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KMED vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


KMEDVFIAX

Correlation

-0.50.00.51.00.5

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.

Performance

KMED vs. VFIAX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember0
11.00%
KMED
VFIAX

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%

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.


KMED
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for KMED, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.00
VFIAX
Sharpe ratio
The chart of Sharpe ratio for VFIAX, currently valued at 2.82, compared to the broader market0.002.004.006.002.82
Sortino ratio
The chart of Sortino ratio for VFIAX, currently valued at 3.74, compared to the broader market0.005.0010.003.74
Omega ratio
The chart of Omega ratio for VFIAX, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for VFIAX, currently valued at 4.04, compared to the broader market0.005.0010.0015.0020.004.04
Martin ratio
The chart of Martin ratio for VFIAX, currently valued at 18.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.33

KMED vs. VFIAX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-1.00
2.82
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 1.28%.


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
1.28%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%
-2.57%
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 3.10%. 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
3.10%
KMED
VFIAX