PortfoliosLab logoPortfoliosLab logo
KNGG.TO vs. FCIN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KNGG.TO vs. FCIN.NEO - Performance Comparison

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

Loading graphics...

Returns By Period


KNGG.TO

1D
0.64%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FCIN.NEO

1D
0.59%
1M
6.65%
YTD
10.96%
6M
15.28%
1Y
34.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGG.TO vs. FCIN.NEO - Yearly Performance Comparison


Correlation

The correlation between KNGG.TO and FCIN.NEO is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 1, 2026

0.66

Compare stocks, funds, or ETFs

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


Return for Risk

KNGG.TO vs. FCIN.NEO — Risk / Return Rank

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

KNGG.TO

FCIN.NEO
FCIN.NEO Risk / Return Rank: 7070
Overall Rank
FCIN.NEO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FCIN.NEO Sortino Ratio Rank: 7171
Sortino Ratio Rank
FCIN.NEO Omega Ratio Rank: 7272
Omega Ratio Rank
FCIN.NEO Calmar Ratio Rank: 6363
Calmar Ratio Rank
FCIN.NEO Martin Ratio Rank: 7373
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.

KNGG.TO vs. FCIN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Cash Flow Kings ETF (KNGG.TO) and Fidelity All-International Equity ETF (FCIN.NEO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KNGG.TO vs. FCIN.NEO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


KNGG.TOFCIN.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

1.57

+0.06

Drawdowns

KNGG.TO vs. FCIN.NEO - Drawdown Comparison

The maximum KNGG.TO drawdown since its inception was -1.56%, smaller than the maximum FCIN.NEO drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for KNGG.TO and FCIN.NEO.


Loading graphics...

Drawdown Indicators


KNGG.TOFCIN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-12.34%

+10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Current Drawdown

Current decline from peak

-0.93%

-1.22%

+0.29%

Average Drawdown

Average peak-to-trough decline

-0.44%

-1.56%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

Volatility

KNGG.TO vs. FCIN.NEO - Volatility Comparison


Loading graphics...

Volatility by Period


KNGG.TOFCIN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

13.31%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.85%

13.95%

-4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.85%

13.95%

-4.10%

Dividends

KNGG.TO vs. FCIN.NEO - Dividend Comparison

Neither KNGG.TO nor FCIN.NEO has paid dividends to shareholders.


Tickers have no history of dividend payments