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KF vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

The year-to-date returns for both investments are quite close, with KF having a 119.60% return and EWY slightly higher at 125.28%. Both investments have delivered pretty close results over the past 10 years, with KF having a 18.06% annualized return and EWY not far ahead at 18.13%.


KF

1D
-0.36%
1M
20.74%
YTD
119.60%
6M
124.41%
1Y
213.32%
3Y*
52.60%
5Y*
21.40%
10Y*
18.06%

EWY

1D
-0.08%
1M
20.32%
YTD
125.28%
6M
138.71%
1Y
226.78%
3Y*
54.89%
5Y*
21.37%
10Y*
18.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KF vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KF
The Korea Fund Inc
119.60%99.36%-19.29%12.34%-30.02%8.44%37.14%6.83%-19.26%42.50%
EWY
iShares MSCI South Korea ETF
125.28%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%

Correlation

The correlation between KF and EWY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since May 12, 2000

0.83

The correlation between KF and EWY has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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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: 9696
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 9494
Sortino Ratio Rank
KF Omega Ratio Rank: 9393
Omega Ratio Rank
KF Calmar Ratio Rank: 9898
Calmar Ratio Rank
KF Martin Ratio Rank: 9898
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9595
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWY Omega Ratio Rank: 9494
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY Martin Ratio Rank: 9696
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.

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.


KFEWYDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.67

1.64

+0.03

Calmar ratioReturn relative to maximum drawdown

8.45

9.89

-1.44

Martin ratioReturn relative to average drawdown

30.35

34.51

-4.16

KF vs. EWY - Sharpe Ratio Comparison

The current KF Sharpe Ratio is 4.84, which is comparable to the EWY Sharpe Ratio of 4.83. The chart below compares the historical Sharpe Ratios of KF and EWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KF vs. EWY - Drawdown Comparison

The maximum KF drawdown since its inception was -85.25%, 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

-85.25%

-74.14%

-11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.42%

-23.08%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-28.04%

-27.36%

-0.68%

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

-0.36%

-0.08%

-0.28%

Average Drawdown

Average peak-to-trough decline

-37.85%

-20.10%

-17.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

6.60%

+0.46%

Volatility

KF vs. EWY - Volatility Comparison

The current volatility for The Korea Fund Inc (KF) is 23.31%, while iShares MSCI South Korea ETF (EWY) has a volatility of 26.14%. 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

23.31%

26.14%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

40.70%

43.40%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

44.46%

47.40%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.77%

30.51%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.62%

28.24%

-1.62%

KF vs. EWY - Expense Ratio Comparison

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


Dividends

KF vs. EWY - Dividend Comparison

KF's dividend yield for the trailing twelve months is around 0.55%, less than EWY's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
0.93%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
KF
The Korea Fund Inc
0.55%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


With a correlation of 0.92, KF and EWY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EWY has higher volatility (26.14%) compared to KF (23.31%). In terms of maximum drawdown, KF dropped -85.25% vs EWY's -74.14%.

KF currently has the higher Sharpe Ratio (4.84 vs 4.83), 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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