EFAD vs. EPDPX
Compare and contrast key facts about ProShares MSCI EAFE Dividend Growers ETF (EFAD) and EuroPac International Dividend Income Fund Class A (EPDPX).
EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014. EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFAD or EPDPX.
Key characteristics
| EFAD | EPDPX | |
|---|---|---|
| YTD Return | 0.54% | 3.42% |
| 1Y Return | 10.07% | 8.65% |
| 3Y Return (Ann) | -4.85% | 3.41% |
| 5Y Return (Ann) | 1.73% | 6.67% |
| 10Y Return (Ann) | 2.37% | 2.26% |
| Sharpe Ratio | 1.09 | 0.90 |
| Sortino Ratio | 1.62 | 1.27 |
| Omega Ratio | 1.19 | 1.16 |
| Calmar Ratio | 0.53 | 1.02 |
| Martin Ratio | 4.70 | 3.19 |
| Ulcer Index | 2.75% | 3.41% |
| Daily Std Dev | 11.92% | 12.04% |
| Max Drawdown | -35.74% | -39.21% |
| Current Drawdown | -16.50% | -9.93% |
Correlation
The correlation between EFAD and EPDPX is 0.71, 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.
Performance
EFAD vs. EPDPX - Performance Comparison
In the year-to-date period, EFAD achieves a 0.54% return, which is significantly lower than EPDPX's 3.42% return. Both investments have delivered pretty close results over the past 10 years, with EFAD having a 2.37% annualized return and EPDPX not far behind at 2.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EFAD vs. EPDPX - Expense Ratio Comparison
EFAD has a 0.50% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Risk-Adjusted Performance
EFAD vs. EPDPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) 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.
Dividends
EFAD vs. EPDPX - Dividend Comparison
EFAD's dividend yield for the trailing twelve months is around 2.40%, less than EPDPX's 3.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.40% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.93% | 0.61% |
EPDPX EuroPac International Dividend Income Fund Class A | 3.28% | 3.08% | 2.56% | 2.07% | 1.71% | 2.44% | 2.68% | 2.70% | 2.24% | 3.58% | 3.89% |
Drawdowns
EFAD vs. EPDPX - Drawdown Comparison
The maximum EFAD drawdown since its inception was -35.74%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for EFAD and EPDPX. For additional features, visit the drawdowns tool.
Volatility
EFAD vs. EPDPX - Volatility Comparison
ProShares MSCI EAFE Dividend Growers ETF (EFAD) and EuroPac International Dividend Income Fund Class A (EPDPX) have volatilities of 3.45% and 3.59%, 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.