PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KMED vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KMED vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Emerging Markets Healthcare Index ETF (KMED) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
12.86%
KMED
VFIAX

Returns By Period


KMED

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VFIAX

YTD

26.21%

1M

1.78%

6M

13.65%

1Y

32.34%

5Y (annualized)

15.66%

10Y (annualized)

13.16%

Key characteristics


KMEDVFIAX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KMED vs. VFIAX - Expense Ratio Comparison

KMED has a 0.79% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


KMED
KraneShares Emerging Markets Healthcare Index ETF
Expense ratio chart for KMED: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.4

The correlation between KMED and VFIAX is 0.45, 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.

Risk-Adjusted Performance

KMED vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Emerging Markets Healthcare Index ETF (KMED) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
No data
The chart of Calmar ratio for KMED, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.003.89
KMED
VFIAX

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-1.00
2.69
KMED
VFIAX

Dividends

KMED vs. VFIAX - Dividend Comparison

KMED has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
KMED
KraneShares Emerging Markets Healthcare Index ETF
0.00%100.66%0.21%0.39%0.02%1.70%0.00%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.23%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

KMED vs. VFIAX - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-52.13%
-0.81%
KMED
VFIAX

Volatility

KMED vs. VFIAX - Volatility Comparison

The current volatility for KraneShares Emerging Markets Healthcare Index ETF (KMED) is 0.00%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 3.95%. This indicates that KMED experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
3.95%
KMED
VFIAX