KYLD vs. LQTI
Compare and contrast key facts about Kurv High Income ETF (KYLD) and FT Vest Investment Grade & Target Income ETF (LQTI).
KYLD and LQTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KYLD is an actively managed fund by Kurv. It was launched on Oct 30, 2025. LQTI is an actively managed fund by FT Vest. It was launched on Feb 11, 2025.
Performance
KYLD vs. LQTI - Performance Comparison
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KYLD vs. LQTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KYLD Kurv High Income ETF | -4.81% | -10.91% |
LQTI FT Vest Investment Grade & Target Income ETF | -0.44% | 0.64% |
Returns By Period
In the year-to-date period, KYLD achieves a -4.81% return, which is significantly lower than LQTI's -0.44% return.
KYLD
- 1D
- 2.16%
- 1M
- -6.16%
- YTD
- -4.81%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LQTI
- 1D
- 0.07%
- 1M
- -1.73%
- YTD
- -0.44%
- 6M
- -0.03%
- 1Y
- 4.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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KYLD vs. LQTI - Expense Ratio Comparison
KYLD has a 1.00% expense ratio, which is higher than LQTI's 0.65% expense ratio.
Return for Risk
KYLD vs. LQTI — Risk / Return Rank
KYLD
LQTI
KYLD vs. LQTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| KYLD | LQTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.95 | 0.90 | -1.85 |
Correlation
The correlation between KYLD and LQTI is 0.20, 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
KYLD vs. LQTI - Dividend Comparison
KYLD's dividend yield for the trailing twelve months is around 15.56%, more than LQTI's 9.07% yield.
| TTM | 2025 | |
|---|---|---|
KYLD Kurv High Income ETF | 15.56% | 6.14% |
LQTI FT Vest Investment Grade & Target Income ETF | 9.07% | 7.01% |
Drawdowns
KYLD vs. LQTI - Drawdown Comparison
The maximum KYLD drawdown since its inception was -20.69%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for KYLD and LQTI.
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Drawdown Indicators
| KYLD | LQTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -3.41% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.41% | — |
Current DrawdownCurrent decline from peak | -15.20% | -2.03% | -13.17% |
Average DrawdownAverage peak-to-trough decline | -10.08% | -0.78% | -9.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.12% | — |
Volatility
KYLD vs. LQTI - Volatility Comparison
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Volatility by Period
| KYLD | LQTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.66% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.87% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.28% | 6.23% | +29.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.28% | 6.11% | +29.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.28% | 6.11% | +29.17% |