EPDIX vs. SCHY

Last updated Jun 23, 2026

EPDIX (EuroPac International Dividend Income Fund) and SCHY (Schwab International Dividend Equity ETF) are both funds - EPDIX is a Foreign Large Cap Equities fund managed by Euro Pacific Asset Management, while SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index. Over the past 5 years, EPDIX returned 14.18%/yr vs 8.21%/yr for SCHY. Their correlation of 0.80 suggests significant overlap in exposure. EPDIX charges 1.25%/yr vs 0.08%/yr for SCHY.

Performance

EPDIX vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Dividend Income Fund (EPDIX) and Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPDIX achieves a 8.59% return, which is significantly higher than SCHY's 7.54% return.

EPDIX

• 1D: -1.28%
• 1M: -3.41%
• YTD: 8.59%
• 6M: 8.67%
• 1Y: 37.23%
• 3Y*: 21.95%
• 5Y*: 14.18%
• 10Y*: 9.94%

SCHY

• 1D: -0.28%
• 1M: -1.70%
• YTD: 7.54%
• 6M: 8.01%
• 1Y: 22.42%
• 3Y*: 14.92%
• 5Y*: 8.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPDIX vs. SCHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EPDIX EuroPac International Dividend Income Fund	8.59%	62.35%	0.87%	7.85%	1.53%	-0.54%
SCHY Schwab International Dividend Equity ETF	7.54%	33.98%	-1.79%	14.27%	-9.43%	3.42%

Correlation

The correlation between EPDIX and SCHY is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021	0.80

The correlation between EPDIX and SCHY shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

Return for Risk

EPDIX vs. SCHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPDIX

EPDIX Risk / Return Rank: 75
EPDIX Sharpe Ratio Rank: 85
EPDIX Sortino Ratio Rank: 73
EPDIX Omega Ratio Rank: 77
EPDIX Calmar Ratio Rank: 78
EPDIX Martin Ratio Rank: 62

SCHY

SCHY Risk / Return Rank: 53
SCHY Sharpe Ratio Rank: 58
SCHY Sortino Ratio Rank: 55
SCHY Omega Ratio Rank: 55
SCHY Calmar Ratio Rank: 51
SCHY Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPDIX vs. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund (EPDIX) and Schwab International Dividend Equity ETF (SCHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EPDIX	SCHY	Difference
Sharpe ratio: Return per unit of total volatility	2.55	1.87	+0.68
Sortino ratio: Return per unit of downside risk	3.24	2.56	+0.68
Omega ratio: Gain probability vs. loss probability	1.46	1.33	+0.13
Calmar ratio: Return relative to maximum drawdown	3.37	2.47	+0.90
Martin ratio: Return relative to average drawdown	11.60	7.52	+4.08

EPDIX vs. SCHY - Sharpe Ratio Comparison

The current EPDIX Sharpe Ratio is 2.55, which is higher than the SCHY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EPDIX and SCHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EPDIX vs. SCHY - Drawdown Comparison

The maximum EPDIX drawdown since its inception was -38.23%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for EPDIX and SCHY.

Drawdown Indicators

	EPDIX	SCHY	Difference
Max Drawdown Largest peak-to-trough decline	-38.23%	-24.04%	-14.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-9.11%	-1.81%
Max Drawdown (3Y) Largest decline over 3 years	-13.01%	-12.16%	-0.85%
Max Drawdown (5Y) Largest decline over 5 years	-20.98%	-24.04%	+3.06%
Max Drawdown (10Y) Largest decline over 10 years	-32.84%	—	—
Current Drawdown Current decline from peak	-7.16%	-5.49%	-1.67%
Average Drawdown Average peak-to-trough decline	-10.76%	-4.96%	-5.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	2.99%	+0.18%

Volatility

EPDIX vs. SCHY - Volatility Comparison

EuroPac International Dividend Income Fund (EPDIX) has a higher volatility of 5.17% compared to Schwab International Dividend Equity ETF (SCHY) at 3.27%. This indicates that EPDIX's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPDIX	SCHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	3.27%	+1.90%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	10.08%	+2.27%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	12.10%	+2.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	13.27%	+0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	13.23%	+1.70%

EPDIX vs. SCHY - Expense Ratio Comparison

EPDIX has a 1.25% expense ratio, which is higher than SCHY's 0.08% expense ratio.

Dividends

EPDIX vs. SCHY - Dividend Comparison

EPDIX's dividend yield for the trailing twelve months is around 7.12%, more than SCHY's 3.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDIX EuroPac International Dividend Income Fund	7.12%	7.71%	4.09%	3.32%	2.81%	2.31%	1.92%	2.68%	3.00%	2.93%	2.47%	3.88%
SCHY Schwab International Dividend Equity ETF	3.45%	3.55%	4.64%	3.97%	3.67%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPDIX and SCHY in my portfolio?

EPDIX and SCHY have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPDIX or SCHY?

EPDIX has higher volatility (5.17%) compared to SCHY (3.27%). In terms of maximum drawdown, EPDIX dropped -38.23% vs SCHY's -24.04%.

Which has better risk-adjusted returns?

EPDIX currently has the higher Sharpe Ratio (2.55 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.