INTF vs. KEMX
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX).
INTF and KEMX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. KEMX is a passively managed fund by CICC that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Apr 12, 2019. Both INTF and KEMX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
INTF vs. KEMX - Performance Comparison
Loading graphics...
INTF vs. KEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 4.98% | 35.50% | 5.99% | 18.25% | -12.31% | 11.70% | 2.83% | 4.10% |
KEMX KraneShares MSCI Emerging Markets ex China Index ETF | 10.61% | 38.28% | 0.36% | 20.57% | -19.35% | 10.55% | 12.84% | 7.93% |
Returns By Period
In the year-to-date period, INTF achieves a 4.98% return, which is significantly lower than KEMX's 10.61% return.
INTF
- 1D
- 1.72%
- 1M
- -3.13%
- YTD
- 4.98%
- 6M
- 11.00%
- 1Y
- 32.17%
- 3Y*
- 18.30%
- 5Y*
- 10.27%
- 10Y*
- 8.95%
KEMX
- 1D
- 1.15%
- 1M
- -8.33%
- YTD
- 10.61%
- 6M
- 21.39%
- 1Y
- 51.35%
- 3Y*
- 20.78%
- 5Y*
- 9.30%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
INTF vs. KEMX - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is higher than KEMX's 0.25% expense ratio.
Return for Risk
INTF vs. KEMX — Risk / Return Rank
INTF
KEMX
INTF vs. KEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). 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.
| INTF | KEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.41 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.50 | 3.05 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.45 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.39 | -0.45 |
Martin ratioReturn relative to average drawdown | 11.99 | 13.94 | -1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| INTF | KEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.41 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.53 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Correlation
The correlation between INTF and KEMX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
INTF vs. KEMX - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.73%, less than KEMX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 2.73% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
KEMX KraneShares MSCI Emerging Markets ex China Index ETF | 2.97% | 3.28% | 3.39% | 2.00% | 4.10% | 4.79% | 1.69% | 2.77% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
INTF vs. KEMX - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, roughly equal to the maximum KEMX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for INTF and KEMX.
Loading graphics...
Drawdown Indicators
| INTF | KEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -38.80% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -15.36% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -30.85% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -5.10% | -10.66% | +5.56% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -9.02% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.73% | -1.02% |
Volatility
INTF vs. KEMX - Volatility Comparison
The current volatility for iShares MSCI Intl Multifactor ETF (INTF) is 7.24%, while KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a volatility of 11.42%. This indicates that INTF experiences smaller price fluctuations and is considered to be less risky than KEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| INTF | KEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 11.42% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 16.99% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 21.41% | -3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 17.56% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 20.61% | -3.32% |