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EPASX vs. EPIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPASX vs. EPIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EP Emerging Markets Small Companies Fund (EPASX) and EuroPac International Bond Fund (EPIBX). The values are adjusted to include any dividend payments, if applicable.

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EPASX vs. EPIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPASX
EP Emerging Markets Small Companies Fund
0.17%25.43%0.64%7.15%-28.73%9.75%27.20%14.82%-21.57%34.40%
EPIBX
EuroPac International Bond Fund
-2.24%12.90%-3.30%9.94%-7.34%-4.60%7.45%5.13%-3.63%9.96%

Returns By Period

In the year-to-date period, EPASX achieves a 0.17% return, which is significantly higher than EPIBX's -2.24% return. Over the past 10 years, EPASX has outperformed EPIBX with an annualized return of 5.44%, while EPIBX has yielded a comparatively lower 1.81% annualized return.


EPASX

1D
0.17%
1M
-8.57%
YTD
0.17%
6M
2.00%
1Y
21.44%
3Y*
8.44%
5Y*
0.46%
10Y*
5.44%

EPIBX

1D
-0.23%
1M
-4.28%
YTD
-2.24%
6M
-0.96%
1Y
5.96%
3Y*
4.33%
5Y*
1.43%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPASX vs. EPIBX - Expense Ratio Comparison

EPASX has a 1.75% expense ratio, which is higher than EPIBX's 1.15% expense ratio.


Return for Risk

EPASX vs. EPIBX — Risk / Return Rank

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

EPASX
EPASX Risk / Return Rank: 7979
Overall Rank
EPASX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPASX Sortino Ratio Rank: 8282
Sortino Ratio Rank
EPASX Omega Ratio Rank: 7878
Omega Ratio Rank
EPASX Calmar Ratio Rank: 7979
Calmar Ratio Rank
EPASX Martin Ratio Rank: 7474
Martin Ratio Rank

EPIBX
EPIBX Risk / Return Rank: 6060
Overall Rank
EPIBX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EPIBX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EPIBX Omega Ratio Rank: 5959
Omega Ratio Rank
EPIBX Calmar Ratio Rank: 4848
Calmar Ratio Rank
EPIBX Martin Ratio Rank: 5151
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.

EPASX vs. EPIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EP Emerging Markets Small Companies Fund (EPASX) and EuroPac International Bond Fund (EPIBX). 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.


EPASXEPIBXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.24

+0.34

Sortino ratio

Return per unit of downside risk

2.11

1.74

+0.37

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.88

1.19

+0.69

Martin ratio

Return relative to average drawdown

7.05

5.02

+2.03

EPASX vs. EPIBX - Sharpe Ratio Comparison

The current EPASX Sharpe Ratio is 1.58, which is comparable to the EPIBX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of EPASX and EPIBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPASXEPIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.24

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.26

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.32

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.09

+0.19

Correlation

The correlation between EPASX and EPIBX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EPASX vs. EPIBX - Dividend Comparison

EPASX's dividend yield for the trailing twelve months is around 1.95%, less than EPIBX's 3.33% yield.


TTM20252024202320222021202020192018201720162015
EPASX
EP Emerging Markets Small Companies Fund
1.95%1.95%2.00%1.20%0.50%21.67%0.54%0.27%11.18%4.20%1.50%1.30%
EPIBX
EuroPac International Bond Fund
3.33%3.25%2.92%2.16%0.00%0.00%1.09%0.00%1.43%0.00%0.00%1.91%

Drawdowns

EPASX vs. EPIBX - Drawdown Comparison

The maximum EPASX drawdown since its inception was -41.54%, which is greater than EPIBX's maximum drawdown of -24.65%. Use the drawdown chart below to compare losses from any high point for EPASX and EPIBX.


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Drawdown Indicators


EPASXEPIBXDifference

Max Drawdown

Largest peak-to-trough decline

-41.54%

-24.65%

-16.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-5.01%

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.01%

-16.68%

-23.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-17.41%

-24.13%

Current Drawdown

Current decline from peak

-9.93%

-5.01%

-4.92%

Average Drawdown

Average peak-to-trough decline

-15.78%

-10.30%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.19%

+1.56%

Volatility

EPASX vs. EPIBX - Volatility Comparison

EP Emerging Markets Small Companies Fund (EPASX) has a higher volatility of 6.32% compared to EuroPac International Bond Fund (EPIBX) at 2.26%. This indicates that EPASX's price experiences larger fluctuations and is considered to be riskier than EPIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPASXEPIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

2.26%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

3.29%

+6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

4.84%

+8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

5.64%

+8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

5.69%

+9.42%