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KNGX.TO vs. HXDM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KNGX.TO vs. HXDM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton International Cash Flow Kings ETF (KNGX.TO) and Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO). The values are adjusted to include any dividend payments, if applicable.

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KNGX.TO vs. HXDM.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KNGX.TO achieves a 10.43% return, which is significantly higher than HXDM.TO's 2.29% return.


KNGX.TO

1D
2.08%
1M
-1.85%
YTD
10.43%
6M
22.26%
1Y
36.29%
3Y*
5Y*
10Y*

HXDM.TO

1D
3.24%
1M
-6.15%
YTD
2.29%
6M
5.18%
1Y
17.67%
3Y*
14.27%
5Y*
9.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KNGX.TO vs. HXDM.TO - Expense Ratio Comparison

KNGX.TO has a 0.55% expense ratio, which is higher than HXDM.TO's 0.20% expense ratio.


Return for Risk

KNGX.TO vs. HXDM.TO — Risk / Return Rank

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

KNGX.TO
KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9393
Martin Ratio Rank

HXDM.TO
HXDM.TO Risk / Return Rank: 5757
Overall Rank
HXDM.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HXDM.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
HXDM.TO Omega Ratio Rank: 5656
Omega Ratio Rank
HXDM.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
HXDM.TO Martin Ratio Rank: 5656
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.

KNGX.TO vs. HXDM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.TO) and Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO). 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.


KNGX.TOHXDM.TODifference

Sharpe ratio

Return per unit of total volatility

2.16

1.04

+1.12

Sortino ratio

Return per unit of downside risk

2.69

1.48

+1.21

Omega ratio

Gain probability vs. loss probability

1.45

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

2.93

1.47

+1.45

Martin ratio

Return relative to average drawdown

13.53

5.58

+7.95

KNGX.TO vs. HXDM.TO - Sharpe Ratio Comparison

The current KNGX.TO Sharpe Ratio is 2.16, which is higher than the HXDM.TO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of KNGX.TO and HXDM.TO, 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


KNGX.TOHXDM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.04

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.54

+1.05

Correlation

The correlation between KNGX.TO and HXDM.TO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KNGX.TO vs. HXDM.TO - Dividend Comparison

KNGX.TO's dividend yield for the trailing twelve months is around 1.48%, while HXDM.TO has not paid dividends to shareholders.


Drawdowns

KNGX.TO vs. HXDM.TO - Drawdown Comparison

The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum HXDM.TO drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and HXDM.TO.


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Drawdown Indicators


KNGX.TOHXDM.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.51%

-28.43%

+14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-11.68%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

Current Drawdown

Current decline from peak

-1.85%

-6.80%

+4.95%

Average Drawdown

Average peak-to-trough decline

-2.25%

-4.78%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.09%

-0.54%

Volatility

KNGX.TO vs. HXDM.TO - Volatility Comparison

The current volatility for Brompton International Cash Flow Kings ETF (KNGX.TO) is 5.01%, while Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) has a volatility of 7.89%. This indicates that KNGX.TO experiences smaller price fluctuations and is considered to be less risky than HXDM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KNGX.TOHXDM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

7.89%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

11.20%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

17.06%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

13.82%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

15.34%

-0.17%