^XAU vs. EPGFX
Compare and contrast key facts about Philadelphia Gold and Silver Index (^XAU) and EuroPac Gold Fund (EPGFX).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XAU or EPGFX.
Correlation
The correlation between ^XAU and EPGFX is 0.18, 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.
Performance
^XAU vs. EPGFX - Performance Comparison
Key characteristics
^XAU:
1.17
EPGFX:
1.23
^XAU:
1.69
EPGFX:
1.77
^XAU:
1.22
EPGFX:
1.22
^XAU:
0.96
EPGFX:
1.19
^XAU:
4.20
EPGFX:
4.18
^XAU:
9.52%
EPGFX:
8.85%
^XAU:
34.15%
EPGFX:
30.03%
^XAU:
-83.04%
EPGFX:
-57.97%
^XAU:
-18.76%
EPGFX:
-4.79%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^XAU having a 35.59% return and EPGFX slightly lower at 34.27%. Over the past 10 years, ^XAU has outperformed EPGFX with an annualized return of 9.67%, while EPGFX has yielded a comparatively lower 9.11% annualized return.
^XAU
35.59%
6.14%
11.86%
35.55%
9.64%
9.67%
EPGFX
34.27%
7.19%
10.98%
34.83%
7.37%
9.11%
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Risk-Adjusted Performance
^XAU vs. EPGFX — Risk-Adjusted Performance Rank
^XAU
EPGFX
^XAU vs. EPGFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Philadelphia Gold and Silver Index (^XAU) and EuroPac Gold Fund (EPGFX). 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.
Drawdowns
^XAU vs. EPGFX - Drawdown Comparison
The maximum ^XAU drawdown since its inception was -83.04%, which is greater than EPGFX's maximum drawdown of -57.97%. Use the drawdown chart below to compare losses from any high point for ^XAU and EPGFX. For additional features, visit the drawdowns tool.
Volatility
^XAU vs. EPGFX - Volatility Comparison
Philadelphia Gold and Silver Index (^XAU) has a higher volatility of 16.49% compared to EuroPac Gold Fund (EPGFX) at 13.62%. This indicates that ^XAU's price experiences larger fluctuations and is considered to be riskier than EPGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.