EPASX vs. SPEM
Compare and contrast key facts about EP Emerging Markets Small Companies Fund (EPASX) and SPDR Portfolio Emerging Markets ETF (SPEM).
EPASX is managed by Euro Pacific Asset Management. It was launched on Nov 30, 2010. SPEM is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets BMI. It was launched on Mar 19, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPASX or SPEM.
Key characteristics
| EPASX | SPEM | |
|---|---|---|
| YTD Return | 2.90% | 11.71% |
| 1Y Return | 6.98% | 15.43% |
| 3Y Return (Ann) | -14.86% | -0.79% |
| 5Y Return (Ann) | -1.63% | 4.64% |
| 10Y Return (Ann) | -2.16% | 4.21% |
| Sharpe Ratio | 0.66 | 1.10 |
| Sortino Ratio | 1.03 | 1.61 |
| Omega Ratio | 1.13 | 1.20 |
| Calmar Ratio | 0.18 | 0.73 |
| Martin Ratio | 2.33 | 5.80 |
| Ulcer Index | 3.59% | 2.78% |
| Daily Std Dev | 12.64% | 14.71% |
| Max Drawdown | -50.77% | -64.41% |
| Current Drawdown | -39.85% | -8.71% |
Correlation
The correlation between EPASX and SPEM 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
EPASX vs. SPEM - Performance Comparison
In the year-to-date period, EPASX achieves a 2.90% return, which is significantly lower than SPEM's 11.71% return. Over the past 10 years, EPASX has underperformed SPEM with an annualized return of -2.16%, while SPEM has yielded a comparatively higher 4.21% 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. SPEM - Expense Ratio Comparison
EPASX has a 1.75% expense ratio, which is higher than SPEM's 0.11% expense ratio.
Risk-Adjusted Performance
EPASX vs. SPEM - Risk-Adjusted Performance Comparison
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.
Dividends
EPASX vs. SPEM - Dividend Comparison
EPASX's dividend yield for the trailing twelve months is around 1.17%, less than SPEM's 2.55% 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% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.55% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
Drawdowns
EPASX vs. SPEM - Drawdown Comparison
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.
Volatility
EPASX vs. SPEM - Volatility Comparison
EP Emerging Markets Small Companies Fund (EPASX) and SPDR Portfolio Emerging Markets ETF (SPEM) have volatilities of 4.37% and 4.45%, 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.