HICOX vs. KMLM

In the year-to-date period, HICOX achieves a 0.66% return, which is significantly higher than KMLM's -5.94% return.

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HICOX has a 0.55% expense ratio, which is lower than KMLM's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Colorado Bond Shares A Tax Exempt Fund (HICOX) 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 HICOX Sharpe Ratio is 1.61, which is higher than the KMLM Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of HICOX 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.

HICOX's dividend yield for the trailing twelve months is around 5.57%, more than KMLM's 0.87% yield.

The maximum HICOX drawdown since its inception was -8.07%, smaller than the maximum KMLM drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for HICOX and KMLM.

The current volatility for Colorado Bond Shares A Tax Exempt Fund (HICOX) is 0.95%, while KFA Mount Lucas Index Strategy ETF (KMLM) has a volatility of 2.03%. This indicates that HICOX experiences smaller price fluctuations and is considered to be less risky than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.