VALQ vs KMLM

Comparison between AMERICAN CENTURY U.S. QUALITY VALUE ETF (VALQ, ETF) and KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF).

5-Year PerformanceVALQ has outperformed KMLM, delivering a return of +8.4% compared to +4.0%

VALQ vs KMLM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VALQ(ETF)	KMLM(ETF)
Net Assets	$306M	$307M
Expense Ratio	0.29%	0.90%
Max Drawdown	38.19%	36.50%
Sharpe Ratio	0.98	0.76
5Y Beta	0.69	0.03
P/E Ratio	19.57	N/A
Forward P/E	15.50	N/A
PEG Ratio	0.50	N/A
5Y Dividends CAGR	10.43%	N/A
5Y EPS CAGR	12.20%	N/A
Debt to Equity	78.11%	N/A
P/S Ratio	1.94	N/A
P/B Ratio	4.37	N/A

Net Assets

VALQ

$306M

Winner

KMLM

$307M

Expense Ratio

Winner

VALQ

0.29%

KMLM

0.90%

Max Drawdown

VALQ

38.19%

Winner

KMLM

36.50%

Sharpe Ratio

Winner

VALQ

0.98

KMLM

0.76

5Y Beta

VALQ

0.69

Winner

KMLM

0.03

P/E Ratio

VALQ

19.57

KMLM

N/A

Forward P/E

VALQ

15.50

KMLM

N/A

PEG Ratio

VALQ

0.50

KMLM

N/A

5Y Dividends CAGR

VALQ

10.43%

KMLM

N/A

5Y EPS CAGR

VALQ

12.20%

KMLM

N/A

Debt to Equity

VALQ

78.11%

KMLM

N/A

P/S Ratio

VALQ

1.94

KMLM

N/A

P/B Ratio

VALQ

4.37

KMLM

N/A

VALQ vs KMLM - Historical Returns

Returns include dividend reinvestment.

Period	VALQ	KMLM
1 month	+3.52%	-3.83%
3 months	+1.47%	+4.03%
6 months	+4.62%	+12.47%
1 year	+15.38%	+11.83%
5 years(CAGR)	+8.44%	+4.01%
10 years(CAGR)	+8.72%	N/A
Max(CAGR)	+8.72%	+6.94%

Winner

VALQ

+3.52%

KMLM

-3.83%

VALQ

+1.47%

Winner

KMLM

+4.03%

VALQ

+4.62%

Winner

KMLM

+12.47%

Winner

VALQ

+15.38%

KMLM

+11.83%

5Y(CAGR)

Winner

VALQ

+8.44%

KMLM

+4.01%

10Y(CAGR)

VALQ

+8.72%

KMLM

N/A

Max(CAGR)

Winner

VALQ

+8.72%

KMLM

+6.94%

VALQ vs KMLM - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	VALQ	KMLM
2026	+4.01%	+8.74%
2025	+10.83%	-3.67%
2024	+16.88%	-1.15%
2023	+13.99%	-6.25%
2022	-7.93%	+29.44%
2021	+28.72%	+7.37%
2020	+0.66%	+5.40%
2019	+24.50%	N/A
2018	-10.45%	N/A

VALQ vs KMLM Drawdown Comparison

The maximum drawdown for VALQ was -38.19%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The current VALQ drawdown is -1.50%. The current KMLM drawdown is -14.93%.

Rank	VALQ	KMLM
#1	-38.19% Feb 12, 2020 - Jan 6, 2021	-27.61% Oct 14, 2022 - Jun 20, 2025
#2	-20.19% Apr 20, 2022 - Dec 11, 2023	-14.93% Jun 13, 2022 - Sep 26, 2022
#3	-18.24% Sep 20, 2018 - Sep 11, 2019	-9.11% May 12, 2021 - Feb 4, 2022
#4	-15.62% Feb 19, 2025 - Aug 13, 2025	-6.19% Mar 8, 2022 - Mar 24, 2022
#5	-9.45% Jan 26, 2018 - Aug 17, 2018	-6.02% Sep 27, 2022 - Oct 10, 2022
#6	-8.36% Jan 4, 2022 - Apr 20, 2022	-5.93% Feb 24, 2021 - Apr 26, 2021
#7	-7.85% Feb 6, 2026 - Jun 1, 2026	-4.58% Apr 18, 2022 - May 4, 2022
#8	-6.61% Mar 28, 2024 - Jul 16, 2024	-3.99% Mar 25, 2022 - Apr 8, 2022
#9	-6.11% Dec 2, 2024 - Feb 19, 2025	-3.60% May 6, 2022 - May 17, 2022
#10	-5.70% Sep 2, 2021 - Nov 12, 2021	-3.57% May 17, 2022 - Jun 6, 2022
#11	-5.30% Nov 15, 2021 - Dec 23, 2021	-3.46% Jan 5, 2021 - Jan 14, 2021
#12	-5.02% Jul 16, 2024 - Aug 19, 2024	-2.85% Feb 24, 2022 - Mar 2, 2022
#13	-4.62% Oct 27, 2025 - Nov 28, 2025	-2.05% Jan 14, 2021 - Feb 8, 2021
#14	-4.24% Jan 17, 2020 - Feb 12, 2020	-1.72% Feb 14, 2022 - Feb 23, 2022
#15	-4.01% May 10, 2021 - Jul 23, 2021	-1.50% Dec 23, 2020 - Dec 29, 2020