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LCO vs. MFUL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCO vs. MFUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LOGIQ Contrarian Opportunities ETF (LCO) and Mindful Conservative ETF (MFUL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LCO

1D
-2.93%
1M
-2.34%
YTD
6M
1Y
3Y*
5Y*
10Y*

MFUL

1D
-0.32%
1M
-0.13%
YTD
2.64%
6M
2.50%
1Y
6.07%
3Y*
4.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCO vs. MFUL - Yearly Performance Comparison


Correlation

The correlation between LCO and MFUL is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 8, 2026

0.71

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Return for Risk

LCO vs. MFUL — Risk / Return Rank

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

LCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MFUL
MFUL Risk / Return Rank: 4343
Overall Rank
MFUL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MFUL Sortino Ratio Rank: 4242
Sortino Ratio Rank
MFUL Omega Ratio Rank: 4646
Omega Ratio Rank
MFUL Calmar Ratio Rank: 3939
Calmar Ratio Rank
MFUL Martin Ratio Rank: 4444
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.

LCO vs. MFUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LOGIQ Contrarian Opportunities ETF (LCO) and Mindful Conservative ETF (MFUL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LCOMFULDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

6.84

LCO vs. MFUL - Sharpe Ratio Comparison


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Drawdowns

LCO vs. MFUL - Drawdown Comparison

The maximum LCO drawdown since its inception was -11.20%, smaller than the maximum MFUL drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for LCO and MFUL.


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Drawdown Indicators


LCOMFULDifference

Max Drawdown

Largest peak-to-trough decline

-11.20%

-16.41%

+5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

Current Drawdown

Current decline from peak

-6.49%

-1.08%

-5.41%

Average Drawdown

Average peak-to-trough decline

-4.51%

-9.39%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

Volatility

LCO vs. MFUL - Volatility Comparison


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Volatility by Period


LCOMFULDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

26.01%

4.23%

+21.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

4.29%

+21.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.01%

4.29%

+21.72%

LCO vs. MFUL - Expense Ratio Comparison

LCO has a 1.13% expense ratio, which is higher than MFUL's 1.10% expense ratio.


Dividends

LCO vs. MFUL - Dividend Comparison

LCO has not paid dividends to shareholders, while MFUL's dividend yield for the trailing twelve months is around 3.03%.


PositionTTM2025202420232022
LCO
LOGIQ Contrarian Opportunities ETF
0.00%0.00%0.00%0.00%0.00%
MFUL
Mindful Conservative ETF
3.03%3.31%2.59%5.00%0.29%

Frequently Asked Questions


LCO and MFUL have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFUL is cheaper at 1.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFUL is cheaper with a 1.10% expense ratio, compared with 1.13% for LCO.

MFUL has the higher dividend yield at 3.03%, compared with 0.00% for LCO.

They also come from different issuers: LOGIQ and Mohr Funds. Their fees differ too: 1.13% for LCO and 1.10% for MFUL.

Portfolio Optimizer

Find the right allocation for LCO and MFUL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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