EPASX vs. SPEM

In the year-to-date period, EPASX achieves a 6.61% return, which is significantly higher than SPEM's 5.21% return. Over the past 10 years, EPASX has underperformed SPEM with an annualized return of -1.60%, while SPEM has yielded a comparatively higher 4.20% annualized return.

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EPASX has a 1.75% expense ratio, which is higher than SPEM's 0.11% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for EP Emerging Markets Small Companies Fund (EPASX) and SPDR Portfolio Emerging Markets ETF (SPEM). 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.

The current EPASX Sharpe Ratio is 0.34, which is lower than the SPEM Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EPASX and SPEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EPASX's dividend yield for the trailing twelve months is around 1.87%, less than SPEM's 2.64% yield.

The maximum EPASX drawdown since its inception was -50.77%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for EPASX and SPEM. For additional features, visit the drawdowns tool.

The current volatility for EP Emerging Markets Small Companies Fund (EPASX) is 2.41%, while SPDR Portfolio Emerging Markets ETF (SPEM) has a volatility of 4.93%. This indicates that EPASX experiences smaller price fluctuations and is considered to be less risky than SPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.