KGGIX vs. DFIV
KGGIX (Kopernik Global All-Cap Fund) and DFIV (Dimensional International Value ETF) are both funds - KGGIX is a Foreign Small & Mid Cap Equities fund managed by Kopernik, while DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional. Over the past 3 years, KGGIX returned 20.55%/yr vs 23.26%/yr for DFIV. Their 0.65 correlation means they have sometimes moved together and sometimes differently. KGGIX charges 1.01%/yr vs 0.27%/yr for DFIV.
Performance
KGGIX vs. DFIV - Performance Comparison
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Returns By Period
In the year-to-date period, KGGIX achieves a 5.22% return, which is significantly lower than DFIV's 16.68% return.
KGGIX
- 1D
- 1.37%
- 1M
- 3.35%
- 6M
- -3.49%
- YTD
- 5.22%
- 1Y
- 29.73%
- 3Y*
- 20.55%
- 5Y*
- 11.58%
- 10Y*
- 11.76%
- ALL TIME*
- 9.26%
DFIV
- 1D
- -0.47%
- 1M
- 4.37%
- 6M
- 10.06%
- YTD
- 16.68%
- 1Y
- 37.44%
- 3Y*
- 23.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.53M | $67.72M | $67.89M | |
| $0.00 | $0.00 | $0.00 |
KGGIX vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KGGIX Kopernik Global All-Cap Fund | 5.22% | 64.88% | -4.91% | 13.43% | -9.05% | -1.16% |
DFIV Dimensional International Value ETF | 16.68% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
Correlation
The correlation between KGGIX and DFIV is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.65 |
The correlation between KGGIX and DFIV has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
KGGIX vs. DFIV — Risk / Return Rank
KGGIX
DFIV
KGGIX vs. DFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kopernik Global All-Cap Fund (KGGIX) and Dimensional International Value ETF (DFIV). 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.
| KGGIX | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.48 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.86 | -1.70 |
| Martin ratioReturn relative to average drawdown | 5.32 | 14.96 | -9.65 |
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Drawdowns
KGGIX vs. DFIV - Drawdown Comparison
The maximum KGGIX drawdown since its inception was -45.11%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for KGGIX and DFIV.
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Drawdown Indicators
| KGGIX | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.11% | -25.42% | -19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.27% | -9.66% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -13.76% | -14.72% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.59% | — | — |
Current DrawdownCurrent decline from peak | -8.97% | -0.47% | -8.50% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -4.37% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 2.49% | +2.88% |
Volatility
KGGIX vs. DFIV - Volatility Comparison
The current volatility for Kopernik Global All-Cap Fund (KGGIX) is 3.39%, while Dimensional International Value ETF (DFIV) has a volatility of 3.89%. This indicates that KGGIX experiences smaller price fluctuations and is considered to be less risky than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KGGIX | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.89% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 11.59% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 13.91% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 16.55% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 16.55% | -1.59% |
KGGIX vs. DFIV - Expense Ratio Comparison
KGGIX has a 1.01% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Dividends
KGGIX vs. DFIV - Dividend Comparison
KGGIX's dividend yield for the trailing twelve months is around 15.64%, more than DFIV's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.58% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KGGIX Kopernik Global All-Cap Fund | 15.64% | 16.46% | 1.04% | 8.60% | 13.59% | 9.30% | 4.81% | 3.02% | 0.25% | 4.40% | 3.34% | 0.81% |
Frequently Asked Questions
KGGIX and DFIV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFIV has higher volatility (3.89%) compared to KGGIX (3.39%). In terms of maximum drawdown, KGGIX dropped -45.11% vs DFIV's -25.42%.
DFIV currently has the higher Sharpe Ratio (2.69 vs 1.84), 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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