EAD vs. KF
EAD (Emerging Markets Dividend Fund) and KF (The Korea Fund Inc) are both Emerging Markets Equities funds. Over the past 10 years, EAD returned 6.61%/yr vs 12.77%/yr for KF. Their 0.31 correlation means their historical movements had little consistent relationship. EAD charges 0.04%/yr vs 0.01%/yr for KF.
Performance
EAD vs. KF - Performance Comparison
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Returns By Period
In the year-to-date period, EAD achieves a -1.68% return, which is significantly lower than KF's 52.92% return. Over the past 10 years, EAD has underperformed KF with an annualized return of 6.61%, while KF has yielded a comparatively higher 12.77% annualized return.
EAD
- 1D
- 0.00%
- 1M
- -2.42%
- 6M
- -3.45%
- YTD
- -1.68%
- 1Y
- -1.32%
- 3Y*
- 9.25%
- 5Y*
- 2.58%
- 10Y*
- 6.61%
- ALL TIME*
- 6.70%
KF
- 1D
- -2.46%
- 1M
- -18.91%
- 6M
- 19.78%
- YTD
- 52.92%
- 1Y
- 109.71%
- 3Y*
- 33.59%
- 5Y*
- 13.63%
- 10Y*
- 12.77%
- ALL TIME*
- 7.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.20M | $1.82M | $1.50M | |
| $1.71M | $1.51M | $1.67M |
EAD vs. KF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | -1.68% | 8.05% | 15.86% | 11.94% | -23.08% | 21.62% | 6.35% | 27.22% | -6.52% | 7.80% |
KF The Korea Fund Inc | 52.92% | 99.36% | -19.29% | 12.34% | -30.02% | 8.44% | 37.14% | 6.83% | -19.26% | 42.50% |
Correlation
The correlation between EAD and KF is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2003 | 0.31 |
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Return for Risk
EAD vs. KF — Risk / Return Rank
EAD
KF
EAD vs. KF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) 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.
| EAD | KF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.34 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.93 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.72 | 10.48 | -11.20 |
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Drawdowns
EAD vs. KF - Drawdown Comparison
The maximum EAD drawdown since its inception was -67.37%, smaller than the maximum KF drawdown of -85.25%. Use the drawdown chart below to compare losses from any high point for EAD and KF.
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Drawdown Indicators
| EAD | KF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.37% | -85.25% | +17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -35.19% | +27.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -35.19% | +22.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -46.83% | +17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -52.91% | +11.37% |
Current DrawdownCurrent decline from peak | -4.34% | -30.62% | +26.28% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -37.80% | +30.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 9.82% | -7.42% |
Volatility
EAD vs. KF - Volatility Comparison
The current volatility for Emerging Markets Dividend Fund (EAD) is 1.77%, while The Korea Fund Inc (KF) has a volatility of 18.84%. This indicates that EAD 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
| EAD | KF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 18.84% | -17.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 46.99% | -39.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 50.38% | -41.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 30.66% | -17.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 27.58% | -11.48% |
EAD vs. KF - Expense Ratio Comparison
EAD has a 0.04% expense ratio, which is higher than KF's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EAD vs. KF - Dividend Comparison
EAD's dividend yield for the trailing twelve months is around 10.19%, more than KF's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | 10.19% | 9.47% | 9.08% | 9.07% | 10.97% | 7.59% | 8.51% | 8.44% | 9.11% | 8.58% | 9.62% | 10.95% |
KF The Korea Fund Inc | 0.79% | 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
EAD and KF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KF has higher volatility (18.84%) compared to EAD (1.77%). In terms of maximum drawdown, EAD dropped -67.37% vs KF's -85.25%.
KF currently has the higher Sharpe Ratio (2.05 vs -0.19), 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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