COPJ vs. KF
COPJ (Sprott Junior Copper Miners ETF) and KF (The Korea Fund Inc) are both funds - COPJ is a Copper fund tracking the Nasdaq Sprott Junior Copper Miners Index, while KF is a Emerging Markets Equities fund managed by Allianz Global Investors. Over the past 3 years, COPJ returned 38.25%/yr vs 49.92%/yr for KF. At a 0.43 correlation, their price movements are largely independent. COPJ charges 0.78%/yr vs 0.01%/yr for KF.
Performance
COPJ vs. KF - Performance Comparison
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Returns By Period
In the year-to-date period, COPJ achieves a 0.79% return, which is significantly lower than KF's 107.08% return.
COPJ
- 1D
- 2.38%
- 1M
- -11.17%
- YTD
- 0.79%
- 6M
- -0.15%
- 1Y
- 82.49%
- 3Y*
- 38.25%
- 5Y*
- —
- 10Y*
- —
KF
- 1D
- 3.30%
- 1M
- 0.68%
- YTD
- 107.08%
- 6M
- 104.71%
- 1Y
- 182.72%
- 3Y*
- 49.92%
- 5Y*
- 20.00%
- 10Y*
- 16.77%
COPJ vs. KF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
COPJ Sprott Junior Copper Miners ETF | 0.79% | 140.63% | 11.07% | -6.47% |
KF The Korea Fund Inc | 107.08% | 99.36% | -19.29% | -5.29% |
Correlation
The correlation between COPJ and KF is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.43 |
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Return for Risk
COPJ vs. KF — Risk / Return Rank
COPJ
KF
COPJ vs. KF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and The Korea Fund Inc (KF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COPJ | KF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.58 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 7.23 | -4.67 |
| Martin ratioReturn relative to average drawdown | 6.71 | 25.50 | -18.78 |
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Drawdowns
COPJ vs. KF - Drawdown Comparison
The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum KF drawdown of -85.25%. Use the drawdown chart below to compare losses from any high point for COPJ and KF.
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Drawdown Indicators
| COPJ | KF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | -85.25% | +52.97% |
Max Drawdown (1Y)Largest decline over 1 year | -32.28% | -25.42% | -6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -32.28% | -28.04% | -4.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.91% | — |
Current DrawdownCurrent decline from peak | -22.96% | -6.05% | -16.91% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -37.83% | +25.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.33% | 7.20% | +5.13% |
Volatility
COPJ vs. KF - Volatility Comparison
The current volatility for Sprott Junior Copper Miners ETF (COPJ) is 18.91%, while The Korea Fund Inc (KF) has a volatility of 25.49%. This indicates that COPJ experiences smaller price fluctuations and is considered to be less risky than KF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COPJ | KF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.91% | 25.49% | -6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 38.69% | 43.03% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.95% | 46.24% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.66% | 29.37% | +6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.66% | 26.87% | +8.79% |
COPJ vs. KF - Expense Ratio Comparison
COPJ has a 0.78% expense ratio, which is higher than KF's 0.02% expense ratio.
Dividends
COPJ vs. KF - Dividend Comparison
COPJ's dividend yield for the trailing twelve months is around 11.48%, more than KF's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPJ Sprott Junior Copper Miners ETF | 11.48% | 11.57% | 11.64% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KF The Korea Fund Inc | 0.58% | 1.20% | 2.46% | 0.00% | 15.93% | 26.50% | 1.30% | 0.24% | 18.67% | 9.75% | 1.03% | 13.66% |
Frequently Asked Questions
COPJ and KF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KF has higher volatility (25.49%) compared to COPJ (18.91%). In terms of maximum drawdown, COPJ dropped -32.28% vs KF's -85.25%.
KF currently has the higher Sharpe Ratio (3.98 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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