KGIIX vs. DFIEX
Compare and contrast key facts about Kopernik International Fund (KGIIX) and DFA International Core Equity Portfolio I (DFIEX).
KGIIX is managed by Kopernik. It was launched on Jun 29, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
KGIIX vs. DFIEX - Performance Comparison
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KGIIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KGIIX Kopernik International Fund | 5.93% | 54.97% | -7.01% | 13.86% | -14.05% | 16.62% | 18.94% | 16.37% | -6.24% | 10.50% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, KGIIX achieves a 5.93% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, KGIIX has outperformed DFIEX with an annualized return of 10.58%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
KGIIX
- 1D
- 0.11%
- 1M
- -7.56%
- YTD
- 5.93%
- 6M
- 13.36%
- 1Y
- 44.47%
- 3Y*
- 17.90%
- 5Y*
- 10.31%
- 10Y*
- 10.58%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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KGIIX vs. DFIEX - Expense Ratio Comparison
KGIIX has a 1.04% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
KGIIX vs. DFIEX — Risk / Return Rank
KGIIX
DFIEX
KGIIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kopernik International Fund (KGIIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| KGIIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.30 | 1.66 | +1.64 |
Sortino ratioReturn per unit of downside risk | 4.05 | 2.18 | +1.87 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.33 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 4.99 | 2.16 | +2.83 |
Martin ratioReturn relative to average drawdown | 18.45 | 8.72 | +9.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KGIIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | 1.66 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.58 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.57 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.34 | +0.58 |
Correlation
The correlation between KGIIX and DFIEX is 0.63, 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.
Dividends
KGIIX vs. DFIEX - Dividend Comparison
KGIIX's dividend yield for the trailing twelve months is around 13.46%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KGIIX Kopernik International Fund | 13.46% | 14.26% | 0.48% | 12.56% | 2.46% | 5.77% | 2.89% | 2.50% | 1.19% | 1.35% | 0.33% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
KGIIX vs. DFIEX - Drawdown Comparison
The maximum KGIIX drawdown since its inception was -27.81%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for KGIIX and DFIEX.
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Drawdown Indicators
| KGIIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -62.22% | +34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -11.01% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.81% | -28.66% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -41.04% | +13.23% |
Current DrawdownCurrent decline from peak | -7.65% | -10.45% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -12.26% | +6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.84% | -0.47% |
Volatility
KGIIX vs. DFIEX - Volatility Comparison
The current volatility for Kopernik International Fund (KGIIX) is 4.80%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that KGIIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KGIIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 6.26% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 10.04% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 15.66% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 15.60% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.73% | 16.32% | -3.59% |