BCIIX vs. EPDIX
Compare and contrast key facts about Brown Capital Management International Equity Fund (BCIIX) and EuroPac International Dividend Income Fund (EPDIX).
BCIIX is managed by Brown Capital Management. It was launched on May 27, 1999. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
BCIIX vs. EPDIX - Performance Comparison
Loading graphics...
BCIIX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCIIX Brown Capital Management International Equity Fund | -16.50% | -0.24% | -0.83% | 28.36% | -31.37% | 7.46% | 24.49% | 21.59% | -11.98% | 23.62% |
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Returns By Period
In the year-to-date period, BCIIX achieves a -16.50% return, which is significantly lower than EPDIX's 5.87% return. Over the past 10 years, BCIIX has underperformed EPDIX with an annualized return of 2.08%, while EPDIX has yielded a comparatively higher 9.85% annualized return.
BCIIX
- 1D
- 0.14%
- 1M
- -9.46%
- YTD
- -16.50%
- 6M
- -21.90%
- 1Y
- -15.32%
- 3Y*
- -0.97%
- 5Y*
- -4.21%
- 10Y*
- 2.08%
EPDIX
- 1D
- 0.07%
- 1M
- -9.48%
- YTD
- 5.87%
- 6M
- 16.80%
- 1Y
- 44.92%
- 3Y*
- 20.84%
- 5Y*
- 14.71%
- 10Y*
- 9.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BCIIX vs. EPDIX - Expense Ratio Comparison
Both BCIIX and EPDIX have an expense ratio of 1.25%.
Return for Risk
BCIIX vs. EPDIX — Risk / Return Rank
BCIIX
EPDIX
BCIIX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Equity Fund (BCIIX) and EuroPac International Dividend Income Fund (EPDIX). 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.
| BCIIX | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.90 | 2.80 | -3.71 |
Sortino ratioReturn per unit of downside risk | -1.22 | 3.33 | -4.55 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.54 | -0.69 |
Calmar ratioReturn relative to maximum drawdown | -0.70 | 4.08 | -4.78 |
Martin ratioReturn relative to average drawdown | -1.86 | 16.78 | -18.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BCIIX | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | 2.80 | -3.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 1.06 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.66 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.46 | -0.27 |
Correlation
The correlation between BCIIX and EPDIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BCIIX vs. EPDIX - Dividend Comparison
BCIIX has not paid dividends to shareholders, while EPDIX's dividend yield for the trailing twelve months is around 6.72%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCIIX Brown Capital Management International Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 1.18% | 0.64% | 2.99% | 0.62% | 0.80% | 0.77% | 1.84% | 0.31% |
EPDIX EuroPac International Dividend Income Fund | 6.72% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
Drawdowns
BCIIX vs. EPDIX - Drawdown Comparison
The maximum BCIIX drawdown since its inception was -61.12%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for BCIIX and EPDIX.
Loading graphics...
Drawdown Indicators
| BCIIX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.12% | -38.23% | -22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -25.62% | -10.92% | -14.70% |
Max Drawdown (5Y)Largest decline over 5 years | -43.22% | -20.98% | -22.24% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -32.84% | -10.38% |
Current DrawdownCurrent decline from peak | -31.37% | -9.48% | -21.89% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -10.88% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.65% | 2.65% | +7.00% |
Volatility
BCIIX vs. EPDIX - Volatility Comparison
The current volatility for Brown Capital Management International Equity Fund (BCIIX) is 5.61%, while EuroPac International Dividend Income Fund (EPDIX) has a volatility of 6.47%. This indicates that BCIIX experiences smaller price fluctuations and is considered to be less risky than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BCIIX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 6.47% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 11.36% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 16.09% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 14.01% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 14.86% | +1.23% |