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KONG vs. LGLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KONG vs. LGLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formidable Fortress ETF (KONG) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). The values are adjusted to include any dividend payments, if applicable.

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KONG vs. LGLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KONG
Formidable Fortress ETF
-3.31%6.56%9.67%12.71%-9.63%5.07%
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
2.00%8.37%16.22%9.19%-8.17%11.19%

Returns By Period

In the year-to-date period, KONG achieves a -3.31% return, which is significantly lower than LGLV's 2.00% return.


KONG

1D
2.17%
1M
-3.72%
YTD
-3.31%
6M
-3.01%
1Y
4.56%
3Y*
6.40%
5Y*
10Y*

LGLV

1D
1.10%
1M
-5.28%
YTD
2.00%
6M
1.06%
1Y
4.45%
3Y*
11.46%
5Y*
9.25%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KONG vs. LGLV - Expense Ratio Comparison

KONG has a 0.89% expense ratio, which is higher than LGLV's 0.12% expense ratio.


Return for Risk

KONG vs. LGLV — Risk / Return Rank

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

KONG
KONG Risk / Return Rank: 2323
Overall Rank
KONG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KONG Sortino Ratio Rank: 2020
Sortino Ratio Rank
KONG Omega Ratio Rank: 2020
Omega Ratio Rank
KONG Calmar Ratio Rank: 2525
Calmar Ratio Rank
KONG Martin Ratio Rank: 2727
Martin Ratio Rank

LGLV
LGLV Risk / Return Rank: 2525
Overall Rank
LGLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LGLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
LGLV Omega Ratio Rank: 2222
Omega Ratio Rank
LGLV Calmar Ratio Rank: 2727
Calmar Ratio Rank
LGLV Martin Ratio Rank: 3030
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.

KONG vs. LGLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Formidable Fortress ETF (KONG) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). 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.


KONGLGLVDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.35

-0.03

Sortino ratio

Return per unit of downside risk

0.57

0.58

-0.01

Omega ratio

Gain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.56

0.58

-0.02

Martin ratio

Return relative to average drawdown

2.30

2.44

-0.14

KONG vs. LGLV - Sharpe Ratio Comparison

The current KONG Sharpe Ratio is 0.32, which is comparable to the LGLV Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of KONG and LGLV, 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


KONGLGLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.35

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.78

-0.49

Correlation

The correlation between KONG and LGLV is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KONG vs. LGLV - Dividend Comparison

KONG's dividend yield for the trailing twelve months is around 0.38%, less than LGLV's 2.02% yield.


TTM20252024202320222021202020192018201720162015
KONG
Formidable Fortress ETF
0.38%0.37%0.78%0.69%0.49%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
2.02%1.94%1.93%2.03%1.95%1.65%1.98%1.89%2.09%4.39%2.54%2.97%

Drawdowns

KONG vs. LGLV - Drawdown Comparison

The maximum KONG drawdown since its inception was -19.98%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for KONG and LGLV.


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Drawdown Indicators


KONGLGLVDifference

Max Drawdown

Largest peak-to-trough decline

-19.98%

-36.64%

+16.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-9.65%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

Current Drawdown

Current decline from peak

-5.81%

-5.52%

-0.29%

Average Drawdown

Average peak-to-trough decline

-5.95%

-3.19%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.30%

-0.07%

Volatility

KONG vs. LGLV - Volatility Comparison

Formidable Fortress ETF (KONG) has a higher volatility of 4.49% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.11%. This indicates that KONG's price experiences larger fluctuations and is considered to be riskier than LGLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KONGLGLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

3.11%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

6.63%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

12.78%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

12.93%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

16.10%

-1.38%