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EPDPX vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPDPX vs. IDV - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with EPDPX having a 12.69% return and IDV slightly lower at 12.42%. Both investments have delivered pretty close results over the past 10 years, with EPDPX having a 10.04% annualized return and IDV not far ahead at 10.21%.


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%

IDV

1D
0.09%
1M
-0.41%
YTD
12.42%
6M
15.21%
1Y
36.70%
3Y*
25.24%
5Y*
11.97%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPDPX vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IDV
iShares International Select Dividend ETF
12.42%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between EPDPX and IDV is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2014

0.81

The correlation between EPDPX and IDV shifts across timeframes, from 0.68 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EPDPX vs. IDV — Risk / Return Rank

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

EPDPX
EPDPX Risk / Return Rank: 8585
Overall Rank
EPDPX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 8282
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 8383
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 8080
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8383
Martin Ratio Rank
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. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and iShares International Select Dividend ETF (IDV). 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.


EPDPXIDVDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.57

1.52

+0.05

Calmar ratioReturn relative to maximum drawdown

3.99

4.33

-0.34

Martin ratioReturn relative to average drawdown

14.90

16.50

-1.60

EPDPX vs. IDV - Sharpe Ratio Comparison

The current EPDPX Sharpe Ratio is 3.16, which is comparable to the IDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of EPDPX and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EPDPXIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

2.88

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.77

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.57

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.22

+0.25

Drawdowns

EPDPX vs. IDV - Drawdown Comparison

The maximum EPDPX drawdown since its inception was -39.21%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for EPDPX and IDV.


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Drawdown Indicators


EPDPXIDVDifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-70.14%

+30.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-8.52%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.15%

-11.86%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-29.19%

+8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

-42.50%

+9.16%

Current Drawdown

Current decline from peak

-3.59%

-2.71%

-0.88%

Average Drawdown

Average peak-to-trough decline

-11.19%

-15.40%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.23%

+0.70%

Volatility

EPDPX vs. IDV - Volatility Comparison

EuroPac International Dividend Income Fund Class A (EPDPX) and iShares International Select Dividend ETF (IDV) have volatilities of 4.27% and 4.08%, 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


EPDPXIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

4.08%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

10.56%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

12.82%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

15.54%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

17.94%

-3.05%

EPDPX vs. IDV - Expense Ratio Comparison

EPDPX has a 1.52% expense ratio, which is higher than IDV's 0.49% expense ratio.


Dividends

EPDPX vs. IDV - Dividend Comparison

EPDPX's dividend yield for the trailing twelve months is around 5.94%, more than IDV's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IDV
iShares International Select Dividend ETF
4.45%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Frequently Asked Questions


EPDPX and IDV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPDPX has higher volatility (4.27%) compared to IDV (4.08%). In terms of maximum drawdown, EPDPX dropped -39.21% vs IDV's -70.14%.

EPDPX currently has the higher Sharpe Ratio (3.16 vs 2.88), 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.

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