PortfoliosLab logoPortfoliosLab logo
BTMKX vs. EPDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTMKX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (BTMKX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTMKX vs. EPDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTMKX
BTMKX Risk / Return Rank: 3131
Overall Rank
BTMKX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 2929
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 2929
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 3232
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 3535
Martin Ratio Rank

EPDPX
EPDPX Risk / Return Rank: 6767
Overall Rank
EPDPX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 6363
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 6969
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 7272
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BTMKXEPDPXDifference
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

BTMKX vs. EPDPX - Sharpe Ratio Comparison

The current BTMKX Sharpe Ratio is 1.42, which is lower than the EPDPX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of BTMKX and EPDPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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


BTMKXEPDPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.09%

-9.04%

+6.95%

Average Drawdown

Average peak-to-trough decline

-7.74%

-11.17%

+3.43%

Ulcer Index

Depth 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


BTMKXEPDPXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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