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KF vs. EWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KF vs. EWY - Performance Comparison

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

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KF vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KF
The Korea Fund Inc
23.62%99.36%-19.29%12.34%-30.02%8.44%37.14%6.83%-19.26%42.50%
EWY
iShares MSCI South Korea ETF
26.53%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%

Returns By Period

In the year-to-date period, KF achieves a 23.62% return, which is significantly lower than EWY's 26.53% return. Both investments have delivered pretty close results over the past 10 years, with KF having a 11.09% annualized return and EWY not far behind at 11.06%.


KF

1D
5.25%
1M
-21.48%
YTD
23.62%
6M
48.61%
1Y
127.72%
3Y*
28.44%
5Y*
9.28%
10Y*
11.09%

EWY

1D
5.65%
1M
-18.74%
YTD
26.53%
6M
57.02%
1Y
132.74%
3Y*
29.24%
5Y*
8.53%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KF vs. EWY - Expense Ratio Comparison

KF has a 0.02% expense ratio, which is lower than EWY's 0.59% expense ratio.


Return for Risk

KF vs. EWY — Risk / Return Rank

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

KF
KF Risk / Return Rank: 9898
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 9797
Sortino Ratio Rank
KF Omega Ratio Rank: 9696
Omega Ratio Rank
KF Calmar Ratio Rank: 9898
Calmar Ratio Rank
KF Martin Ratio Rank: 9898
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9898
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY Martin Ratio Rank: 9898
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. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and iShares MSCI South Korea ETF (EWY). 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.


KFEWYDifference

Sharpe ratio

Return per unit of total volatility

3.84

3.68

+0.16

Sortino ratio

Return per unit of downside risk

4.03

3.87

+0.16

Omega ratio

Gain probability vs. loss probability

1.59

1.55

+0.04

Calmar ratio

Return relative to maximum drawdown

4.95

5.61

-0.66

Martin ratio

Return relative to average drawdown

21.60

22.88

-1.28

KF vs. EWY - Sharpe Ratio Comparison

The current KF Sharpe Ratio is 3.84, which is comparable to the EWY Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of KF and EWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KFEWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.84

3.68

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.32

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.42

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.27

-0.20

Correlation

The correlation between KF and EWY is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KF vs. EWY - Dividend Comparison

KF's dividend yield for the trailing twelve months is around 0.97%, less than EWY's 1.66% yield.


TTM20252024202320222021202020192018201720162015
KF
The Korea Fund Inc
0.97%1.20%2.46%0.00%15.93%26.50%1.30%0.24%18.67%9.75%1.03%13.66%
EWY
iShares MSCI South Korea ETF
1.66%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Drawdowns

KF vs. EWY - Drawdown Comparison

The maximum KF drawdown since its inception was -94.60%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for KF and EWY.


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Drawdown Indicators


KFEWYDifference

Max Drawdown

Largest peak-to-trough decline

-94.60%

-74.14%

-20.46%

Max Drawdown (1Y)

Largest decline over 1 year

-25.42%

-23.08%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-47.62%

-48.55%

+0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

-49.73%

-3.18%

Current Drawdown

Current decline from peak

-60.22%

-18.74%

-41.48%

Average Drawdown

Average peak-to-trough decline

-60.91%

-20.23%

-40.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

5.66%

+0.16%

Volatility

KF vs. EWY - Volatility Comparison

The current volatility for The Korea Fund Inc (KF) is 19.95%, while iShares MSCI South Korea ETF (EWY) has a volatility of 22.66%. This indicates that KF experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KFEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.95%

22.66%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

28.18%

31.11%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

33.44%

36.32%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

26.61%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

26.19%

-1.58%