KMLM vs MIN

Comparison between KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF) and MFS Intermediate Income Trust (MIN, ETF).

5-Year PerformanceKMLM has outperformed MIN, delivering a return of +6.1% compared to +0.6%

KMLM vs MIN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KMLM(ETF)	MIN(ETF)
Net Assets	$298M	$297M
Expense Ratio	0.90%	N/A
Max Drawdown	36.50%	67.82%
Sharpe Ratio	1.00	-0.21
5Y Beta	0.02	0.14
5Y Dividends CAGR	N/A	-7.54%

Net Assets

Winner

KMLM

$298M

MIN

$297M

Expense Ratio

KMLM

0.90%

MIN

N/A

Max Drawdown

Winner

KMLM

36.50%

MIN

67.82%

Sharpe Ratio

Winner

KMLM

1.00

MIN

-0.21

5Y Beta

Winner

KMLM

0.02

MIN

0.14

5Y Dividends CAGR

KMLM

N/A

MIN

-7.54%

KMLM vs MIN - Historical Returns

Returns include dividend reinvestment.

Period	KMLM	MIN
1 month	+5.22%	+1.23%
3 months	+3.01%	+0.73%
6 months	+12.32%	-2.09%
1 year	+15.10%	+1.12%
5 years(CAGR)	+6.15%	+0.59%
10 years(CAGR)	N/A	+2.70%
Max(CAGR)	+7.48%	+4.42%

Winner

KMLM

+5.22%

MIN

+1.23%

Winner

KMLM

+3.01%

MIN

+0.73%

Winner

KMLM

+12.32%

MIN

-2.09%

Winner

KMLM

+15.10%

MIN

+1.12%

5Y(CAGR)

Winner

KMLM

+6.15%

MIN

+0.59%

10Y(CAGR)

KMLM

N/A

MIN

+2.70%

Max(CAGR)

Winner

KMLM

+7.48%

MIN

+4.42%

KMLM vs MIN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	KMLM	MIN
2026	+12.80%	-1.56%
2025	-3.67%	+6.90%
2024	-1.15%	+6.22%
2023	-6.25%	+5.56%
2022	+29.44%	-14.82%
2021	+7.37%	+3.59%
2020	+5.40%	+9.38%
2019	N/A	+13.42%
2018	N/A	-3.43%
2017	N/A	+3.29%
2016	N/A	+6.53%
2015	N/A	+2.94%
2014	N/A	+0.56%
2013	N/A	-12.60%
2012	N/A	+10.97%
2011	N/A	+7.20%
2010	N/A	+2.87%
2009	N/A	+15.16%
2008	N/A	+11.73%
2007	N/A	+3.03%
2006	N/A	+3.52%
2005	N/A	+2.31%
2004	N/A	-0.01%
2003	N/A	+2.19%
2002	N/A	+12.14%
2001	N/A	+5.51%
2000	N/A	+12.94%
1999	N/A	-3.96%

KMLM vs MIN 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 MIN was -19.29%, occurring on Oct 20, 2022. Recovery took 883 trading sessions.

The current KMLM drawdown is -11.75%. The current MIN drawdown is -3.22%.

Rank	KMLM	MIN
#1	-27.61% Oct 14, 2022 - Jun 20, 2025	-19.29% Aug 17, 2021 - Feb 24, 2025
#2	-14.93% Jun 13, 2022 - Sep 26, 2022	-19.02% Dec 21, 2012 - Mar 29, 2019
#3	-9.11% May 12, 2021 - Feb 4, 2022	-14.89% Sep 10, 2008 - Dec 17, 2008
#4	-6.19% Mar 8, 2022 - Mar 24, 2022	-12.32% Jun 13, 2003 - Nov 20, 2006
#5	-6.02% Sep 27, 2022 - Oct 10, 2022	-12.05% Feb 18, 2020 - May 1, 2020
#6	-5.93% Feb 24, 2021 - Apr 26, 2021	-11.33% Nov 9, 2010 - Dec 22, 2011
#7	-4.58% Apr 18, 2022 - May 4, 2022	-10.08% Mar 25, 2010 - Jun 30, 2010
#8	-3.99% Mar 25, 2022 - Apr 8, 2022	-8.58% Sep 10, 2002 - Jan 17, 2003
#9	-3.60% May 6, 2022 - May 17, 2022	-8.12% Oct 26, 2012 - Dec 21, 2012
#10	-3.57% May 17, 2022 - Jun 6, 2022	-7.70% Feb 12, 2009 - Apr 17, 2009
#11	-3.46% Jan 5, 2021 - Jan 14, 2021	-6.80% Apr 11, 2000 - Aug 15, 2000
#12	-2.85% Feb 24, 2022 - Mar 2, 2022	-6.19% Jan 14, 2026 - Mar 27, 2026
#13	-2.05% Jan 14, 2021 - Feb 8, 2021	-5.95% Nov 13, 2001 - Feb 12, 2002
#14	-1.72% Feb 14, 2022 - Feb 23, 2022	-5.94% Nov 1, 1999 - Apr 10, 2000
#15	-1.50% Dec 23, 2020 - Dec 29, 2020	-5.44% Sep 17, 2001 - Oct 2, 2001

Correlation

Correlation between KMLM and MIN is -0.58 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.58

-101

Dividend Comparison (2000 - 2026)

KMLM vs MIN dividend yield comparison.

Year	KMLM	MIN
2026	0.00%	4.63%
2025	5.02%	8.78%
2024	0.82%	9.12%
2023	0.00%	9.37%
2022	13.22%	10.05%
2021	6.94%	8.97%
2020	0.00%	8.90%
2019	0.00%	9.04%
2018	0.00%	9.70%
2017	0.00%	9.38%
2016	0.00%	9.39%
2015	0.00%	9.71%
2014	0.00%	9.92%
2013	0.00%	9.76%
2012	0.00%	8.27%
2011	0.00%	8.74%
2010	0.00%	9.14%
2009	0.00%	8.52%
2008	0.00%	9.38%
2007	0.00%	4.98%
2006	0.00%	5.55%
2005	0.00%	5.78%
2004	0.00%	5.63%
2003	0.00%	5.84%
2002	0.00%	6.15%
2001	0.00%	7.00%
2000	0.00%	3.18%