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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

KF Performance Chart

The Korea Fund Inc (KF) is up 115.2% since the beginning of the year. KF is currently trading at $78 per share. Investors who bought $1,000 worth of KF shares 5 years ago would now be looking at an investment worth $2,583.


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S&P 500 Index

Returns By Period

The Korea Fund Inc (KF) has returned 115.17% so far this year and 245.02% over the past 12 months. Looking at the last ten years, KF has achieved an annualized return of 17.44%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


The Korea Fund Inc

1D
-0.57%
1M
31.15%
YTD
115.17%
6M
123.73%
1Y
245.02%
3Y*
50.84%
5Y*
20.90%
10Y*
17.44%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KF Monthly Returns History

Based on dividend-adjusted daily data since Nov 5, 1987, KF's average daily return is +0.05%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 50% of months were positive and 50% were negative. The best month was Dec 2008 with a return of +51.5%, while the worst month was Jan 2009 at -35.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 8 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 Jun 10, 1998 at -16.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202627.67%23.31%-21.48%32.34%25.72%4.62%115.17%
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 3.97%, beta of 0.93, and R2 of 0.23 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 119.09% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.23 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
3.97%
Beta
0.93
0.23
Upside Capture
119.09%
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: 100100
Sharpe Ratio Rank
KF Sortino Ratio Rank: 9696
Sortino Ratio Rank
KF Omega Ratio Rank: 9595
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 S&P 500 Index.


KFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

6.15

2.39

+3.76

Sortino ratio

Return per unit of downside risk

5.41

3.25

+2.16

Omega ratio

Gain probability vs. loss probability

1.80

1.43

+0.37

Calmar ratio

Return relative to maximum drawdown

9.71

3.11

+6.59

Martin ratio

Return relative to average drawdown

36.39

14.38

+22.01

Dividends

Dividend History

The Korea Fund Inc provided a 0.56% 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

0.56%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$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 85.25%, occurring on Aug 18, 1998. Recovery took 1746 trading sessions.

The current The Korea Fund Inc drawdown is 0.57%.


Related event

Drawdown

Fall

Recovery

Underwater

1998 bear market1998
-85.25%Aug 1998
8y 11mo6y 11mo
15y 10moSep 1989 - Jul 2005
Financial crisis2007–2009
-77.00%Mar 2009
1y 4mo11y 10mo
13y 2moNov 2007 - Jan 2021
Bear market2022
-47.62%Sep 2022
1y 3mo3y 3d
4y 3moJun 2021 - Oct 2025
1988 bear market1988
-37.38%Sep 1988
7mo 5d4mo 15d
11mo 20dFeb 1988 - Feb 1989
2026 bear market2026
-25.42%Mar 2026
1mo 1d1mo 1d
2mo 2dFeb 2026 - Apr 2026

Drawdown Indicators


KFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-85.25%

-56.78%

-28.47%

Max Drawdown (1Y)

Largest decline over 1 year

-25.42%

-9.10%

-16.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.04%

-18.90%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-47.62%

-25.43%

-22.19%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

-33.92%

-18.99%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-37.90%

-10.72%

-27.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.77%

1.97%

+4.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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