MKOR vs. EPHE
Compare and contrast key facts about Matthews Korea Active ETF (MKOR) and iShares MSCI Philippines ETF (EPHE).
MKOR and EPHE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MKOR is an actively managed fund by Matthews. It was launched on Oct 29, 2010. EPHE is a passively managed fund by iShares that tracks the performance of the MSCI Philippines Investable Market Index. It was launched on Sep 28, 2010.
Performance
MKOR vs. EPHE - Performance Comparison
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MKOR vs. EPHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MKOR Matthews Korea Active ETF | 26.80% | 70.33% | -15.76% | -2.16% |
EPHE iShares MSCI Philippines ETF | -0.36% | 1.56% | -1.41% | -2.88% |
Returns By Period
In the year-to-date period, MKOR achieves a 26.80% return, which is significantly higher than EPHE's -0.36% return.
MKOR
- 1D
- 5.51%
- 1M
- -16.25%
- YTD
- 26.80%
- 6M
- 48.56%
- 1Y
- 109.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPHE
- 1D
- 3.11%
- 1M
- -11.04%
- YTD
- -0.36%
- 6M
- 0.77%
- 1Y
- 0.11%
- 3Y*
- -0.62%
- 5Y*
- -1.44%
- 10Y*
- -2.64%
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MKOR vs. EPHE - Expense Ratio Comparison
MKOR has a 0.79% expense ratio, which is higher than EPHE's 0.59% expense ratio.
Return for Risk
MKOR vs. EPHE — Risk / Return Rank
MKOR
EPHE
MKOR vs. EPHE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Korea Active ETF (MKOR) and iShares MSCI Philippines ETF (EPHE). 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.
| MKOR | EPHE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.49 | 0.01 | +3.49 |
Sortino ratioReturn per unit of downside risk | 3.88 | 0.15 | +3.73 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.02 | +0.53 |
Calmar ratioReturn relative to maximum drawdown | 5.23 | 0.09 | +5.14 |
Martin ratioReturn relative to average drawdown | 22.29 | 0.19 | +22.10 |
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
| MKOR | EPHE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.49 | 0.01 | +3.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.08 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.05 | +0.94 |
Correlation
The correlation between MKOR and EPHE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MKOR vs. EPHE - Dividend Comparison
MKOR's dividend yield for the trailing twelve months is around 2.07%, less than EPHE's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKOR Matthews Korea Active ETF | 2.07% | 2.62% | 5.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPHE iShares MSCI Philippines ETF | 2.12% | 2.11% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% |
Drawdowns
MKOR vs. EPHE - Drawdown Comparison
The maximum MKOR drawdown since its inception was -22.09%, smaller than the maximum EPHE drawdown of -53.82%. Use the drawdown chart below to compare losses from any high point for MKOR and EPHE.
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Drawdown Indicators
| MKOR | EPHE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.09% | -53.82% | +31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -20.62% | -16.22% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.62% | — |
Current DrawdownCurrent decline from peak | -16.25% | -34.12% | +17.87% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -20.83% | +14.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 7.42% | -2.58% |
Volatility
MKOR vs. EPHE - Volatility Comparison
Matthews Korea Active ETF (MKOR) has a higher volatility of 20.30% compared to iShares MSCI Philippines ETF (EPHE) at 7.53%. This indicates that MKOR's price experiences larger fluctuations and is considered to be riskier than EPHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKOR | EPHE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.30% | 7.53% | +12.77% |
Volatility (6M)Calculated over the trailing 6-month period | 27.34% | 14.10% | +13.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.64% | 20.60% | +11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.25% | 18.11% | +6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.25% | 22.34% | +1.91% |