EICIX vs. MKOR
EICIX (EIC Value Fund) and MKOR (Matthews Korea Active ETF) are both funds - EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp, while MKOR is a Asia Pacific Equities fund actively managed by Matthews. Over the past year, EICIX returned 13.57% vs 166.41% for MKOR. At a 0.32 correlation, their price movements are largely independent. EICIX charges 0.95%/yr vs 0.79%/yr for MKOR.
Performance
EICIX vs. MKOR - Performance Comparison
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Returns By Period
In the year-to-date period, EICIX achieves a 5.81% return, which is significantly lower than MKOR's 94.74% return.
EICIX
- 1D
- 0.80%
- 1M
- 4.47%
- YTD
- 5.81%
- 6M
- 4.81%
- 1Y
- 13.57%
- 3Y*
- 15.33%
- 5Y*
- 10.21%
- 10Y*
- 11.48%
MKOR
- 1D
- 1.84%
- 1M
- 12.24%
- YTD
- 94.74%
- 6M
- 106.59%
- 1Y
- 166.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EICIX vs. MKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EICIX EIC Value Fund | 5.81% | 16.01% | 11.55% | 8.35% |
MKOR Matthews Korea Active ETF | 94.74% | 70.33% | -15.76% | -2.52% |
Correlation
The correlation between EICIX and MKOR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2023 | 0.32 |
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Return for Risk
EICIX vs. MKOR — Risk / Return Rank
EICIX
MKOR
EICIX vs. MKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and Matthews Korea Active ETF (MKOR). 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.
| EICIX | MKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.59 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 7.91 | -6.38 |
| Martin ratioReturn relative to average drawdown | 3.81 | 29.09 | -25.29 |
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Drawdowns
EICIX vs. MKOR - Drawdown Comparison
The maximum EICIX drawdown since its inception was -34.26%, which is greater than MKOR's maximum drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for EICIX and MKOR.
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Drawdown Indicators
| EICIX | MKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -22.09% | -12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -20.62% | +12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.26% | — | — |
Current DrawdownCurrent decline from peak | -3.66% | -3.32% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -6.30% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 5.60% | -2.21% |
Volatility
EICIX vs. MKOR - Volatility Comparison
The current volatility for EIC Value Fund (EICIX) is 2.99%, while Matthews Korea Active ETF (MKOR) has a volatility of 20.42%. This indicates that EICIX experiences smaller price fluctuations and is considered to be less risky than MKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICIX | MKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 20.42% | -17.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 36.74% | -28.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 40.06% | -28.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 28.39% | -13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 28.39% | -12.12% |
EICIX vs. MKOR - Expense Ratio Comparison
EICIX has a 0.95% expense ratio, which is higher than MKOR's 0.79% expense ratio.
Dividends
EICIX vs. MKOR - Dividend Comparison
EICIX's dividend yield for the trailing twelve months is around 8.46%, more than MKOR's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 8.46% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
MKOR Matthews Korea Active ETF | 1.35% | 2.62% | 5.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EICIX and MKOR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MKOR has higher volatility (20.42%) compared to EICIX (2.99%). In terms of maximum drawdown, EICIX dropped -34.26% vs MKOR's -22.09%.
MKOR currently has the higher Sharpe Ratio (4.08 vs 1.14), 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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