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KGGIX vs. DFIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KGGIX and DFIV is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

KGGIX vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kopernik Global All-Cap Fund (KGGIX) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
-1.19%
39.72%
KGGIX
DFIV

Key characteristics

Sharpe Ratio

KGGIX:

1.17

DFIV:

0.96

Sortino Ratio

KGGIX:

1.73

DFIV:

1.39

Omega Ratio

KGGIX:

1.21

DFIV:

1.19

Calmar Ratio

KGGIX:

0.68

DFIV:

1.13

Martin Ratio

KGGIX:

3.39

DFIV:

4.40

Ulcer Index

KGGIX:

4.45%

DFIV:

3.79%

Daily Std Dev

KGGIX:

12.89%

DFIV:

17.47%

Max Drawdown

KGGIX:

-45.10%

DFIV:

-25.42%

Current Drawdown

KGGIX:

-7.32%

DFIV:

-0.19%

Returns By Period

In the year-to-date period, KGGIX achieves a 18.87% return, which is significantly higher than DFIV's 14.78% return.


KGGIX

YTD

18.87%

1M

5.25%

6M

9.45%

1Y

14.69%

5Y*

9.80%

10Y*

7.07%

DFIV

YTD

14.78%

1M

2.86%

6M

12.01%

1Y

15.46%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Expense ratio chart for KGGIX: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KGGIX: 1.01%
Expense ratio chart for DFIV: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIV: 0.27%

Risk-Adjusted Performance

KGGIX vs. DFIV — Risk-Adjusted Performance Rank

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

KGGIX
The Risk-Adjusted Performance Rank of KGGIX is 7878
Overall Rank
The Sharpe Ratio Rank of KGGIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of KGGIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of KGGIX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of KGGIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of KGGIX is 7575
Martin Ratio Rank

DFIV
The Risk-Adjusted Performance Rank of DFIV is 8080
Overall Rank
The Sharpe Ratio Rank of DFIV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for KGGIX, currently valued at 1.17, compared to the broader market-2.00-1.000.001.002.003.00
KGGIX: 1.17
DFIV: 0.96
The chart of Sortino ratio for KGGIX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.00
KGGIX: 1.73
DFIV: 1.39
The chart of Omega ratio for KGGIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
KGGIX: 1.21
DFIV: 1.19
The chart of Calmar ratio for KGGIX, currently valued at 0.68, compared to the broader market0.002.004.006.008.00
KGGIX: 0.68
DFIV: 1.13
The chart of Martin ratio for KGGIX, currently valued at 3.39, compared to the broader market0.0010.0020.0030.0040.00
KGGIX: 3.39
DFIV: 4.40

The current KGGIX Sharpe Ratio is 1.17, which is comparable to the DFIV Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of KGGIX and DFIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
1.17
0.96
KGGIX
DFIV

Dividends

KGGIX vs. DFIV - Dividend Comparison

KGGIX's dividend yield for the trailing twelve months is around 4.09%, more than DFIV's 3.53% yield.


TTM20242023202220212020201920182017201620152014
KGGIX
Kopernik Global All-Cap Fund
4.09%4.86%4.93%0.75%5.51%2.87%3.02%0.26%4.40%3.34%0.82%1.11%
DFIV
Dimensional International Value ETF
3.53%3.88%3.93%3.84%2.31%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 -45.10%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.32%
-0.19%
KGGIX
DFIV

Volatility

KGGIX vs. DFIV - Volatility Comparison

The current volatility for Kopernik Global All-Cap Fund (KGGIX) is 6.45%, while Dimensional International Value ETF (DFIV) has a volatility of 12.01%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
6.45%
12.01%
KGGIX
DFIV