PortfoliosLab logoPortfoliosLab logo
TCBIX vs. KNGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCBIX vs. KNGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Covered Bridge Fund (TCBIX) and CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TCBIX vs. KNGLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TCBIX
The Covered Bridge Fund
2.42%12.61%4.09%4.09%0.05%18.21%-1.71%18.73%-4.78%
KNGLX
CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund
1.38%6.43%2.91%6.46%-7.29%23.23%7.08%26.58%-4.64%

Returns By Period

In the year-to-date period, TCBIX achieves a 2.42% return, which is significantly higher than KNGLX's 1.38% return.


TCBIX

1D
1.57%
1M
-2.75%
YTD
2.42%
6M
4.55%
1Y
13.68%
3Y*
7.50%
5Y*
5.73%
10Y*
7.10%

KNGLX

1D
1.21%
1M
-6.60%
YTD
1.38%
6M
3.23%
1Y
5.21%
3Y*
5.22%
5Y*
4.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TCBIX vs. KNGLX - Expense Ratio Comparison

TCBIX has a 1.40% expense ratio, which is higher than KNGLX's 1.20% expense ratio.


Return for Risk

TCBIX vs. KNGLX — Risk / Return Rank

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

TCBIX
TCBIX Risk / Return Rank: 5252
Overall Rank
TCBIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TCBIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TCBIX Omega Ratio Rank: 5151
Omega Ratio Rank
TCBIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TCBIX Martin Ratio Rank: 6060
Martin Ratio Rank

KNGLX
KNGLX Risk / Return Rank: 1313
Overall Rank
KNGLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KNGLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
KNGLX Omega Ratio Rank: 1111
Omega Ratio Rank
KNGLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
KNGLX Martin Ratio Rank: 1616
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.

TCBIX vs. KNGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Covered Bridge Fund (TCBIX) and CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX). 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.


TCBIXKNGLXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.36

+0.67

Sortino ratio

Return per unit of downside risk

1.55

0.63

+0.92

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

1.37

0.50

+0.87

Martin ratio

Return relative to average drawdown

6.28

1.88

+4.40

TCBIX vs. KNGLX - Sharpe Ratio Comparison

The current TCBIX Sharpe Ratio is 1.03, which is higher than the KNGLX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TCBIX and KNGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TCBIXKNGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.36

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.33

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.41

+0.11

Correlation

The correlation between TCBIX and KNGLX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TCBIX vs. KNGLX - Dividend Comparison

TCBIX's dividend yield for the trailing twelve months is around 8.65%, more than KNGLX's 5.34% yield.


TTM20252024202320222021202020192018201720162015
TCBIX
The Covered Bridge Fund
8.65%8.24%7.47%7.34%8.09%6.00%4.70%6.77%11.55%7.32%7.32%5.36%
KNGLX
CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund
5.34%8.02%9.60%7.99%4.54%4.41%3.53%4.53%4.74%0.00%0.00%0.00%

Drawdowns

TCBIX vs. KNGLX - Drawdown Comparison

The maximum TCBIX drawdown since its inception was -28.94%, smaller than the maximum KNGLX drawdown of -31.48%. Use the drawdown chart below to compare losses from any high point for TCBIX and KNGLX.


Loading graphics...

Drawdown Indicators


TCBIXKNGLXDifference

Max Drawdown

Largest peak-to-trough decline

-28.94%

-31.48%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-10.91%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

-18.25%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.94%

Current Drawdown

Current decline from peak

-3.77%

-6.75%

+2.98%

Average Drawdown

Average peak-to-trough decline

-3.51%

-4.60%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.92%

-0.68%

Volatility

TCBIX vs. KNGLX - Volatility Comparison

The current volatility for The Covered Bridge Fund (TCBIX) is 2.75%, while CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX) has a volatility of 3.59%. This indicates that TCBIX experiences smaller price fluctuations and is considered to be less risky than KNGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TCBIXKNGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

3.59%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

7.67%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

14.30%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.12%

14.02%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.55%

17.26%

-3.71%