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KONG vs. QLVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KONG vs. QLVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formidable Fortress ETF (KONG) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). The values are adjusted to include any dividend payments, if applicable.

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KONG vs. QLVD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KONG
Formidable Fortress ETF
-3.31%6.56%9.67%12.71%-9.63%5.07%
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
3.29%24.21%4.67%11.57%-12.09%2.25%

Returns By Period

In the year-to-date period, KONG achieves a -3.31% return, which is significantly lower than QLVD's 3.29% return.


KONG

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

QLVD

1D
2.09%
1M
-5.62%
YTD
3.29%
6M
6.74%
1Y
17.40%
3Y*
12.29%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KONG vs. QLVD - Expense Ratio Comparison

KONG has a 0.89% expense ratio, which is higher than QLVD's 0.32% expense ratio.


Return for Risk

KONG vs. QLVD — 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

QLVD
QLVD Risk / Return Rank: 7777
Overall Rank
QLVD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QLVD Sortino Ratio Rank: 7979
Sortino Ratio Rank
QLVD Omega Ratio Rank: 7575
Omega Ratio Rank
QLVD Calmar Ratio Rank: 7979
Calmar Ratio Rank
QLVD Martin Ratio Rank: 7777
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. QLVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Formidable Fortress ETF (KONG) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). 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.


KONGQLVDDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.41

-1.09

Sortino ratio

Return per unit of downside risk

0.57

2.00

-1.43

Omega ratio

Gain probability vs. loss probability

1.07

1.28

-0.21

Calmar ratio

Return relative to maximum drawdown

0.56

2.11

-1.54

Martin ratio

Return relative to average drawdown

2.30

8.00

-5.69

KONG vs. QLVD - Sharpe Ratio Comparison

The current KONG Sharpe Ratio is 0.32, which is lower than the QLVD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of KONG and QLVD, 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


KONGQLVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.41

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.50

-0.22

Correlation

The correlation between KONG and QLVD is 0.60, 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

KONG vs. QLVD - Dividend Comparison

KONG's dividend yield for the trailing twelve months is around 0.38%, less than QLVD's 2.77% yield.


TTM2025202420232022202120202019
KONG
Formidable Fortress ETF
0.38%0.37%0.78%0.69%0.49%0.12%0.00%0.00%
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
2.77%2.87%3.01%3.33%2.47%3.06%1.78%1.06%

Drawdowns

KONG vs. QLVD - Drawdown Comparison

The maximum KONG drawdown since its inception was -19.98%, smaller than the maximum QLVD drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for KONG and QLVD.


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Drawdown Indicators


KONGQLVDDifference

Max Drawdown

Largest peak-to-trough decline

-19.98%

-28.20%

+8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-8.15%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

Current Drawdown

Current decline from peak

-5.81%

-5.62%

-0.19%

Average Drawdown

Average peak-to-trough decline

-5.95%

-5.27%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.14%

+0.09%

Volatility

KONG vs. QLVD - Volatility Comparison

The current volatility for Formidable Fortress ETF (KONG) is 4.49%, while FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a volatility of 5.23%. This indicates that KONG experiences smaller price fluctuations and is considered to be less risky than QLVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KONGQLVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.23%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

7.71%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

12.43%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

11.68%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

14.02%

+0.70%