Correlation
The correlation between KGGIX and DFIV is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
KGGIX vs. DFIV
Compare and contrast key facts about Kopernik Global All-Cap Fund (KGGIX) and Dimensional International Value ETF (DFIV).
KGGIX is managed by Kopernik. It was launched on Oct 31, 2013. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KGGIX or DFIV.
Performance
KGGIX vs. DFIV - Performance Comparison
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Key characteristics
KGGIX:
1.67
DFIV:
1.00
KGGIX:
2.10
DFIV:
1.27
KGGIX:
1.26
DFIV:
1.18
KGGIX:
1.94
DFIV:
1.02
KGGIX:
4.81
DFIV:
3.97
KGGIX:
3.86%
DFIV:
3.78%
KGGIX:
12.92%
DFIV:
17.37%
KGGIX:
-45.11%
DFIV:
-25.42%
KGGIX:
0.00%
DFIV:
-0.17%
Returns By Period
In the year-to-date period, KGGIX achieves a 26.25% return, which is significantly higher than DFIV's 18.77% return.
KGGIX
26.25%
7.53%
19.41%
20.79%
11.64%
14.61%
10.48%
DFIV
18.77%
5.16%
16.70%
16.07%
13.18%
N/A
N/A
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KGGIX vs. DFIV - Expense Ratio Comparison
KGGIX has a 1.01% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
KGGIX vs. DFIV — Risk-Adjusted Performance Rank
KGGIX
DFIV
KGGIX vs. DFIV - Risk-Adjusted Performance 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.
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Dividends
KGGIX vs. DFIV - Dividend Comparison
KGGIX's dividend yield for the trailing twelve months is around 4.67%, more than DFIV's 3.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KGGIX Kopernik Global All-Cap Fund | 4.67% | 5.90% | 8.60% | 13.60% | 9.30% | 4.81% | 3.02% | 0.26% | 4.40% | 3.34% | 0.82% | 1.11% |
DFIV Dimensional International Value ETF | 3.41% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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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Volatility
KGGIX vs. DFIV - Volatility Comparison
Kopernik Global All-Cap Fund (KGGIX) has a higher volatility of 2.65% compared to Dimensional International Value ETF (DFIV) at 2.49%. This indicates that KGGIX's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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