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Drawdown Indicators
| FGEP.TO | KNGG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.78% | -3.26% | -11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | — | — |
Current DrawdownCurrent decline from peak | -0.66% | -0.56% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -1.19% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | — | — |
Volatility
FGEP.TO vs. KNGG.TO - Volatility Comparison
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Volatility by Period
| FGEP.TO | KNGG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.47% | 16.22% | -5.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.70% | 16.22% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.70% | 16.22% | -3.52% |
Dividends
FGEP.TO vs. KNGG.TO - Dividend Comparison
Neither FGEP.TO nor KNGG.TO has paid dividends to shareholders.
Frequently Asked Questions
FGEP.TO and KNGG.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Fidelity and Brompton.
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