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The Korea Fund Inc (KF)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

CUSIP
500634209
Inception Date
Aug 29, 1984
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Korea Fund Inc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

The Korea Fund Inc (KF) has returned 23.62% so far this year and 127.72% over the past 12 months. Over the last ten years, KF has returned 11.09% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


The Korea Fund Inc

1D
5.25%
1M
-21.48%
YTD
23.62%
6M
48.61%
1Y
127.72%
3Y*
28.44%
5Y*
9.28%
10Y*
11.09%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 5, 1987, KF's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 50% of months were positive and 50% were negative. The best month was May 1990 with a return of +43.9%, while the worst month was Dec 2008 at -64.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 9 months.

On a daily basis, KF closed higher 48% of trading days. The best single day was Oct 13, 2008 with a return of +20.2%, while the worst single day was Dec 29, 2008 at -72.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202627.67%23.31%-21.48%23.62%
20256.44%3.89%-2.13%2.52%9.23%20.49%3.12%-1.55%11.87%18.29%-4.53%6.45%99.36%
2024-7.74%10.79%6.31%-7.16%-1.44%3.70%4.10%0.56%-9.94%-6.24%-4.03%-7.73%-19.29%
202315.75%-9.46%0.63%-2.68%4.30%3.77%4.15%-8.88%-4.23%-11.70%18.74%6.12%12.34%
2022-8.22%-0.58%-4.05%-0.83%-3.32%-15.64%4.61%-3.97%-21.46%6.45%22.20%-3.73%-30.02%
20213.79%1.24%2.33%2.12%2.37%1.76%-3.18%-2.57%-5.95%-0.39%-4.34%12.14%8.44%

Benchmark Metrics

The Korea Fund Inc has an annualized alpha of 0.48%, beta of 0.93, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since November 06, 1987.

  • This fund participated in 123.73% of S&P 500 Index downside but only 95.08% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.21 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.48%
Beta
0.93
0.21
Upside Capture
95.08%
Downside Capture
123.73%

Expense Ratio

KF has an expense ratio of 0.02%, which is considered low.


Return for Risk

Risk / Return Rank

KF ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


KF Risk / Return Rank: 9898
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 9797
Sortino Ratio Rank
KF Omega Ratio Rank: 9696
Omega Ratio Rank
KF Calmar Ratio Rank: 9898
Calmar Ratio Rank
KF Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Korea Fund Inc (KF) and compare them to a chosen benchmark (S&P 500 Index).


KFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.84

0.90

+2.95

Sortino ratio

Return per unit of downside risk

4.03

1.39

+2.64

Omega ratio

Gain probability vs. loss probability

1.59

1.21

+0.38

Calmar ratio

Return relative to maximum drawdown

4.95

1.40

+3.55

Martin ratio

Return relative to average drawdown

21.60

6.61

+15.00

Explore KF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

The Korea Fund Inc provided a 0.97% dividend yield over the last twelve months, with an annual payout of $0.44 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.44$0.44$0.45$0.00$3.32$9.11$0.53$0.07$5.23$4.02$0.33$4.35

Dividend yield

0.97%1.20%2.46%0.00%15.93%26.50%1.30%0.24%18.67%9.75%1.03%13.66%

Monthly Dividends

The table displays the monthly dividend distributions for The Korea Fund Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.32$3.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.11$9.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the The Korea Fund Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Korea Fund Inc was 94.60%, occurring on Mar 2, 2009. The portfolio has not yet recovered.

The current The Korea Fund Inc drawdown is 60.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.6%Nov 1, 2007334Mar 2, 2009
-85.25%Sep 14, 19892257Aug 18, 19981746Jul 28, 20054003
-37.38%Feb 25, 1988150Sep 27, 198894Feb 9, 1989244
-24.37%May 9, 200625Jun 13, 2006215Apr 23, 2007240
-20.22%Jul 24, 200718Aug 16, 200728Sep 26, 200746

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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