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FGEP.TO vs. KNGG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGEP.TO vs. KNGG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Equity+ Fund ETF (FGEP.TO) and Brompton Global Cash Flow Kings ETF (KNGG.TO). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGEP.TO vs. KNGG.TO - Yearly Performance Comparison


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

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

FGEP.TO
FGEP.TO Risk / Return Rank: 8989
Overall Rank
FGEP.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FGEP.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGEP.TO Omega Ratio Rank: 9191
Omega Ratio Rank
FGEP.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
FGEP.TO Martin Ratio Rank: 8989
Martin Ratio Rank

KNGG.TO
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.

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.TOKNGG.TODifference
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

FGEP.TO vs. KNGG.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGEP.TOKNGG.TODifference

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.TOKNGG.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-3.26%

-11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

Current Drawdown

Current decline from peak

-0.66%

-0.56%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.64%

-1.19%

-0.45%

Ulcer Index

Depth 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.TOKNGG.TODifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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