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KNGLX vs. FFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KNGLX vs. FFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX) and First Trust Enhanced Equity Income Fund (FFA). The values are adjusted to include any dividend payments, if applicable.

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KNGLX vs. FFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KNGLX
CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund
1.38%6.43%2.91%6.46%-7.29%23.23%7.08%26.58%-4.64%
FFA
First Trust Enhanced Equity Income Fund
-4.40%14.23%21.46%24.73%-20.26%28.69%10.82%43.35%-16.40%

Returns By Period

In the year-to-date period, KNGLX achieves a 1.38% return, which is significantly higher than FFA's -4.40% return.


KNGLX

1D
1.21%
1M
-6.60%
YTD
1.38%
6M
3.23%
1Y
5.21%
3Y*
5.22%
5Y*
4.53%
10Y*

FFA

1D
1.27%
1M
-3.97%
YTD
-4.40%
6M
-1.23%
1Y
14.45%
3Y*
15.69%
5Y*
9.47%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KNGLX vs. FFA - Expense Ratio Comparison

KNGLX has a 1.20% expense ratio, which is lower than FFA's 1.22% expense ratio.


Return for Risk

KNGLX vs. FFA — Risk / Return Rank

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

KNGLX
KNGLX Risk / Return Rank: 1313
Overall Rank
KNGLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KNGLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
KNGLX Omega Ratio Rank: 1111
Omega Ratio Rank
KNGLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
KNGLX Martin Ratio Rank: 1616
Martin Ratio Rank

FFA
FFA Risk / Return Rank: 3333
Overall Rank
FFA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FFA Sortino Ratio Rank: 2828
Sortino Ratio Rank
FFA Omega Ratio Rank: 3838
Omega Ratio Rank
FFA Calmar Ratio Rank: 2828
Calmar Ratio Rank
FFA Martin Ratio Rank: 4242
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.

KNGLX vs. FFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX) and First Trust Enhanced Equity Income Fund (FFA). 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.


KNGLXFFADifference

Sharpe ratio

Return per unit of total volatility

0.36

0.79

-0.43

Sortino ratio

Return per unit of downside risk

0.63

1.20

-0.57

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratio

Return relative to maximum drawdown

0.50

1.01

-0.51

Martin ratio

Return relative to average drawdown

1.88

5.06

-3.18

KNGLX vs. FFA - Sharpe Ratio Comparison

The current KNGLX Sharpe Ratio is 0.36, which is lower than the FFA Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of KNGLX and FFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KNGLXFFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.79

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.55

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

0.00

Correlation

The correlation between KNGLX and FFA is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KNGLX vs. FFA - Dividend Comparison

KNGLX's dividend yield for the trailing twelve months is around 5.34%, less than FFA's 7.32% yield.


TTM20252024202320222021202020192018201720162015
KNGLX
CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund
5.34%8.02%9.60%7.99%4.54%4.41%3.53%4.53%4.74%0.00%0.00%0.00%
FFA
First Trust Enhanced Equity Income Fund
7.32%6.70%6.59%6.90%7.99%5.92%6.47%6.61%8.82%6.83%7.07%7.12%

Drawdowns

KNGLX vs. FFA - Drawdown Comparison

The maximum KNGLX drawdown since its inception was -31.48%, smaller than the maximum FFA drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for KNGLX and FFA.


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Drawdown Indicators


KNGLXFFADifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-57.51%

+26.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-14.81%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-29.96%

+11.71%

Max Drawdown (10Y)

Largest decline over 10 years

-44.35%

Current Drawdown

Current decline from peak

-6.75%

-5.39%

-1.36%

Average Drawdown

Average peak-to-trough decline

-4.60%

-8.48%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.96%

-0.04%

Volatility

KNGLX vs. FFA - Volatility Comparison

The current volatility for CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX) is 3.59%, while First Trust Enhanced Equity Income Fund (FFA) has a volatility of 6.52%. This indicates that KNGLX experiences smaller price fluctuations and is considered to be less risky than FFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KNGLXFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

6.52%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

9.77%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

18.33%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

17.35%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

19.69%

-2.43%