Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -12.56% | -9.39% | -11.25% | +8.92% | +58.95% | +85.69% | +41.02% | +7.78% | +5.39% | -7.26% |
| Market-price total return | -12.56% | -9.39% | -11.25% | +8.92% | +58.95% | +92.93% | +43.98% | +17.82% | +13.51% | +4.87% |
| NAV return | -9.49% | -5.48% | -4.53% | +17.74% | +69.39% | +101.24% | +41.94% | +8.49% | +6.29% | +2.33% |
| NAV total return | -9.49% | -5.48% | -4.53% | +17.74% | +69.39% | +108.26% | +44.55% | +16.43% | +13.02% | +11.90% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.54% | 0.53% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.36% | 0.36% | as above |
| Volatility, 5 years | 0.32% | 0.33% | as above |
| Maximum drawdown, 3 years | -35.19% | -36.48% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.07 | 1.09 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.58 | 1.56 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.67 | — | VXUS (ex-U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.71 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Korea Fund Inc. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.