KMLM vs CAFX
Comparison between KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF) and CONGRESS INTERMEDIATE BOND ETF (CAFX, ETF).
KMLM vs CAFX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
KMLM
$327M
CAFX
$326M
Expense Ratio
KMLM
0.90%
Winner
CAFX
0.35%
Max Drawdown
KMLM
36.50%
Winner
CAFX
3.55%
Sharpe Ratio
Winner
KMLM
0.77
CAFX
0.01
5Y Beta
KMLM
0.02
Winner
CAFX
0.01
KMLM vs CAFX - Historical Returns
Returns include dividend reinvestment.
1M
KMLM
-6.83%
Winner
CAFX
+0.18%
3M
KMLM
+0.21%
Winner
CAFX
+0.42%
6M
Winner
KMLM
+9.64%
CAFX
+0.67%
1Y
Winner
KMLM
+12.07%
CAFX
+3.56%
5Y(CAGR)
KMLM
+4.06%
CAFX
N/A
Max(CAGR)
Winner
KMLM
+6.73%
CAFX
+2.84%
KMLM vs CAFX - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | KMLM | CAFX |
|---|---|---|
| 2026 | +7.70% | +0.36% |
| 2025 | -3.67% | +6.33% |
| 2024 | -1.15% | -1.66% |
| 2023 | -6.25% | N/A |
| 2022 | +29.44% | N/A |
| 2021 | +7.37% | N/A |
| 2020 | +5.40% | N/A |
KMLM vs CAFX Drawdown Comparison
The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.
The maximum drawdown for CAFX was -2.63%, occurring on Jan 13, 2025. Recovery took 134 trading sessions.
The current KMLM drawdown is -15.73%. The current CAFX drawdown is -0.88%.
| Rank | KMLM | CAFX |
|---|---|---|
| #1 | -27.61% Oct 14, 2022 - Jun 20, 2025 | -2.63% Sep 13, 2024 - Mar 28, 2025 |
| #2 | -14.93% Jun 13, 2022 - Sep 26, 2022 | -1.79% Feb 27, 2026 - Mar 26, 2026 |
| #3 | -9.11% May 12, 2021 - Feb 4, 2022 | -1.30% Apr 3, 2025 - Apr 29, 2025 |
| #4 | -6.19% Mar 8, 2022 - Mar 24, 2022 | -1.17% Apr 30, 2025 - Jun 12, 2025 |
| #5 | -6.02% Sep 27, 2022 - Oct 10, 2022 | -1.03% Sep 8, 2025 - Nov 24, 2025 |
| #6 | -5.93% Feb 24, 2021 - Apr 26, 2021 | -0.76% Jun 30, 2025 - Aug 1, 2025 |
| #7 | -4.58% Apr 18, 2022 - May 4, 2022 | -0.56% Nov 26, 2025 - Dec 29, 2025 |
| #8 | -3.99% Mar 25, 2022 - Apr 8, 2022 | -0.38% Jan 5, 2026 - Feb 5, 2026 |
| #9 | -3.60% May 6, 2022 - May 17, 2022 | -0.36% Aug 25, 2025 - Sep 2, 2025 |
| #10 | -3.57% May 17, 2022 - Jun 6, 2022 | -0.30% Aug 13, 2025 - Aug 22, 2025 |
| #11 | -3.46% Jan 5, 2021 - Jan 14, 2021 | -0.26% Jun 12, 2025 - Jun 20, 2025 |
| #12 | -2.85% Feb 24, 2022 - Mar 2, 2022 | -0.20% Aug 4, 2025 - Aug 13, 2025 |
| #13 | -2.05% Jan 14, 2021 - Feb 8, 2021 | -0.18% Dec 29, 2025 - Jan 5, 2026 |
| #14 | -1.72% Feb 14, 2022 - Feb 23, 2022 | -0.16% Feb 13, 2026 - Feb 23, 2026 |
| #15 | -1.50% Dec 23, 2020 - Dec 29, 2020 | -0.10% Sep 2, 2025 - Sep 4, 2025 |
Correlation
Correlation between KMLM and CAFX is 0.29 which considered as a very weak or no correlation - the stocks move independently of each other.
0.29
-101
Dividend Comparison (2021 - 2026)
KMLM vs CAFX dividend yield comparison.
| Year | KMLM | CAFX |
|---|---|---|
| 2026 | 0.00% | 1.62% |
| 2025 | 5.02% | 3.92% |
| 2024 | 0.82% | 0.96% |
| 2022 | 13.22% | 0.00% |
| 2021 | 6.94% | 0.00% |
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