KFY vs. GARP
KFY (Korn Ferry) is a stock, while GARP (iShares MSCI USA Quality GARP ETF) is Quality Factor fund tracking the MSCI USA Quality GARP Select Index. Over the past 5 years, KFY returned 5.68%/yr vs 17.48%/yr for GARP. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
KFY vs. GARP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KFY achieves a 26.69% return, which is significantly higher than GARP's 16.89% return.
KFY
- 1D
- 0.19%
- 1M
- 19.01%
- 6M
- 20.40%
- YTD
- 26.69%
- 1Y
- 22.81%
- 3Y*
- 18.99%
- 5Y*
- 5.68%
- 10Y*
- 15.69%
- ALL TIME*
- 7.29%
GARP
- 1D
- 0.66%
- 1M
- -1.22%
- 6M
- 14.45%
- YTD
- 16.89%
- 1Y
- 31.75%
- 3Y*
- 28.85%
- 5Y*
- 17.48%
- 10Y*
- —
- ALL TIME*
- 20.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.65M | $25.43M | $23.00M | |
KFY Korn Ferry | $30.81M | $33.47M | $38.48M |
KFY vs. GARP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KFY Korn Ferry | 26.69% | 0.59% | 16.09% | 19.13% | -32.32% | 75.24% | 3.91% |
GARP iShares MSCI USA Quality GARP ETF | 16.89% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
Correlation
The correlation between KFY and GARP is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020 | 0.43 |
Over the past year, the correlation between KFY and GARP has dropped to 0.11 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KFY vs. GARP — Risk / Return Rank
KFY
GARP
KFY vs. GARP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Korn Ferry (KFY) and iShares MSCI USA Quality GARP ETF (GARP). 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.
| KFY | GARP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.19 | -1.26 |
| Martin ratioReturn relative to average drawdown | 1.81 | 7.99 | -6.19 |
Loading charts...
Drawdowns
KFY vs. GARP - Drawdown Comparison
The maximum KFY drawdown since its inception was -86.57%, which is greater than GARP's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for KFY and GARP.
Loading charts...
Drawdown Indicators
| KFY | GARP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.57% | -31.34% | -55.23% |
Max Drawdown (1Y)Largest decline over 1 year | -21.05% | -13.69% | -7.36% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | -23.73% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -44.83% | -30.61% | -14.22% |
Max Drawdown (10Y)Largest decline over 10 years | -67.08% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -4.34% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -7.27% | -35.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.91% | 3.75% | +7.16% |
Volatility
KFY vs. GARP - Volatility Comparison
Korn Ferry (KFY) has a higher volatility of 9.60% compared to iShares MSCI USA Quality GARP ETF (GARP) at 5.68%. This indicates that KFY's price experiences larger fluctuations and is considered to be riskier than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KFY | GARP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 5.68% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 24.14% | 16.18% | +7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.41% | 20.02% | +9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 22.34% | +7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 23.92% | +11.01% |
Dividends
KFY vs. GARP - Dividend Comparison
KFY's dividend yield for the trailing twelve months is around 2.50%, more than GARP's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GARP iShares MSCI USA Quality GARP ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KFY Korn Ferry | 2.50% | 2.91% | 2.13% | 1.42% | 1.36% | 0.61% | 0.92% | 0.94% | 1.01% | 0.97% | 1.36% | 1.21% |
Frequently Asked Questions
KFY and GARP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KFY has higher volatility (9.60%) compared to GARP (5.68%). In terms of maximum drawdown, KFY dropped -86.57% vs GARP's -31.34%.
GARP currently has the higher Sharpe Ratio (1.50 vs 0.67), 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.
Find the right allocation for KFY and GARP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer