DFSPX vs. EPDPX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and EuroPac International Dividend Income Fund Class A (EPDPX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014.
Performance
DFSPX vs. EPDPX - Performance Comparison
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DFSPX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
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, DFSPX achieves a -4.18% return, which is significantly lower than EPDPX's 5.90% return. Over the past 10 years, DFSPX has underperformed EPDPX with an annualized return of 8.63%, while EPDPX has yielded a comparatively higher 9.56% annualized return.
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
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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DFSPX vs. EPDPX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Return for Risk
DFSPX vs. EPDPX — Risk / Return Rank
DFSPX
EPDPX
DFSPX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) 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.
| DFSPX | EPDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 2.78 | -1.60 |
Sortino ratioReturn per unit of downside risk | 1.63 | 3.30 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.53 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.04 | -2.53 |
Martin ratioReturn relative to average drawdown | 6.04 | 16.67 | -10.63 |
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
| DFSPX | EPDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 2.78 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 1.03 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.65 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.09 |
Correlation
The correlation between DFSPX and EPDPX is 0.77, 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
DFSPX vs. EPDPX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, less than EPDPX's 5.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
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
DFSPX vs. EPDPX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for DFSPX and EPDPX.
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Drawdown Indicators
| DFSPX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -39.21% | +3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.96% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -21.06% | -11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -33.34% | -2.52% |
Current DrawdownCurrent decline from peak | -11.91% | -9.40% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -11.30% | +4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.66% | +0.33% |
Volatility
DFSPX vs. EPDPX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) and EuroPac International Dividend Income Fund Class A (EPDPX) have volatilities of 6.68% and 6.49%, 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.
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Volatility by Period
| DFSPX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.49% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 11.41% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 16.13% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 14.03% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 14.86% | +1.27% |