KRMA vs. FITZ
KRMA (Global X Conscious Companies ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. KRMA is passively managed, while FITZ is actively managed. At a 0.30 correlation, their price movements are largely independent. KRMA charges 0.43%/yr vs 0.75%/yr for FITZ.
Performance
KRMA vs. FITZ - Performance Comparison
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Returns By Period
KRMA
- 1D
- 0.38%
- 1M
- 5.83%
- YTD
- 12.23%
- 6M
- 12.43%
- 1Y
- 28.28%
- 3Y*
- 19.17%
- 5Y*
- 10.98%
- 10Y*
- —
FITZ
- 1D
- -0.20%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KRMA vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
KRMA Global X Conscious Companies ETF | 1.39% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
Correlation
The correlation between KRMA and FITZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.30 |
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Return for Risk
KRMA vs. FITZ — Risk / Return Rank
KRMA
FITZ
KRMA vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| KRMA | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | — | — |
| Martin ratioReturn relative to average drawdown | 13.96 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KRMA | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | -7.29 | +8.05 |
Drawdowns
KRMA vs. FITZ - Drawdown Comparison
The maximum KRMA drawdown since its inception was -36.16%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for KRMA and FITZ.
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Drawdown Indicators
| KRMA | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -1.97% | -34.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.12% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -1.97% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -1.08% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | — | — |
Volatility
KRMA vs. FITZ - Volatility Comparison
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Volatility by Period
| KRMA | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 8.74% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 8.74% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 8.74% | +9.76% |
KRMA vs. FITZ - Expense Ratio Comparison
KRMA has a 0.43% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
KRMA vs. FITZ - Dividend Comparison
KRMA's dividend yield for the trailing twelve months is around 2.31%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KRMA Global X Conscious Companies ETF | 2.31% | 2.59% | 0.91% | 1.16% | 0.86% | 1.07% | 0.96% | 1.52% | 1.82% | 1.21% | 0.96% |
Frequently Asked Questions
KRMA and FITZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, KRMA is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
KRMA is cheaper with a 0.43% expense ratio, compared with 0.75% for FITZ.
KRMA has the higher dividend yield at 2.31%, compared with 0.00% for FITZ.
They also come from different issuers: Global X and Nicholas. Their fees differ too: 0.43% for KRMA and 0.75% for FITZ.
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