ANDIX vs. EPDPX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and EuroPac International Dividend Income Fund Class A (EPDPX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014.
Performance
ANDIX vs. EPDPX - Performance Comparison
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ANDIX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.90% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly lower than EPDPX's 5.90% return. Over the past 10 years, ANDIX has underperformed EPDPX with an annualized return of 6.30%, while EPDPX has yielded a comparatively higher 9.56% annualized return.
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
EPDPX
- 1D
- 0.14%
- 1M
- -9.40%
- YTD
- 5.90%
- 6M
- 16.78%
- 1Y
- 44.80%
- 3Y*
- 20.57%
- 5Y*
- 14.44%
- 10Y*
- 9.56%
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ANDIX vs. EPDPX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Return for Risk
ANDIX vs. EPDPX — Risk / Return Rank
ANDIX
EPDPX
ANDIX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.
| ANDIX | EPDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.78 | -1.79 |
Sortino ratioReturn per unit of downside risk | 1.40 | 3.30 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.53 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.04 | -2.62 |
Martin ratioReturn relative to average drawdown | 5.30 | 16.67 | -11.37 |
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
| ANDIX | EPDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.78 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.03 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.65 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.44 | +0.05 |
Correlation
The correlation between ANDIX and EPDPX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ANDIX vs. EPDPX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, less than EPDPX's 5.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.83% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
Drawdowns
ANDIX vs. EPDPX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for ANDIX and EPDPX.
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Drawdown Indicators
| ANDIX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -39.21% | +11.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -10.96% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -21.06% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -33.34% | +5.75% |
Current DrawdownCurrent decline from peak | -8.31% | -9.40% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -11.30% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.66% | -0.31% |
Volatility
ANDIX vs. EPDPX - Volatility Comparison
The current volatility for AQR International Defensive Style Fund (ANDIX) is 5.12%, while EuroPac International Dividend Income Fund Class A (EPDPX) has a volatility of 6.49%. This indicates that ANDIX experiences smaller price fluctuations and is considered to be less risky than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANDIX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 6.49% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 11.41% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 16.13% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 14.03% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 14.86% | -1.42% |