First Trust S&P 500 Diversified Dividend… (KNGZ) Performance
KNGZ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +22.5% since Dec 31, 2025
- 1 year
- +24.1% total return
- 5 years
- +10.5% a year
- Since first price
- +11.6% a year since 2017
KNGZ trailing returns vs SPY, QQQ, AGG
| Period | KNGZ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +4.6% | +4.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +7.9% | +7.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +12.9% | +11.3% | +7.8% | +8.4% | −1.5% |
| YTD | +22.5% | +20.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +24.1% | +20.7% | +14.4% | +15.9% | −1.1% |
| 3 years | +78.1%+21.2%/yr | +64.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +65.0%+10.5%/yr | +43.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJun 26, 2017 | +177.8%+11.6%/yr | +114.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: KNGZ vs SPY
From Jun 26, 2017: KNGZ grew to $27,782, SPY to $36,030.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
KNGZ returns by calendar year
6 of 8 full years positive. Best 2021 (+29.0%), worst 2022 (−7.5%). 2026 is year to date.
KNGZ annual returns table
| Year | KNGZ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +22.5% | −9.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +14.3% | −18.4% | +17.7% | +20.8% | +7.2% |
| 2024 | +11.0% | −8.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.8% | −13.2% | +26.2% | +54.9% | +5.7% |
| 2022 | −7.5% | −19.7% | −18.2% | −32.6% | −13.0% |
| 2021 | +29.0% | −5.7% | +28.7% | +27.4% | −1.8% |
| 2020 | +5.5% | −37.4% | +18.3% | +48.6% | +7.5% |
| 2019 | +27.3% | −8.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −7.1% | −17.0% | −4.6% | −0.1% | +0.1% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
KNGZ largest drawdowns
Now 0.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 13, 2020 | −37.4% | Mar 23, 2020 | Nov 23, 2020 | 39 days | 9 months |
| Jan 11, 2022 | −19.7% | Sep 30, 2022 | Dec 26, 2023 | 9 months | 2.0 years |
| Nov 25, 2024 | −19.7% | Apr 8, 2025 | Jul 3, 2025 | 4 months | 7 months |
| Sep 20, 2018 | −17.0% | Dec 24, 2018 | Apr 24, 2019 | 3 months | 7 months |
| Jan 26, 2018 | −10.6% | Feb 9, 2018 | Aug 21, 2018 | 14 days | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
KNGZ risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | +17.2% | +9.8% | +11.0% |
| Volatility (annualized) | 13.8% | 15.9% | 17.0% |
| Sharpe ratio | 0.91 | 0.45 | 0.56 |
| Sortino ratio | 1.52 | 0.69 | 0.85 |
| Best month | +8.5% | +11.0% | +17.0% |
| Worst month | −7.4% | −9.7% | −16.3% |
| Best 12 months | +32.2% | +32.2% | +64.2% |
| Worst 12 months | +3.8% | −12.2% | −16.1% |
| Positive months | 64% | 58% | 64% |
| Beta vs S&P 500 | 0.91 | 0.88 | — |
| Correlation with S&P 500 | 0.82 | 0.87 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
KNGZ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 101 | −16.1% | +9.3% | +64.2% | 77% |
| 3-year (a year) | 77 | +4.0% | +11.3% | +21.2% | 100% |
| 5-year (a year) | 53 | +7.0% | +10.1% | +15.9% | 100% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
KNGZ performance overview
First Trust S&P 500 Diversified Dividend… (KNGZ) returned +24.1% over the past year and +10.5% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +11.6% a year, turning $10,000 into about $27,782. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −37.4%, from Feb 13, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. KNGZ finished 6 of its 8 full calendar years with a gain; the best year was 2021 (+29.0%) and the worst 2022 (−7.5%). Volatility has been 17.0% a year.
Related: KNGZ chart, KNGZ holdings, KNGZ dividends, KNGZ valuation. See the KNGZ overview for the latest quote and fund facts.
KNGZ performance FAQ
What is the KNGZ return over the past year?
KNGZ returned +24.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 20.7%.
What is the average annual return of KNGZ?
KNGZ has returned +10.5% a year over 5 years, +11.6% a year since June 26, 2017 (total return, distributions reinvested).
How much would $10,000 invested in KNGZ be worth?
$10,000 invested in KNGZ at its first recorded close on June 26, 2017 would be worth about $27,782 on October 23, 2026 with distributions reinvested.
What was the worst year for KNGZ?
The worst calendar year was 2022, with a total return of −7.5%. The best was 2021 at +29.0%.
What is the biggest drawdown of KNGZ?
The largest peak-to-trough decline was −37.4% between February 13, 2020 and March 23, 2020. It recovered to the old high on November 23, 2020, 8 months after the bottom.
How volatile is KNGZ?
Over the past 3 years KNGZ had an annualized volatility of 13.8% and a Sharpe ratio of 0.91 (excess return over 1–3 month T-bills per unit of risk).