KOID vs FMF

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

KOID vs FMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

KOID

$272M

Winner

FMF

$272M

Expense Ratio

Winner

KOID

0.69%

FMF

0.98%

Max Drawdown

Winner

KOID

18.19%

FMF

24.79%

Sharpe Ratio

KOID

1.16

Winner

FMF

1.23

5Y Beta

KOID

1.59

Winner

FMF

0.10

5Y Dividends CAGR

KOID

N/A

FMF

227.06%

KOID vs FMF - Holdings Comparison

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

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

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

KOID vs FMF - Historical Returns

Returns include dividend reinvestment.

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

KOID

-12.36%

Winner

FMF

-0.50%

Winner

KOID

+4.50%

FMF

-1.09%

Winner

KOID

+7.73%

FMF

+5.68%

Winner

KOID

+36.52%

FMF

+14.98%

5Y(CAGR)

KOID

N/A

FMF

+4.62%

10Y(CAGR)

KOID

N/A

FMF

+2.73%

Max(CAGR)

Winner

KOID

+42.47%

FMF

+1.89%

KOID vs FMF - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

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

KOID vs FMF Drawdown Comparison

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

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

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

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

Correlation

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

0.88

-101

Dividend Comparison (2013 - 2026)

KOID vs FMF dividend yield comparison.

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