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 12.77%/yr vs 6.61%/yr for EAD. Their 0.31 correlation means their historical movements had little consistent relationship. 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 52.92% return, which is significantly higher than EAD's -1.68% return. Over the past 10 years, KF has outperformed EAD with an annualized return of 12.77%, while EAD has yielded a comparatively lower 6.61% 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%
EAD
- 1D
- 0.00%
- 1M
- -2.42%
- 6M
- -3.45%
- YTD
- -1.68%
- 1Y
- -1.32%
- 3Y*
- 9.25%
- 5Y*
- 2.58%
- 10Y*
- 6.61%
- ALL TIME*
- 6.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.20M | $1.82M | $1.50M | |
| $1.71M | $1.51M | $1.67M |
KF vs. EAD - 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% |
EAD Emerging Markets Dividend Fund | -1.68% | 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 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.97 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | -0.21 | +3.14 |
| Martin ratioReturn relative to average drawdown | 10.48 | -0.72 | +11.20 |
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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 | -35.19% | -8.16% | -27.03% |
Max Drawdown (3Y)Largest decline over 3 years | -35.19% | -12.65% | -22.54% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -29.44% | -17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -41.54% | -11.37% |
Current DrawdownCurrent decline from peak | -30.62% | -4.34% | -26.28% |
Average DrawdownAverage peak-to-trough decline | -37.80% | -7.12% | -30.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 2.40% | +7.42% |
Volatility
KF vs. EAD - Volatility Comparison
The Korea Fund Inc (KF) has a higher volatility of 18.84% compared to Emerging Markets Dividend Fund (EAD) at 1.77%. 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 | 18.84% | 1.77% | +17.07% |
Volatility (6M)Calculated over the trailing 6-month period | 46.99% | 7.55% | +39.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.38% | 8.95% | +41.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.66% | 13.57% | +17.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 16.10% | +11.48% |
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 0.79%, less than EAD's 10.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | 10.19% | 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 | 0.79% | 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 EAD have a correlation of 0.39, 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 EAD (1.77%). In terms of maximum drawdown, KF dropped -85.25% vs EAD's -67.37%.
KF currently has the higher Sharpe Ratio (2.05 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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