KNGS vs. VOO
Compare and contrast key facts about Roundhill S&P Dividend Monarchs ETF (KNGS) and Vanguard S&P 500 ETF (VOO).
KNGS and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KNGS is an actively managed fund by Roundhill. It was launched on Nov 1, 2023. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KNGS or VOO.
Key characteristics
| KNGS | VOO | |
|---|---|---|
| YTD Return | 6.56% | 27.15% |
| 1Y Return | 18.66% | 39.90% |
| Sharpe Ratio | 1.41 | 3.15 |
| Sortino Ratio | 2.07 | 4.19 |
| Omega Ratio | 1.25 | 1.59 |
| Calmar Ratio | 2.76 | 4.60 |
| Martin Ratio | 6.45 | 21.00 |
| Ulcer Index | 2.66% | 1.85% |
| Daily Std Dev | 12.19% | 12.34% |
| Max Drawdown | -6.22% | -33.99% |
| Current Drawdown | -2.03% | 0.00% |
Correlation
The correlation between KNGS and VOO is 0.47, 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.
Performance
KNGS vs. VOO - Performance Comparison
In the year-to-date period, KNGS achieves a 6.56% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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KNGS vs. VOO - Expense Ratio Comparison
KNGS has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
KNGS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill S&P Dividend Monarchs ETF (KNGS) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
KNGS vs. VOO - Dividend Comparison
KNGS's dividend yield for the trailing twelve months is around 2.83%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KNGS Roundhill S&P Dividend Monarchs ETF | 2.83% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KNGS vs. VOO - Drawdown Comparison
The maximum KNGS drawdown since its inception was -6.22%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KNGS and VOO. For additional features, visit the drawdowns tool.
Volatility
KNGS vs. VOO - Volatility Comparison
The current volatility for Roundhill S&P Dividend Monarchs ETF (KNGS) is 3.38%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that KNGS experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.