EPDIX vs. FSKLX
Compare and contrast key facts about EuroPac International Dividend Income Fund (EPDIX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
EPDIX vs. FSKLX - Performance Comparison
Loading graphics...
EPDIX vs. FSKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, EPDIX achieves a 5.87% return, which is significantly higher than FSKLX's 3.34% return. Over the past 10 years, EPDIX has outperformed FSKLX with an annualized return of 9.85%, while FSKLX has yielded a comparatively lower 6.05% annualized return.
EPDIX
- 1D
- 0.07%
- 1M
- -9.48%
- YTD
- 5.87%
- 6M
- 16.80%
- 1Y
- 44.92%
- 3Y*
- 20.84%
- 5Y*
- 14.71%
- 10Y*
- 9.85%
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EPDIX vs. FSKLX - Expense Ratio Comparison
EPDIX has a 1.25% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
EPDIX vs. FSKLX — Risk / Return Rank
EPDIX
FSKLX
EPDIX vs. FSKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund (EPDIX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.
| EPDIX | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 1.33 | +1.47 |
Sortino ratioReturn per unit of downside risk | 3.33 | 1.83 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.25 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 4.08 | 1.99 | +2.09 |
Martin ratioReturn relative to average drawdown | 16.78 | 7.06 | +9.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EPDIX | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 1.33 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.56 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.51 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Correlation
The correlation between EPDIX and FSKLX is 0.74, 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.
Dividends
EPDIX vs. FSKLX - Dividend Comparison
EPDIX's dividend yield for the trailing twelve months is around 6.72%, more than FSKLX's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 6.72% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
EPDIX vs. FSKLX - Drawdown Comparison
The maximum EPDIX drawdown since its inception was -38.23%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for EPDIX and FSKLX.
Loading graphics...
Drawdown Indicators
| EPDIX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.23% | -27.26% | -10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -8.64% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | -24.99% | +4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -32.84% | -27.26% | -5.58% |
Current DrawdownCurrent decline from peak | -9.48% | -7.31% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -5.14% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.43% | +0.22% |
Volatility
EPDIX vs. FSKLX - Volatility Comparison
EuroPac International Dividend Income Fund (EPDIX) has a higher volatility of 6.47% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that EPDIX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EPDIX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 4.41% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 7.41% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 12.28% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 11.44% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 11.89% | +2.97% |