FMF vs KOID

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and KRANESHARES GLOBAL HUMANOID AND EMBODIED INTELLIGENCE INDEX ETF (KOID, ETF).

FMF vs KOID - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMF(ETF)	KOID(ETF)
Net Assets	$272M	$272M
Expense Ratio	0.98%	0.69%
Max Drawdown	24.79%	18.19%
Sharpe Ratio	1.23	1.16
5Y Beta	0.10	1.59
5Y Dividends CAGR	227.06%	N/A

Net Assets

Winner

FMF

$272M

KOID

$272M

Expense Ratio

FMF

0.98%

Winner

KOID

0.69%

Max Drawdown

FMF

24.79%

Winner

KOID

18.19%

Sharpe Ratio

Winner

FMF

1.23

KOID

1.16

5Y Beta

Winner

FMF

0.10

KOID

1.59

5Y Dividends CAGR

FMF

227.06%

KOID

N/A

FMF vs KOID - Holdings Comparison

FMF and KOID have 0 common holdings. Overlap is 0.00%

FMF's top 25 holdings weight is 26.25%. KOID's top 25 holdings weight is 53.60%.

Rank	FMF	KOID
#1	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 26.25%	HONG KONG DOLLAR (n/a) - 4.02%
#2	N/A	STMICROELECTRONICS NV (n/a) - 2.14%
#3	N/A	MONOLITHIC POWER SYSTEMS INC (MPWR) - 2.13%
#4	N/A	SYMBOTIC INC ORDINARY SHARES CLASS A (SYM) - 2.13%
#5	N/A	NVIDIA CORP (NVDA) - 2.10%
#6	N/A	SCHAEFFLER AG PARTICIPATING PREFERRED (n/a) - 2.10%
#7	N/A	TE CONNECTIVITY PLC REGISTERED SHARES (TEL) - 2.08%
#8	N/A	MAGNA INTERNATIONAL INC (n/a) - 2.08%
#9	N/A	ALLIENT INC (ALNT) - 2.08%
#10	N/A	INFINEON TECHNOLOGIES AG (n/a) - 2.08%
#11	N/A	ANALOG DEVICES INC (ADI) - 2.07%
#12	N/A	SENSATA TECHNOLOGIES HOLDING PLC (ST) - 2.07%
#13	N/A	MELEXIS NV (n/a) - 2.06%
#14	N/A	HEXAGON AB CLASS B (n/a) - 2.06%
#15	N/A	COGNEX CORP (CGNX) - 2.06%
#16	N/A	TEXAS INSTRUMENTS INC (TXN) - 2.06%
#17	N/A	JABIL INC (JBL) - 2.05%
#18	N/A	REGAL REXNORD CORP (RRX) - 2.05%
#19	N/A	TERADYNE INC (TER) - 2.04%
#20	N/A	TESLA INC (TSLA) - 2.04%
#21	N/A	AMPHENOL CORP CLASS A (APH) - 2.04%
#22	N/A	NXP SEMICONDUCTORS NV (NXPI) - 2.03%
#23	N/A	THK CO LTD (n/a) - 2.01%
#24	N/A	ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD CLASS A (n/a) - 2.01%
#25	N/A	RBC BEARINGS INC (RBC) - 2.01%
Total Holdings	1	59

FMF vs KOID - Historical Returns

Returns include dividend reinvestment.

Period	FMF	KOID
1 month	-0.50%	-12.36%
3 months	-1.09%	+4.50%
6 months	+5.68%	+7.73%
1 year	+14.98%	+36.52%
5 years(CAGR)	+4.62%	N/A
10 years(CAGR)	+2.73%	N/A
Max(CAGR)	+1.89%	+42.47%

Winner

FMF

-0.50%

KOID

-12.36%

FMF

-1.09%

Winner

KOID

+4.50%

FMF

+5.68%

Winner

KOID

+7.73%

FMF

+14.98%

Winner

KOID

+36.52%

5Y(CAGR)

FMF

+4.62%

KOID

N/A

10Y(CAGR)

FMF

+2.73%

KOID

N/A

Max(CAGR)

FMF

+1.89%

Winner

KOID

+42.47%

FMF vs KOID - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	FMF	KOID
2026	+7.19%	+15.25%
2025	+4.23%	+26.92%
2024	+7.67%	N/A
2023	-0.38%	N/A
2022	+4.68%	N/A
2021	+3.45%	N/A
2020	+5.25%	N/A
2019	-5.32%	N/A
2018	-2.31%	N/A
2017	+2.33%	N/A
2016	-4.09%	N/A
2015	-0.47%	N/A
2014	-1.10%	N/A
2013	+3.46%	N/A

FMF vs KOID Drawdown Comparison

The maximum drawdown for FMF was -22.22%, occurring on Mar 24, 2020. Recovery took 2001 trading sessions.

The maximum drawdown for KOID was -18.19%, occurring on Mar 30, 2026. Recovery took 42 trading sessions.

The current FMF drawdown is -2.66%. The current KOID drawdown is -13.62%.

Rank	FMF	KOID
#1	-22.22% Apr 2, 2014 - Mar 14, 2022	-18.19% Feb 25, 2026 - Apr 27, 2026
#2	-14.98% Jun 14, 2022 - Oct 6, 2025	-16.34% May 26, 2026 - Jul 20, 2026
#3	-7.98% Mar 14, 2022 - Jun 9, 2022	-15.00% Oct 6, 2025 - Jan 5, 2026
#4	-4.51% May 18, 2026 - Jul 2, 2026	-4.40% Aug 28, 2025 - Sep 8, 2025
#5	-3.58% Dec 30, 2013 - Mar 27, 2014	-4.18% Jan 21, 2026 - Feb 9, 2026
#6	-3.42% Mar 12, 2026 - Apr 2, 2026	-4.11% Jul 23, 2025 - Aug 6, 2025
#7	-3.12% Oct 15, 2025 - Jan 9, 2026	-3.69% May 13, 2026 - May 22, 2026
#8	-2.31% Feb 11, 2026 - Feb 19, 2026	-2.94% Sep 18, 2025 - Oct 3, 2025
#9	-2.22% Aug 2, 2013 - Oct 10, 2013	-2.51% Jun 10, 2025 - Jun 24, 2025
#10	-1.69% Feb 4, 2026 - Feb 6, 2026	-2.49% Jul 3, 2025 - Jul 10, 2025
#11	-1.56% Jan 15, 2026 - Feb 3, 2026	-1.91% Apr 27, 2026 - Apr 30, 2026
#12	-1.47% Oct 22, 2013 - Nov 14, 2013	-1.82% Feb 11, 2026 - Feb 13, 2026
#13	-1.28% Apr 29, 2026 - May 12, 2026	-1.47% May 11, 2026 - May 13, 2026
#14	-1.27% Mar 2, 2026 - Mar 4, 2026	-1.32% Jan 16, 2026 - Jan 21, 2026
#15	-1.18% Oct 8, 2025 - Oct 13, 2025	-1.19% Aug 13, 2025 - Aug 18, 2025

Correlation

Correlation between FMF and KOID is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2013 - 2026)

FMF vs KOID dividend yield comparison.

Year	FMF	KOID
2026	0.83%	0.00%
2025	5.60%	0.85%
2024	4.85%	0.00%
2023	3.09%	0.00%
2022	0.41%	0.00%
2021	3.29%	0.00%
2020	0.02%	0.00%
2019	1.05%	0.00%
2018	1.56%	0.00%
2017	0.82%	0.00%
2013	2.38%	0.00%