KF vs. ANVIX
KF (The Korea Fund Inc) and ANVIX (Virtus NFJ Large-Cap Value Fund) are both mutual funds - KF is a Emerging Markets Equities fund managed by Allianz, while ANVIX is a Large Cap Value Equities fund managed by Allianz. Over the past 10 years, KF returned 12.77%/yr vs 10.26%/yr for ANVIX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. KF charges 0.01%/yr vs 0.74%/yr for ANVIX.
Performance
KF vs. ANVIX - Performance Comparison
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Returns By Period
In the year-to-date period, KF achieves a 52.92% return, which is significantly higher than ANVIX's 18.53% return. Over the past 10 years, KF has outperformed ANVIX with an annualized return of 12.77%, while ANVIX has yielded a comparatively lower 10.26% annualized return.
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%
ANVIX
- 1D
- 1.83%
- 1M
- 3.01%
- 6M
- 15.21%
- YTD
- 18.53%
- 1Y
- 23.80%
- 3Y*
- 11.15%
- 5Y*
- 7.72%
- 10Y*
- 10.26%
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.71M | $1.51M | $1.67M |
KF vs. ANVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ANVIX Virtus NFJ Large-Cap Value Fund | 18.53% | 6.78% | 6.28% | 17.92% | -14.81% | 26.52% | 2.29% | 25.03% | -9.38% | 21.36% |
Correlation
The correlation between KF and ANVIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 8, 2000 | 0.52 |
The correlation between KF and ANVIX has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
KF vs. ANVIX — Risk / Return Rank
KF
ANVIX
KF vs. ANVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and Virtus NFJ Large-Cap Value Fund (ANVIX). 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 | ANVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.95 | -0.03 |
| Martin ratioReturn relative to average drawdown | 10.48 | 9.46 | +1.02 |
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Drawdowns
KF vs. ANVIX - Drawdown Comparison
The maximum KF drawdown since its inception was -85.25%, which is greater than ANVIX's maximum drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for KF and ANVIX.
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Drawdown Indicators
| KF | ANVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -62.48% | -22.77% |
Max Drawdown (1Y)Largest decline over 1 year | -35.19% | -7.20% | -27.99% |
Max Drawdown (3Y)Largest decline over 3 years | -35.19% | -19.65% | -15.54% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -23.67% | -23.16% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -38.41% | -14.50% |
Current DrawdownCurrent decline from peak | -30.62% | 0.00% | -30.62% |
Average DrawdownAverage peak-to-trough decline | -37.80% | -9.58% | -28.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 2.26% | +7.56% |
Volatility
KF vs. ANVIX - Volatility Comparison
The Korea Fund Inc (KF) has a higher volatility of 18.84% compared to Virtus NFJ Large-Cap Value Fund (ANVIX) at 2.95%. This indicates that KF's price experiences larger fluctuations and is considered to be riskier than ANVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KF | ANVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.84% | 2.95% | +15.89% |
Volatility (6M)Calculated over the trailing 6-month period | 46.99% | 9.08% | +37.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.38% | 12.89% | +37.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.66% | 16.61% | +14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 18.21% | +9.37% |
KF vs. ANVIX - Expense Ratio Comparison
KF has a 0.02% expense ratio, which is lower than ANVIX's 0.74% expense ratio.
Dividends
KF vs. ANVIX - Dividend Comparison
KF's dividend yield for the trailing twelve months is around 0.79%, less than ANVIX's 8.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 8.65% | 10.78% | 2.80% | 7.28% | 20.66% | 6.43% | 1.43% | 3.54% | 2.02% | 1.89% | 2.13% | 2.26% |
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
KF and ANVIX have a correlation of 0.45, 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 ANVIX (2.95%). In terms of maximum drawdown, KF dropped -85.25% vs ANVIX's -62.48%.
KF currently has the higher Sharpe Ratio (2.05 vs 1.65), 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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