KF vs. DRMCX
KF (The Korea Fund Inc) and DRMCX (Virtus Mid-Cap Growth Fund) are both mutual funds - KF is a Emerging Markets Equities fund managed by Allianz, while DRMCX is a Mid Cap Growth Equities fund managed by Allianz. Over the past 10 years, KF returned 12.77%/yr vs 13.96%/yr for DRMCX. Their 0.49 correlation means their historical movements had little consistent relationship. KF charges 0.01%/yr vs 0.83%/yr for DRMCX.
Performance
KF vs. DRMCX - 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 DRMCX's 10.05% return. Over the past 10 years, KF has underperformed DRMCX with an annualized return of 12.77%, while DRMCX has yielded a comparatively higher 13.96% 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%
DRMCX
- 1D
- 2.34%
- 1M
- -3.95%
- 6M
- 8.96%
- YTD
- 10.05%
- 1Y
- 11.39%
- 3Y*
- 17.59%
- 5Y*
- 5.64%
- 10Y*
- 13.96%
- ALL TIME*
- 7.85%
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. DRMCX - 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% |
DRMCX Virtus Mid-Cap Growth Fund | 10.05% | 18.09% | 20.49% | 24.81% | -32.59% | 14.91% | 55.27% | 41.73% | -11.16% | 25.08% |
Correlation
The correlation between KF and DRMCX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1996 | 0.49 |
The correlation between KF and DRMCX shifts across timeframes, from 0.48 (10 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KF vs. DRMCX — Risk / Return Rank
KF
DRMCX
KF vs. DRMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and Virtus Mid-Cap Growth Fund (DRMCX). 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 | DRMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.09 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 0.65 | +2.28 |
| Martin ratioReturn relative to average drawdown | 10.48 | 2.13 | +8.35 |
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Drawdowns
KF vs. DRMCX - Drawdown Comparison
The maximum KF drawdown since its inception was -85.25%, which is greater than DRMCX's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for KF and DRMCX.
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Drawdown Indicators
| KF | DRMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -67.97% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -35.19% | -13.75% | -21.44% |
Max Drawdown (3Y)Largest decline over 3 years | -35.19% | -26.83% | -8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -43.47% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -43.47% | -9.44% |
Current DrawdownCurrent decline from peak | -30.62% | -6.28% | -24.34% |
Average DrawdownAverage peak-to-trough decline | -37.80% | -21.99% | -15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 4.17% | +5.65% |
Volatility
KF vs. DRMCX - Volatility Comparison
The Korea Fund Inc (KF) has a higher volatility of 18.84% compared to Virtus Mid-Cap Growth Fund (DRMCX) at 5.35%. This indicates that KF's price experiences larger fluctuations and is considered to be riskier than DRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KF | DRMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.84% | 5.35% | +13.49% |
Volatility (6M)Calculated over the trailing 6-month period | 46.99% | 16.35% | +30.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.38% | 20.27% | +30.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.66% | 24.24% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 23.63% | +3.95% |
KF vs. DRMCX - Expense Ratio Comparison
KF has a 0.02% expense ratio, which is lower than DRMCX's 0.83% expense ratio.
Dividends
KF vs. DRMCX - Dividend Comparison
KF's dividend yield for the trailing twelve months is around 0.79%, less than DRMCX's 15.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRMCX Virtus Mid-Cap Growth Fund | 15.02% | 16.53% | 0.00% | 0.00% | 0.00% | 27.44% | 9.02% | 4.12% | 14.34% | 8.78% | 7.35% | 5.65% |
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 DRMCX have a correlation of 0.62, 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 DRMCX (5.35%). In terms of maximum drawdown, KF dropped -85.25% vs DRMCX's -67.97%.
KF currently has the higher Sharpe Ratio (2.05 vs 0.44), 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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