EPASX vs. EPLCX
Compare and contrast key facts about EP Emerging Markets Small Companies Fund (EPASX) and MainStay Epoch U.S. Equity Yield Fund (EPLCX).
EPASX is managed by Euro Pacific Asset Management. It was launched on Nov 30, 2010. EPLCX is managed by New York Life Investments. It was launched on Dec 3, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPASX or EPLCX.
Key characteristics
| EPASX | EPLCX | |
|---|---|---|
| YTD Return | 2.90% | 22.22% |
| 1Y Return | 6.98% | 30.01% |
| 3Y Return (Ann) | -14.86% | 9.84% |
| 5Y Return (Ann) | -1.63% | 10.38% |
| 10Y Return (Ann) | -2.16% | 9.55% |
| Sharpe Ratio | 0.66 | 3.12 |
| Sortino Ratio | 1.03 | 4.32 |
| Omega Ratio | 1.13 | 1.57 |
| Calmar Ratio | 0.18 | 6.08 |
| Martin Ratio | 2.33 | 22.28 |
| Ulcer Index | 3.59% | 1.36% |
| Daily Std Dev | 12.64% | 9.71% |
| Max Drawdown | -50.77% | -35.85% |
| Current Drawdown | -39.85% | -1.33% |
Correlation
The correlation between EPASX and EPLCX is 0.53, 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.
Performance
EPASX vs. EPLCX - Performance Comparison
In the year-to-date period, EPASX achieves a 2.90% return, which is significantly lower than EPLCX's 22.22% return. Over the past 10 years, EPASX has underperformed EPLCX with an annualized return of -2.16%, while EPLCX has yielded a comparatively higher 9.55% annualized return. 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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EPASX vs. EPLCX - Expense Ratio Comparison
EPASX has a 1.75% expense ratio, which is higher than EPLCX's 0.73% expense ratio.
Risk-Adjusted Performance
EPASX vs. EPLCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EP Emerging Markets Small Companies Fund (EPASX) and MainStay Epoch U.S. Equity Yield Fund (EPLCX). 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
EPASX vs. EPLCX - Dividend Comparison
EPASX's dividend yield for the trailing twelve months is around 1.17%, less than EPLCX's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPASX EP Emerging Markets Small Companies Fund | 1.17% | 1.20% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPLCX MainStay Epoch U.S. Equity Yield Fund | 2.09% | 2.45% | 2.32% | 1.90% | 2.36% | 2.28% | 2.61% | 2.13% | 2.11% | 2.41% | 2.22% | 1.65% |
Drawdowns
EPASX vs. EPLCX - Drawdown Comparison
The maximum EPASX drawdown since its inception was -50.77%, which is greater than EPLCX's maximum drawdown of -35.85%. Use the drawdown chart below to compare losses from any high point for EPASX and EPLCX. For additional features, visit the drawdowns tool.
Volatility
EPASX vs. EPLCX - Volatility Comparison
EP Emerging Markets Small Companies Fund (EPASX) has a higher volatility of 4.37% compared to MainStay Epoch U.S. Equity Yield Fund (EPLCX) at 3.15%. This indicates that EPASX's price experiences larger fluctuations and is considered to be riskier than EPLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.