KF vs. EAD
KF (The Korea Fund Inc) and EAD (Emerging Markets Dividend Fund) are both Emerging Markets Equities funds. Over the past 10 years, KF returned 16.63%/yr vs 7.28%/yr for EAD. At a 0.31 correlation, their price movements are largely independent. KF charges 0.01%/yr vs 0.04%/yr for EAD.
Performance
KF vs. EAD - 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 EAD's -1.10% return. Over the past 10 years, KF has outperformed EAD with an annualized return of 16.63%, while EAD has yielded a comparatively lower 7.28% 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%
EAD
- 1D
- -0.31%
- 1M
- -0.87%
- YTD
- -1.10%
- 6M
- -1.24%
- 1Y
- 1.77%
- 3Y*
- 10.31%
- 5Y*
- 3.07%
- 10Y*
- 7.28%
KF vs. EAD - 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% |
EAD Emerging Markets Dividend Fund | -1.10% | 8.05% | 15.86% | 11.94% | -23.08% | 21.62% | 6.35% | 27.22% | -6.52% | 7.80% |
Correlation
The correlation between KF and EAD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2003 | 0.31 |
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Return for Risk
KF vs. EAD — Risk / Return Rank
KF
EAD
KF vs. EAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and Emerging Markets Dividend Fund (EAD). 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 | EAD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.04 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 6.97 | 0.22 | +6.75 |
| Martin ratioReturn relative to average drawdown | 24.90 | 0.81 | +24.09 |
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Drawdowns
KF vs. EAD - Drawdown Comparison
The maximum KF drawdown since its inception was -85.25%, which is greater than EAD's maximum drawdown of -67.37%. Use the drawdown chart below to compare losses from any high point for KF and EAD.
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Drawdown Indicators
| KF | EAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -67.37% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -25.42% | -8.16% | -17.26% |
Max Drawdown (3Y)Largest decline over 3 years | -28.04% | -12.65% | -15.39% |
Max Drawdown (5Y)Largest decline over 5 years | -47.62% | -29.44% | -18.18% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -41.54% | -11.37% |
Current DrawdownCurrent decline from peak | -11.78% | -3.77% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -37.85% | -7.14% | -30.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 2.18% | +4.92% |
Volatility
KF vs. EAD - Volatility Comparison
The Korea Fund Inc (KF) has a higher volatility of 26.65% compared to Emerging Markets Dividend Fund (EAD) at 2.34%. This indicates that KF's price experiences larger fluctuations and is considered to be riskier than EAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KF | EAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.65% | 2.34% | +24.31% |
Volatility (6M)Calculated over the trailing 6-month period | 42.61% | 7.46% | +35.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.95% | 9.41% | +36.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.23% | 13.60% | +15.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.82% | 16.13% | +10.69% |
KF vs. EAD - Expense Ratio Comparison
KF has a 0.02% expense ratio, which is lower than EAD's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
KF vs. EAD - Dividend Comparison
KF's dividend yield for the trailing twelve months is around 0.62%, less than EAD's 10.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | 10.04% | 9.47% | 9.08% | 9.07% | 10.97% | 7.59% | 8.51% | 8.44% | 9.11% | 8.58% | 9.62% | 10.95% |
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 EAD have a correlation of 0.36, 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 EAD (2.34%). In terms of maximum drawdown, KF dropped -85.25% vs EAD's -67.37%.
KF currently has the higher Sharpe Ratio (3.85 vs 0.19), 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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