DHY vs. EPDPX
DHY (Dimensional High Yield Equity Fund) and EPDPX (EuroPac International Dividend Income Fund Class A) are both mutual funds - DHY is a Dividend fund managed by Dimensional, while EPDPX is a Foreign Large Cap Equities fund managed by Euro Pacific. Over the past 10 years, DHY returned 5.52%/yr vs 9.06%/yr for EPDPX. Their 0.28 correlation means their historical movements had little consistent relationship. DHY charges 0.04%/yr vs 1.52%/yr for EPDPX.
Performance
DHY vs. EPDPX - Performance Comparison
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Returns By Period
In the year-to-date period, DHY achieves a -7.21% return, which is significantly lower than EPDPX's 8.63% return. Over the past 10 years, DHY has underperformed EPDPX with an annualized return of 5.52%, while EPDPX has yielded a comparatively higher 9.06% annualized return.
DHY
- 1D
- 1.16%
- 1M
- -1.36%
- 6M
- -7.92%
- YTD
- -7.21%
- 1Y
- -9.55%
- 3Y*
- 6.94%
- 5Y*
- 1.93%
- 10Y*
- 5.52%
- ALL TIME*
- 3.99%
EPDPX
- 1D
- 0.00%
- 1M
- 2.78%
- 6M
- -1.02%
- YTD
- 8.63%
- 1Y
- 34.41%
- 3Y*
- 22.25%
- 5Y*
- 14.08%
- 10Y*
- 9.06%
- ALL TIME*
- 6.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $920.46K | $1.49M | $1.32M | |
| $0.00 | $0.00 | $0.00 |
DHY vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | -7.21% | 2.19% | 18.18% | 24.13% | -21.75% | 16.99% | 0.10% | 26.18% | -16.10% | 17.06% |
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 DHY and EPDPX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.28 |
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Return for Risk
DHY vs. EPDPX — Risk / Return Rank
DHY
EPDPX
DHY vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional High Yield Equity Fund (DHY) 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.
| DHY | EPDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.20 | ||
| Sortino ratioReturn per unit of downside risk | -4.13 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.44 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 3.33 | -4.06 |
| Martin ratioReturn relative to average drawdown | -1.38 | 8.32 | -9.70 |
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Drawdowns
DHY vs. EPDPX - Drawdown Comparison
The maximum DHY drawdown since its inception was -71.47%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for DHY and EPDPX.
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Drawdown Indicators
| DHY | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.47% | -39.21% | -32.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -10.96% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -13.15% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -21.06% | -6.17% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -33.34% | -8.02% |
Current DrawdownCurrent decline from peak | -10.45% | -7.06% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -12.35% | -11.15% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 4.37% | +2.54% |
Volatility
DHY vs. EPDPX - Volatility Comparison
Dimensional High Yield Equity Fund (DHY) has a higher volatility of 5.34% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 3.24%. This indicates that DHY'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
| DHY | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.24% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 12.05% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.14% | 14.81% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 14.12% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 14.83% | +3.16% |
DHY vs. EPDPX - Expense Ratio Comparison
DHY has a 0.04% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Dividends
DHY vs. EPDPX - Dividend Comparison
DHY's dividend yield for the trailing twelve months is around 10.63%, more than EPDPX's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | 10.63% | 9.30% | 8.69% | 9.39% | 10.57% | 7.61% | 8.68% | 9.02% | 11.20% | 9.40% | 10.52% | 12.63% |
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
DHY and EPDPX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHY has higher volatility (5.34%) compared to EPDPX (3.24%). In terms of maximum drawdown, DHY dropped -71.47% vs EPDPX's -39.21%.
EPDPX currently has the higher Sharpe Ratio (2.47 vs -0.73), 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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