EPDPX vs. AIONX

Last updated Jun 5, 2026

EPDPX (EuroPac International Dividend Income Fund Class A) and AIONX (AQR International Momentum Style Fund Class N) are both Foreign Large Cap Equities funds. A 0.74 correlation means they provide meaningful diversification when combined. EPDPX charges 1.52%/yr vs 0.88%/yr for AIONX.

Performance

EPDPX vs. AIONX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Dividend Income Fund Class A (EPDPX) and AQR International Momentum Style Fund Class N (AIONX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EPDPX

• 1D: -1.03%
• 1M: 0.65%
• YTD: 12.69%
• 6M: 15.88%
• 1Y: 43.12%
• 3Y*: 23.93%
• 5Y*: 13.51%
• 10Y*: 10.04%

AIONX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EPDPX vs. AIONX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPDPX EuroPac International Dividend Income Fund Class A	12.69%	61.93%	0.72%	7.46%	1.27%	7.78%	8.83%	13.05%	-11.02%	15.53%
AIONX AQR International Momentum Style Fund Class N	6.03%	34.58%	8.41%	16.39%	-19.64%	11.72%	16.32%	22.29%	-15.50%	24.99%

Correlation

The correlation between EPDPX and AIONX is 0.62, 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	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 14, 2014	0.74

The correlation between EPDPX and AIONX shifts across timeframes, from 0.62 (1 year) to 0.74 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

EPDPX vs. AIONX — Risk / Return Rank

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

EPDPX

EPDPX Risk / Return Rank: 85
EPDPX Sharpe Ratio Rank: 92
EPDPX Sortino Ratio Rank: 82
EPDPX Omega Ratio Rank: 83
EPDPX Calmar Ratio Rank: 85
EPDPX Martin Ratio Rank: 80

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.

EPDPX vs. AIONX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and AQR International Momentum Style Fund Class N (AIONX). 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.

	EPDPX	AIONX	Difference
Sharpe ratio: Return per unit of total volatility	3.16	—	—
Sortino ratio: Return per unit of downside risk	3.96	—	—
Omega ratio: Gain probability vs. loss probability	1.57	—	—
Calmar ratio: Return relative to maximum drawdown	3.99	—	—
Martin ratio: Return relative to average drawdown	14.90	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EPDPX	AIONX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	—	—

Drawdowns

Drawdown Indicators

	EPDPX	AIONX	Difference
Max Drawdown Largest peak-to-trough decline	-39.21%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.96%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.06%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.34%	—	—
Current Drawdown Current decline from peak	-3.59%	—	—
Average Drawdown Average peak-to-trough decline	-11.19%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	—	—

Volatility

Volatility by Period

	EPDPX	AIONX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.84%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.89%	—	—

EPDPX vs. AIONX - Expense Ratio Comparison

EPDPX has a 1.52% expense ratio, which is higher than AIONX's 0.88% expense ratio.

Dividends

EPDPX vs. AIONX - Dividend Comparison

EPDPX's dividend yield for the trailing twelve months is around 5.94%, less than AIONX's 20.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIONX AQR International Momentum Style Fund Class N	20.01%	14.62%	21.87%	11.32%	2.62%	1.77%	0.95%	2.12%	1.85%	1.96%	2.23%	1.30%
EPDPX EuroPac International Dividend Income Fund Class A	5.94%	6.55%	3.82%	3.08%	2.56%	2.07%	1.70%	2.43%	2.66%	2.69%	2.24%	3.58%

Frequently Asked Questions

Can I hold both EPDPX and AIONX in my portfolio?

EPDPX and AIONX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.