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KF vs. AGMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KF vs. AGMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Korea Fund Inc (KF) and Themes Silver Miners ETF (AGMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KF achieves a 94.44% return, which is significantly higher than AGMI's -4.46% 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%

AGMI

1D
-6.11%
1M
-9.96%
YTD
-4.46%
6M
-7.11%
1Y
82.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KF vs. AGMI - Yearly Performance Comparison


2026 (YTD)20252024
KF
The Korea Fund Inc
94.44%99.36%-21.01%
AGMI
Themes Silver Miners ETF
-4.46%176.11%-0.74%

Correlation

The correlation between KF and AGMI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 3, 2024

0.39

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Return for Risk

KF vs. AGMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KF
KF Risk / Return Rank: 9393
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 8585
Sortino Ratio Rank
KF Omega Ratio Rank: 8888
Omega Ratio Rank
KF Calmar Ratio Rank: 9797
Calmar Ratio Rank
KF Martin Ratio Rank: 9797
Martin Ratio Rank

AGMI
AGMI Risk / Return Rank: 4545
Overall Rank
AGMI Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AGMI Sortino Ratio Rank: 4141
Sortino Ratio Rank
AGMI Omega Ratio Rank: 4343
Omega Ratio Rank
AGMI Calmar Ratio Rank: 5151
Calmar Ratio Rank
AGMI Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KF vs. AGMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and Themes Silver Miners ETF (AGMI). 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.


KFAGMIDifference
Sharpe ratioReturn per unit of total volatility

+2.26

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.57

1.27

+0.30

Calmar ratioReturn relative to maximum drawdown

6.97

2.40

+4.57

Martin ratioReturn relative to average drawdown

24.90

5.96

+18.94

KF vs. AGMI - Sharpe Ratio Comparison

The current KF Sharpe Ratio is 3.86, which is higher than the AGMI Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of KF and AGMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KF vs. AGMI - Drawdown Comparison

The maximum KF drawdown since its inception was -85.25%, which is greater than AGMI's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for KF and AGMI.


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Drawdown Indicators


KFAGMIDifference

Max Drawdown

Largest peak-to-trough decline

-85.25%

-34.40%

-50.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.42%

-34.40%

+8.98%

Max Drawdown (3Y)

Largest decline over 3 years

-28.04%

Max Drawdown (5Y)

Largest decline over 5 years

-47.62%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-11.78%

-31.06%

+19.28%

Average Drawdown

Average peak-to-trough decline

-37.85%

-9.57%

-28.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

13.80%

-6.70%

Volatility

KF vs. AGMI - Volatility Comparison

The Korea Fund Inc (KF) has a higher volatility of 26.65% compared to Themes Silver Miners ETF (AGMI) at 19.41%. This indicates that KF's price experiences larger fluctuations and is considered to be riskier than AGMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KFAGMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.65%

19.41%

+7.24%

Volatility (6M)

Calculated over the trailing 6-month period

42.61%

44.13%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

45.95%

51.73%

-5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.23%

45.04%

-15.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.82%

45.04%

-18.22%

KF vs. AGMI - Expense Ratio Comparison

KF has a 0.02% expense ratio, which is lower than AGMI's 0.35% expense ratio.


Dividends

KF vs. AGMI - Dividend Comparison

KF's dividend yield for the trailing twelve months is around 0.62%, less than AGMI's 4.64% yield.


PositionTTM20252024202320222021202020192018201720162015
AGMI
Themes Silver Miners ETF
4.64%4.43%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 AGMI have a correlation of 0.37, 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 AGMI (19.41%). In terms of maximum drawdown, KF dropped -85.25% vs AGMI's -34.40%.

KF currently has the higher Sharpe Ratio (3.85 vs 1.59), 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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