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FTBI vs. KNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTBI vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Balanced Income ETF (FTBI) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTBI achieves a 6.54% return, which is significantly higher than KNG's 3.13% return.


FTBI

1D
0.20%
1M
2.19%
YTD
6.54%
6M
6.80%
1Y
17.93%
3Y*
5Y*
10Y*

KNG

1D
0.91%
1M
0.83%
YTD
3.13%
6M
3.55%
1Y
8.66%
3Y*
7.53%
5Y*
4.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTBI vs. KNG - Yearly Performance Comparison


Correlation

The correlation between FTBI and KNG is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (All Time)
Calculated using the full available price history since May 30, 2025

0.52

The correlation between FTBI and KNG has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.

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Return for Risk

FTBI vs. KNG — Risk / Return Rank

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

FTBI
FTBI Risk / Return Rank: 7878
Overall Rank
FTBI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FTBI Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTBI Omega Ratio Rank: 8080
Omega Ratio Rank
FTBI Calmar Ratio Rank: 6969
Calmar Ratio Rank
FTBI Martin Ratio Rank: 8080
Martin Ratio Rank

KNG
KNG Risk / Return Rank: 2424
Overall Rank
KNG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
KNG Sortino Ratio Rank: 2525
Sortino Ratio Rank
KNG Omega Ratio Rank: 2323
Omega Ratio Rank
KNG Calmar Ratio Rank: 2323
Calmar Ratio Rank
KNG Martin Ratio Rank: 2222
Martin Ratio Rank
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.

FTBI vs. KNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Balanced Income ETF (FTBI) 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.


FTBIKNGDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.47

1.15

+0.32

Calmar ratioReturn relative to maximum drawdown

3.37

1.01

+2.36

Martin ratioReturn relative to average drawdown

15.34

2.61

+12.73

FTBI vs. KNG - Sharpe Ratio Comparison

The current FTBI Sharpe Ratio is 2.52, which is higher than the KNG Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FTBI and KNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTBIKNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

0.85

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

2.65

0.50

+2.15

Drawdowns

FTBI vs. KNG - Drawdown Comparison

The maximum FTBI drawdown since its inception was -5.34%, smaller than the maximum KNG drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for FTBI and KNG.


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Drawdown Indicators


FTBIKNGDifference

Max Drawdown

Largest peak-to-trough decline

-5.34%

-35.12%

+29.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

-8.61%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

Current Drawdown

Current decline from peak

-0.17%

-5.03%

+4.86%

Average Drawdown

Average peak-to-trough decline

-0.61%

-4.13%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.33%

-2.16%

Volatility

FTBI vs. KNG - Volatility Comparison

The current volatility for First Trust Balanced Income ETF (FTBI) is 2.02%, while FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) has a volatility of 2.26%. This indicates that FTBI 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.


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Volatility by Period


FTBIKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

2.26%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

7.44%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

10.22%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

13.60%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.13%

17.18%

-10.05%

FTBI vs. KNG - Expense Ratio Comparison

FTBI has a 0.97% expense ratio, which is higher than KNG's 0.75% expense ratio.


Dividends

FTBI vs. KNG - Dividend Comparison

FTBI's dividend yield for the trailing twelve months is around 7.87%, less than KNG's 8.59% yield.


PositionTTM20252024202320222021202020192018
FTBI
First Trust Balanced Income ETF
7.87%4.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
8.59%8.61%9.08%5.91%4.00%3.45%3.62%4.09%3.46%

Frequently Asked Questions


FTBI and KNG have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KNG has higher volatility (2.26%) compared to FTBI (2.02%). In terms of maximum drawdown, FTBI dropped -5.34% vs KNG's -35.12%.

On 1-year performance, FTBI leads with 17.93% vs 8.66% for KNG. On fees, KNG is cheaper at 0.75% per year. On volatility, FTBI has been the lower-risk option at 2.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FTBI has performed better with a 17.93% return vs 8.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KNG is cheaper with a 0.75% expense ratio, compared with 0.97% for FTBI.

KNG has the higher dividend yield at 8.59%, compared with 7.87% for FTBI.

FTBI is categorized as Diversified Portfolio, while KNG is Dividend. Their fees differ too: 0.97% for FTBI and 0.75% for KNG.

FTBI currently has the higher Sharpe Ratio (2.52 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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