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SMAY vs. KNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMAY vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY) and FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMAY achieves a 8.76% return, which is significantly higher than KNG's 4.17% return.


SMAY

1D
0.43%
1M
2.40%
YTD
8.76%
6M
8.27%
1Y
20.13%
3Y*
11.38%
5Y*
10Y*

KNG

1D
-0.26%
1M
1.42%
YTD
4.17%
6M
3.47%
1Y
10.97%
3Y*
7.19%
5Y*
5.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMAY vs. KNG - Yearly Performance Comparison


2026 (YTD)202520242023
SMAY
FT Vest U.S. Small Cap Moderate Buffer ETF - May
8.76%4.75%12.60%9.21%
KNG
FT Vest S&P 500 Dividend Aristocrats Target Income ETF
4.17%6.63%5.99%5.53%

Correlation

The correlation between SMAY and KNG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (All Time)
Calculated using the full available price history since May 22, 2023

0.64

The correlation between SMAY and KNG shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMAY vs. KNG — Risk / Return Rank

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

SMAY
SMAY Risk / Return Rank: 9090
Overall Rank
SMAY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SMAY Sortino Ratio Rank: 9090
Sortino Ratio Rank
SMAY Omega Ratio Rank: 8888
Omega Ratio Rank
SMAY Calmar Ratio Rank: 9494
Calmar Ratio Rank
SMAY Martin Ratio Rank: 9494
Martin Ratio Rank

KNG
KNG Risk / Return Rank: 2828
Overall Rank
KNG Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KNG Sortino Ratio Rank: 3131
Sortino Ratio Rank
KNG Omega Ratio Rank: 2727
Omega Ratio Rank
KNG Calmar Ratio Rank: 2727
Calmar Ratio Rank
KNG Martin Ratio Rank: 2525
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.

SMAY vs. KNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY) and FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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.


SMAYKNGDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.52

1.18

+0.34

Calmar ratioReturn relative to maximum drawdown

6.73

1.28

+5.45

Martin ratioReturn relative to average drawdown

26.93

3.23

+23.70

SMAY vs. KNG - Sharpe Ratio Comparison

The current SMAY Sharpe Ratio is 2.66, which is higher than the KNG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SMAY and KNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMAY vs. KNG - Drawdown Comparison

The maximum SMAY drawdown since its inception was -14.44%, smaller than the maximum KNG drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for SMAY and KNG.


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Drawdown Indicators


SMAYKNGDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-35.12%

+20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-8.61%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.44%

-14.24%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

Current Drawdown

Current decline from peak

0.00%

-4.08%

+4.08%

Average Drawdown

Average peak-to-trough decline

-2.52%

-4.13%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

3.41%

-2.66%

Volatility

SMAY vs. KNG - Volatility Comparison

FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY) has a higher volatility of 3.33% compared to FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) at 2.98%. This indicates that SMAY's price experiences larger fluctuations and is considered to be riskier than KNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMAYKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.98%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

7.57%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

7.61%

10.41%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

13.58%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.23%

17.16%

-6.93%

SMAY vs. KNG - Expense Ratio Comparison

SMAY has a 0.90% expense ratio, which is higher than KNG's 0.75% expense ratio.


Dividends

SMAY vs. KNG - Dividend Comparison

SMAY has not paid dividends to shareholders, while KNG's dividend yield for the trailing twelve months is around 8.51%.


PositionTTM20252024202320222021202020192018
KNG
FT Vest S&P 500 Dividend Aristocrats Target Income ETF
8.51%8.61%9.08%5.91%4.00%3.45%3.62%4.09%3.46%
SMAY
FT Vest U.S. Small Cap Moderate Buffer ETF - May
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMAY and KNG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMAY has higher volatility (3.33%) compared to KNG (2.98%). In terms of maximum drawdown, SMAY dropped -14.44% vs KNG's -35.12%.

On 3-year performance, SMAY leads with 11.38% vs 7.19% for KNG. On fees, KNG is cheaper at 0.75% per year. On volatility, KNG has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SMAY has performed better with a 11.38% return vs 7.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KNG is cheaper with a 0.75% expense ratio, compared with 0.90% for SMAY.

KNG has the higher dividend yield at 8.51%, compared with 0.00% for SMAY.

SMAY is categorized as Defined Outcome, while KNG is Dividend. Their fees differ too: 0.90% for SMAY and 0.75% for KNG.

SMAY currently has the higher Sharpe Ratio (2.66 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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