EPDIX vs. SCHG
Compare and contrast key facts about EuroPac International Dividend Income Fund (EPDIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
EPDIX vs. SCHG - Performance Comparison
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EPDIX vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, EPDIX achieves a 5.87% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, EPDIX has underperformed SCHG with an annualized return of 9.85%, while SCHG has yielded a comparatively higher 16.83% 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%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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EPDIX vs. SCHG - Expense Ratio Comparison
EPDIX has a 1.25% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
EPDIX vs. SCHG — Risk / Return Rank
EPDIX
SCHG
EPDIX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund (EPDIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 0.75 | +2.05 |
Sortino ratioReturn per unit of downside risk | 3.33 | 1.23 | +2.10 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.17 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 4.08 | 1.03 | +3.05 |
Martin ratioReturn relative to average drawdown | 16.78 | 3.54 | +13.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPDIX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 0.75 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.57 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.79 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.79 | -0.33 |
Correlation
The correlation between EPDIX and SCHG 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
EPDIX vs. SCHG - Dividend Comparison
EPDIX's dividend yield for the trailing twelve months is around 6.72%, more than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
EPDIX vs. SCHG - Drawdown Comparison
The maximum EPDIX drawdown since its inception was -38.23%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EPDIX and SCHG.
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Drawdown Indicators
| EPDIX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.23% | -34.59% | -3.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -16.41% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | -34.59% | +13.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.84% | -34.59% | +1.75% |
Current DrawdownCurrent decline from peak | -9.48% | -13.34% | +3.86% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -5.22% | -5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.78% | -2.13% |
Volatility
EPDIX vs. SCHG - Volatility Comparison
EuroPac International Dividend Income Fund (EPDIX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 6.47% and 6.67%, 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.
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Volatility by Period
| EPDIX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 6.67% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 12.51% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 22.43% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 22.32% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 21.51% | -6.65% |