1. in System Preferences
> Keyboard > check "Use all F1, F2, etc..."
> Shortcuts > Input Sources > check "Select the previous input source" and change the key from "command+space" to "F6" (Note that this is without fn key)

Now F6 (without fn key) toggles Korean-English.

2. install karabiner-elements for El Capitan

in Karabiner-Elements Preferences > select Simple Modifications > Add Item > From key: caps_lock, To key: f6 (or f5)

Now caps_lock maps to F6(without fn key), which toggles Korean-English.