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KGIIX vs. KGGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGIIX vs. KGGAX - Performance Comparison

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

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KGIIX vs. KGGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KGIIX
Kopernik International Fund
8.08%54.97%-7.01%13.86%-14.05%16.62%18.94%16.37%-6.24%10.50%
KGGAX
Kopernik Global All-Cap Fund Class A
7.29%64.46%-4.79%13.08%-9.24%16.59%36.89%9.76%-11.34%8.77%

Returns By Period

In the year-to-date period, KGIIX achieves a 8.08% return, which is significantly higher than KGGAX's 7.29% return. Over the past 10 years, KGIIX has underperformed KGGAX with an annualized return of 10.80%, while KGGAX has yielded a comparatively higher 14.57% annualized return.


KGIIX

1D
2.03%
1M
-5.78%
YTD
8.08%
6M
14.91%
1Y
47.51%
3Y*
18.70%
5Y*
10.47%
10Y*
10.80%

KGGAX

1D
2.57%
1M
-7.09%
YTD
7.29%
6M
14.89%
1Y
54.61%
3Y*
22.34%
5Y*
12.91%
10Y*
14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGIIX vs. KGGAX - Expense Ratio Comparison

KGIIX has a 1.04% expense ratio, which is lower than KGGAX's 1.26% expense ratio.


Return for Risk

KGIIX vs. KGGAX — Risk / Return Rank

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

KGIIX
KGIIX Risk / Return Rank: 9898
Overall Rank
KGIIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KGIIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
KGIIX Omega Ratio Rank: 9797
Omega Ratio Rank
KGIIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
KGIIX Martin Ratio Rank: 9898
Martin Ratio Rank

KGGAX
KGGAX Risk / Return Rank: 9898
Overall Rank
KGGAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KGGAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
KGGAX Omega Ratio Rank: 9797
Omega Ratio Rank
KGGAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
KGGAX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KGIIX vs. KGGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kopernik International Fund (KGIIX) and Kopernik Global All-Cap Fund Class A (KGGAX). 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.


KGIIXKGGAXDifference

Sharpe ratio

Return per unit of total volatility

3.56

3.54

+0.01

Sortino ratio

Return per unit of downside risk

4.34

4.19

+0.16

Omega ratio

Gain probability vs. loss probability

1.65

1.63

+0.02

Calmar ratio

Return relative to maximum drawdown

5.30

5.00

+0.30

Martin ratio

Return relative to average drawdown

19.59

18.23

+1.36

KGIIX vs. KGGAX - Sharpe Ratio Comparison

The current KGIIX Sharpe Ratio is 3.56, which is comparable to the KGGAX Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of KGIIX and KGGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KGIIXKGGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.56

3.54

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.86

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.97

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.61

+0.33

Correlation

The correlation between KGIIX and KGGAX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KGIIX vs. KGGAX - Dividend Comparison

KGIIX's dividend yield for the trailing twelve months is around 13.20%, less than KGGAX's 15.02% yield.


TTM20252024202320222021202020192018201720162015
KGIIX
Kopernik International Fund
13.20%14.26%0.48%12.56%2.46%5.77%2.89%2.50%1.19%1.35%0.33%0.00%
KGGAX
Kopernik Global All-Cap Fund Class A
15.02%16.11%1.04%8.29%13.22%9.00%4.59%2.72%0.00%4.12%3.09%0.40%

Drawdowns

KGIIX vs. KGGAX - Drawdown Comparison

The maximum KGIIX drawdown since its inception was -27.81%, smaller than the maximum KGGAX drawdown of -45.27%. Use the drawdown chart below to compare losses from any high point for KGIIX and KGGAX.


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Drawdown Indicators


KGIIXKGGAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.81%

-45.27%

+17.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-10.63%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.81%

-26.59%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-27.81%

-31.90%

+4.09%

Current Drawdown

Current decline from peak

-5.78%

-7.14%

+1.36%

Average Drawdown

Average peak-to-trough decline

-6.15%

-9.76%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.92%

-0.55%

Volatility

KGIIX vs. KGGAX - Volatility Comparison

The current volatility for Kopernik International Fund (KGIIX) is 5.35%, while Kopernik Global All-Cap Fund Class A (KGGAX) has a volatility of 6.36%. This indicates that KGIIX experiences smaller price fluctuations and is considered to be less risky than KGGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGIIXKGGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

6.36%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

12.51%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

15.41%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

15.10%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

15.08%

-2.33%