BTMKX vs. EPDPX
BTMKX (iShares MSCI EAFE International Index Fund) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, BTMKX returned 10.04%/yr vs 9.65%/yr for EPDPX. A 0.77 correlation means they provide meaningful diversification when combined. BTMKX charges 0.05%/yr vs 1.52%/yr for EPDPX.
Performance
BTMKX vs. EPDPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTMKX achieves a 8.57% return, which is significantly higher than EPDPX's 6.32% return. Both investments have delivered pretty close results over the past 10 years, with BTMKX having a 10.04% annualized return and EPDPX not far behind at 9.65%.
BTMKX
- 1D
- -2.09%
- 1M
- 0.05%
- YTD
- 8.57%
- 6M
- 8.12%
- 1Y
- 20.56%
- 3Y*
- 16.90%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
EPDPX
- 1D
- -1.49%
- 1M
- -5.28%
- YTD
- 6.32%
- 6M
- 5.78%
- 1Y
- 33.99%
- 3Y*
- 21.77%
- 5Y*
- 13.16%
- 10Y*
- 9.65%
BTMKX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 8.57% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.38% | 25.17% |
EPDPX EuroPac International Dividend Income Fund Class A | 6.32% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Correlation
The correlation between BTMKX and EPDPX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.77 |
The correlation between BTMKX and EPDPX shifts across timeframes, from 0.67 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTMKX vs. EPDPX — Risk / Return Rank
BTMKX
EPDPX
BTMKX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (BTMKX) 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.
| BTMKX | EPDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 3.09 | -1.13 |
| Martin ratioReturn relative to average drawdown | 7.34 | 10.34 | -3.00 |
Loading charts...
Drawdowns
BTMKX vs. EPDPX - Drawdown Comparison
The maximum BTMKX drawdown since its inception was -33.92%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for BTMKX and EPDPX.
Loading charts...
Drawdown Indicators
| BTMKX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.92% | -39.21% | +5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -10.96% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -13.15% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -21.06% | -8.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -33.34% | -0.58% |
Current DrawdownCurrent decline from peak | -2.09% | -9.04% | +6.95% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -11.17% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.27% | -0.25% |
Volatility
BTMKX vs. EPDPX - Volatility Comparison
iShares MSCI EAFE International Index Fund (BTMKX) and EuroPac International Dividend Income Fund Class A (EPDPX) have volatilities of 5.28% and 5.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTMKX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 5.24% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 12.50% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 14.57% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 14.15% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 14.86% | +1.58% |
BTMKX vs. EPDPX - Expense Ratio Comparison
BTMKX has a 0.05% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Dividends
BTMKX vs. EPDPX - Dividend Comparison
BTMKX's dividend yield for the trailing twelve months is around 3.45%, less than EPDPX's 6.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 3.45% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
EPDPX EuroPac International Dividend Income Fund Class A | 6.30% | 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
BTMKX and EPDPX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTMKX has higher volatility (5.28%) compared to EPDPX (5.24%). In terms of maximum drawdown, BTMKX dropped -33.92% vs EPDPX's -39.21%.
EPDPX currently has the higher Sharpe Ratio (2.33 vs 1.42), 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.
Find the right allocation for BTMKX and EPDPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer