KNGZ vs JMM

Comparison between FIRST TRUST S&P 500 DIVERSIFIED DIVIDEND ARISTOCRATS ETF (KNGZ, ETF) and Nuveen Multi-Market Income Fund (JMM, ETF).

5-Year PerformanceKNGZ has outperformed JMM, delivering a return of +9.3% compared to +0.3%

KNGZ vs JMM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KNGZ(ETF)	JMM(ETF)
Net Assets	$62M	$62M
Expense Ratio	0.50%	N/A
Max Drawdown	37.44%	49.78%
Sharpe Ratio	1.31	-0.58
5Y Beta	0.79	0.14
P/E Ratio	18.45	N/A
Forward P/E	13.77	N/A
PEG Ratio	0.04	N/A
5Y Dividends CAGR	10.49%	2.92%
5Y EPS CAGR	4.19%	N/A
Debt to Equity	-280.61%	N/A
P/S Ratio	1.50	N/A
P/B Ratio	2.48	N/A

Net Assets

Winner

KNGZ

$62M

JMM

$62M

Expense Ratio

KNGZ

0.50%

JMM

N/A

Max Drawdown

Winner

KNGZ

37.44%

JMM

49.78%

Sharpe Ratio

Winner

KNGZ

1.31

JMM

-0.58

5Y Beta

KNGZ

0.79

Winner

JMM

0.14

P/E Ratio

KNGZ

18.45

JMM

N/A

Forward P/E

KNGZ

13.77

JMM

N/A

PEG Ratio

KNGZ

0.04

JMM

N/A

5Y Dividends CAGR

Winner

KNGZ

10.49%

JMM

2.92%

5Y EPS CAGR

KNGZ

4.19%

JMM

N/A

Debt to Equity

KNGZ

-280.61%

JMM

N/A

P/S Ratio

KNGZ

1.50

JMM

N/A

P/B Ratio

KNGZ

2.48

JMM

N/A

KNGZ vs JMM - Historical Returns

Returns include dividend reinvestment.

Period	KNGZ	JMM
1 month	+0.16%	-0.71%
3 months	+4.55%	-1.07%
6 months	+9.58%	-4.65%
1 year	+19.94%	-3.75%
5 years(CAGR)	+9.27%	+0.25%
10 years(CAGR)	+11.02%	+2.85%
Max(CAGR)	+11.02%	+5.62%

Winner

KNGZ

+0.16%

JMM

-0.71%

Winner

KNGZ

+4.55%

JMM

-1.07%

Winner

KNGZ

+9.58%

JMM

-4.65%

Winner

KNGZ

+19.94%

JMM

-3.75%

5Y(CAGR)

Winner

KNGZ

+9.27%

JMM

+0.25%

10Y(CAGR)

Winner

KNGZ

+11.02%

JMM

+2.85%

Max(CAGR)

Winner

KNGZ

+11.02%

JMM

+5.62%

KNGZ vs JMM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	KNGZ	JMM
2026	+13.02%	-1.57%
2025	+14.39%	+4.90%
2024	+10.63%	+8.06%
2023	+9.48%	+6.54%
2022	-7.56%	-16.62%
2021	+30.02%	+10.98%
2020	+5.51%	+1.98%
2019	+27.24%	+13.39%
2018	-7.47%	-5.12%
2017	+9.90%	+10.38%
2016	N/A	+10.05%
2015	N/A	-3.73%
2014	N/A	+11.14%
2013	N/A	-7.11%
2012	N/A	+16.97%
2011	N/A	-0.76%
2010	N/A	+22.86%
2009	N/A	+41.47%
2008	N/A	-18.30%
2007	N/A	+4.19%
2006	N/A	+14.18%
2005	N/A	-1.18%
2004	N/A	+3.56%
2003	N/A	+8.27%
2002	N/A	+10.28%
2001	N/A	+10.71%
2000	N/A	+20.84%
1999	N/A	-5.79%

KNGZ vs JMM Drawdown Comparison

The maximum drawdown for KNGZ was -37.44%, occurring on Mar 23, 2020. Recovery took 215 trading sessions.

The maximum drawdown for JMM was -40.49%, occurring on Oct 10, 2008. Recovery took 376 trading sessions.

The current KNGZ drawdown is -3.70%. The current JMM drawdown is -6.60%.

Rank	KNGZ	JMM
#1	-37.44% Jan 17, 2020 - Nov 23, 2020	-40.49% Jan 31, 2008 - Jul 29, 2009
#2	-19.72% Jan 11, 2022 - Dec 26, 2023	-26.45% Feb 21, 2020 - Nov 19, 2020
#3	-19.69% Nov 25, 2024 - Jul 3, 2025	-24.18% Dec 31, 2021 - Mar 3, 2025
#4	-16.97% Sep 20, 2018 - Apr 24, 2019	-17.65% Oct 13, 2010 - Jul 25, 2012
#5	-10.57% Jan 26, 2018 - Aug 21, 2018	-16.18% May 9, 2013 - Feb 6, 2015
#6	-9.41% Feb 11, 2026 - Apr 30, 2026	-13.65% May 7, 2007 - Jan 31, 2008
#7	-8.85% May 3, 2019 - Jul 24, 2019	-10.41% Nov 5, 1999 - Jul 6, 2000
#8	-7.97% Jul 24, 2019 - Sep 17, 2019	-10.02% Jan 26, 2018 - May 21, 2019
#9	-6.73% Oct 27, 2025 - Dec 3, 2025	-9.92% Mar 27, 2025 - Jul 11, 2025
#10	-6.10% Jul 16, 2024 - Aug 23, 2024	-9.88% Sep 9, 2005 - Jul 27, 2006
#11	-5.73% Jun 4, 2021 - Aug 13, 2021	-9.81% Feb 27, 2004 - Oct 7, 2004
#12	-5.45% Aug 13, 2021 - Nov 5, 2021	-9.39% Feb 6, 2015 - Apr 4, 2016
#13	-5.45% Mar 28, 2024 - May 15, 2024	-8.67% Mar 2, 2005 - Jun 23, 2005
#14	-4.49% Sep 17, 2019 - Oct 21, 2019	-8.27% Feb 27, 2026 - Mar 27, 2026
#15	-4.07% Jun 2, 2026 - Jun 24, 2026	-7.77% Oct 28, 2009 - Dec 24, 2009

Correlation

Correlation between KNGZ and JMM is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2000 - 2026)

KNGZ vs JMM dividend yield comparison.

Year	KNGZ	JMM
2026	1.16%	3.54%
2025	2.70%	5.76%
2024	2.55%	5.48%
2023	3.10%	5.58%
2022	2.52%	6.13%
2021	1.95%	4.60%
2020	2.44%	4.49%
2019	2.85%	4.86%
2018	4.09%	5.34%
2017	1.10%	5.63%
2016	0.00%	6.19%
2015	0.00%	6.76%
2014	0.00%	5.74%
2013	0.00%	7.23%
2012	0.00%	7.11%
2011	0.00%	8.19%
2010	0.00%	8.77%
2009	0.00%	9.31%
2008	0.00%	9.42%
2007	0.00%	6.46%
2006	0.00%	6.36%
2005	0.00%	6.97%
2004	0.00%	7.75%
2003	0.00%	7.79%
2002	0.00%	7.98%
2001	0.00%	7.81%
2000	0.00%	3.56%