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KMLM vs. SENT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KMLM vs. SENT

Last updated Jun 3, 2026

KMLM (KFA Mount Lucas Index Strategy ETF) and SENT (AdvisorShares Alpha DNA Equity Sentiment ETF) are both Long-Short funds. KMLM is actively managed, while SENT is passively managed. Over the past 5 years, KMLM returned 4.37%/yr vs -4.30%/yr for SENT. At a correlation of -0.07, they often move in opposite directions. KMLM charges 0.90%/yr vs 1.01%/yr for SENT.

Performance

KMLM vs. SENT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Mount Lucas Index Strategy ETF (KMLM) and AdvisorShares Alpha DNA Equity Sentiment ETF (SENT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

KMLM

1D
0.53%
1M
-2.15%
YTD
10.60%
6M
13.52%
1Y
12.84%
3Y*
-0.53%
5Y*
4.37%
10Y*
—

SENT

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
-3.03%
5Y*
-4.30%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMLM vs. SENT - Yearly Performance Comparison

2026 (YTD)20252024202320222021
KMLM
KFA Mount Lucas Index Strategy ETF		10.60%-2.98%-1.69%-5.66%30.61%6.43%
SENT
AdvisorShares Alpha DNA Equity Sentiment ETF		0.00%0.00%0.00%-6.03%-18.25%8.96%

Correlation

The correlation between KMLM and SENT is -0.07, 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 (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2021

-0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

KFA Mount Lucas Index Strategy ETF

AdvisorShares Alpha DNA Equity Sentiment ETF

Often compared with KMLM:
KMLM vs. DBMFKMLM vs. SPYKMLM vs. VOOKMLM vs. WTMFKMLM vs. FMFKMLM vs. BTALKMLM vs. CMDY
Often compared with SENT:
SENT vs. FFLSSENT vs. CLSESENT vs. ARKKSENT vs. WTIPSENT vs. AADRSENT vs. MJUSSENT vs. CSM

Return for Risk

KMLM vs. SENT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KMLM
KMLM Risk / Return Rank: 3636
Overall Rank
KMLM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 3030
Sortino Ratio Rank
KMLM Omega Ratio Rank: 3131
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4444
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4444
Martin Ratio Rank
SENT
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.

KMLM vs. SENT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Mount Lucas Index Strategy ETF (KMLM) and AdvisorShares Alpha DNA Equity Sentiment ETF (SENT). 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.

KMLMSENTDifference

Sharpe ratio

Return per unit of total volatility

1.13

—

—

Sortino ratio

Return per unit of downside risk

1.59

—

—

Omega ratio

Gain probability vs. loss probability

1.20

—

—

Calmar ratio

Return relative to maximum drawdown

2.22

—

—

Martin ratio

Return relative to average drawdown

7.31

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KMLM vs. SENT - Sharpe Ratio Comparison

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Sharpe Ratios by Period

KMLMSENTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.34

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

-0.25

+0.74

Drawdowns

KMLM vs. SENT - Drawdown Comparison

The maximum KMLM drawdown since its inception was -27.47%, smaller than the maximum SENT drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for KMLM and SENT.

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Drawdown Indicators

KMLMSENTDifference

Max Drawdown

Largest peak-to-trough decline

-27.47%

-30.34%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

0.00%

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-15.83%

-6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-30.34%

+2.87%

Current Drawdown

Current decline from peak

-13.76%

-27.23%

+13.47%

Average Drawdown

Average peak-to-trough decline

-12.74%

-20.89%

+8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

0.00%

+1.91%

Volatility

KMLM vs. SENT - Volatility Comparison

KFA Mount Lucas Index Strategy ETF (KMLM) has a higher volatility of 4.49% compared to AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) at 0.00%. This indicates that KMLM's price experiences larger fluctuations and is considered to be riskier than SENT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KMLMSENTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

0.00%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

0.00%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

0.00%

+11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

12.67%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

13.32%

+1.42%

KMLM vs. SENT - Expense Ratio Comparison

KMLM has a 0.90% expense ratio, which is lower than SENT's 1.01% expense ratio.

Dividends

KMLM vs. SENT - Dividend Comparison

KMLM's dividend yield for the trailing twelve months is around 4.54%, while SENT has not paid dividends to shareholders.

PositionTTM20252024202320222021
KMLM
KFA Mount Lucas Index Strategy ETF		4.54%5.02%0.82%0.00%13.22%6.94%
SENT
AdvisorShares Alpha DNA Equity Sentiment ETF		0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KMLM and SENT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMLM has higher volatility (4.49%) compared to SENT (0.00%). In terms of maximum drawdown, KMLM dropped -27.47% vs SENT's -30.34%.

On 5-year performance, KMLM leads with 4.37% vs -4.30% for SENT. On fees, KMLM is cheaper at 0.90% per year. On volatility, SENT has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KMLM has performed better with a 4.37% return vs -4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KMLM is cheaper with a 0.90% expense ratio, compared with 1.01% for SENT.

KMLM has the higher dividend yield at 4.54%, compared with 0.00% for SENT.

They also come from different issuers: CICC and AdvisorShares. Their fees differ too: 0.90% for KMLM and 1.01% for SENT.

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