KF vs. ADX
KF (The Korea Fund Inc) and ADX (Adams Diversified Equity Fund, Inc.) are both mutual funds - KF is a Emerging Markets Equities fund managed by Allianz Global Investors, while ADX is a Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, KF returned 16.63%/yr vs 18.44%/yr for ADX. At a 0.39 correlation, their price movements are largely independent. KF charges 0.01%/yr vs 0.59%/yr for ADX.
Performance
KF vs. ADX - Performance Comparison
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Returns By Period
In the year-to-date period, KF achieves a 94.44% return, which is significantly higher than ADX's 11.06% return. Over the past 10 years, KF has underperformed ADX with an annualized return of 16.63%, while ADX has yielded a comparatively higher 18.44% annualized return.
KF
- 1D
- -11.46%
- 1M
- 6.90%
- YTD
- 94.44%
- 6M
- 99.44%
- 1Y
- 176.02%
- 3Y*
- 46.53%
- 5Y*
- 18.29%
- 10Y*
- 16.63%
ADX
- 1D
- -0.44%
- 1M
- -0.52%
- YTD
- 11.06%
- 6M
- 11.92%
- 1Y
- 28.91%
- 3Y*
- 27.63%
- 5Y*
- 16.53%
- 10Y*
- 18.44%
KF vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KF The Korea Fund Inc | 94.44% | 99.36% | -19.29% | 12.34% | -30.02% | 8.44% | 37.14% | 6.83% | -19.26% | 42.50% |
ADX Adams Diversified Equity Fund, Inc. | 11.06% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between KF and ADX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.39 |
The correlation between KF and ADX shifts across timeframes, from 0.39 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KF vs. ADX — Risk / Return Rank
KF
ADX
KF vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| KF | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.35 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 6.97 | 2.86 | +4.11 |
| Martin ratioReturn relative to average drawdown | 24.90 | 14.47 | +10.43 |
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Drawdowns
KF vs. ADX - Drawdown Comparison
The maximum KF drawdown since its inception was -85.25%, which is greater than ADX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for KF and ADX.
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Drawdown Indicators
| KF | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -71.60% | -13.65% |
Max Drawdown (1Y)Largest decline over 1 year | -25.42% | -10.16% | -15.26% |
Max Drawdown (3Y)Largest decline over 3 years | -28.04% | -18.29% | -9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -47.62% | -25.07% | -22.55% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -37.17% | -15.74% |
Current DrawdownCurrent decline from peak | -11.78% | -2.85% | -8.93% |
Average DrawdownAverage peak-to-trough decline | -37.85% | -22.11% | -15.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 2.00% | +5.10% |
Volatility
KF vs. ADX - Volatility Comparison
The Korea Fund Inc (KF) has a higher volatility of 26.65% compared to Adams Diversified Equity Fund, Inc. (ADX) at 4.84%. This indicates that KF's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KF | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.65% | 4.84% | +21.81% |
Volatility (6M)Calculated over the trailing 6-month period | 42.61% | 11.12% | +31.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.95% | 14.43% | +31.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.23% | 17.40% | +11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.82% | 18.05% | +8.77% |
KF vs. ADX - Expense Ratio Comparison
KF has a 0.02% expense ratio, which is lower than ADX's 0.59% expense ratio.
Dividends
KF vs. ADX - Dividend Comparison
KF's dividend yield for the trailing twelve months is around 0.62%, less than ADX's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.51% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
KF The Korea Fund Inc | 0.62% | 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
KF and ADX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KF has higher volatility (26.65%) compared to ADX (4.84%). In terms of maximum drawdown, KF dropped -85.25% vs ADX's -71.60%.
KF currently has the higher Sharpe Ratio (3.85 vs 2.02), 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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