BIGIX vs. EPDPX
BIGIX (William Blair International Growth Fund Class I) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, BIGIX returned 8.03%/yr vs 9.09%/yr for EPDPX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. BIGIX charges 0.90%/yr vs 1.52%/yr for EPDPX.
Performance
BIGIX vs. EPDPX - Performance Comparison
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Returns By Period
In the year-to-date period, BIGIX achieves a 10.73% return, which is significantly higher than EPDPX's 8.63% return. Over the past 10 years, BIGIX has underperformed EPDPX with an annualized return of 8.03%, while EPDPX has yielded a comparatively higher 9.09% annualized return.
BIGIX
- 1D
- -0.17%
- 1M
- -4.21%
- 6M
- 5.18%
- YTD
- 10.73%
- 1Y
- 19.00%
- 3Y*
- 11.58%
- 5Y*
- 1.80%
- 10Y*
- 8.03%
- ALL TIME*
- 7.14%
EPDPX
- 1D
- -0.67%
- 1M
- 2.78%
- 6M
- 0.24%
- YTD
- 8.63%
- 1Y
- 36.27%
- 3Y*
- 21.42%
- 5Y*
- 14.16%
- 10Y*
- 9.09%
- ALL TIME*
- 6.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIGIX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGIX William Blair International Growth Fund Class I | 10.73% | 18.17% | 2.38% | 15.43% | -28.46% | 8.95% | 32.01% | 30.66% | -17.71% | 29.48% |
EPDPX EuroPac International Dividend Income Fund Class A | 8.63% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Correlation
The correlation between BIGIX and EPDPX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.66 |
The correlation between BIGIX and EPDPX has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
BIGIX vs. EPDPX — Risk / Return Rank
BIGIX
EPDPX
BIGIX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair International Growth Fund Class I (BIGIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIGIX | EPDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.39 | -2.00 |
| Martin ratioReturn relative to average drawdown | 4.69 | 8.53 | -3.84 |
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Drawdowns
BIGIX vs. EPDPX - Drawdown Comparison
The maximum BIGIX drawdown since its inception was -65.22%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for BIGIX and EPDPX.
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Drawdown Indicators
| BIGIX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.22% | -39.21% | -26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -10.96% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.09% | -13.15% | -3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -41.03% | -21.06% | -19.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | -33.34% | -7.69% |
Current DrawdownCurrent decline from peak | -6.68% | -7.06% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -11.15% | -5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 4.35% | -0.44% |
Volatility
BIGIX vs. EPDPX - Volatility Comparison
William Blair International Growth Fund Class I (BIGIX) has a higher volatility of 5.84% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 3.45%. This indicates that BIGIX's price experiences larger fluctuations and is considered to be riskier 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
| BIGIX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.45% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 12.37% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 14.80% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 14.12% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 14.83% | +2.40% |
BIGIX vs. EPDPX - Expense Ratio Comparison
BIGIX has a 0.90% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Dividends
BIGIX vs. EPDPX - Dividend Comparison
BIGIX's dividend yield for the trailing twelve months is around 16.66%, more than EPDPX's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGIX William Blair International Growth Fund Class I | 16.66% | 18.45% | 7.49% | 3.52% | 7.84% | 11.41% | 1.11% | 1.29% | 9.05% | 1.54% | 1.80% | 1.18% |
EPDPX EuroPac International Dividend Income Fund Class A | 6.07% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
Frequently Asked Questions
BIGIX and EPDPX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGIX has higher volatility (5.84%) compared to EPDPX (3.45%). In terms of maximum drawdown, BIGIX dropped -65.22% vs EPDPX's -39.21%.
EPDPX currently has the higher Sharpe Ratio (2.51 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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