EPDPX vs. QQQ
Compare and contrast key facts about EuroPac International Dividend Income Fund Class A (EPDPX) and Invesco QQQ (QQQ).
EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPDPX or QQQ.
Key characteristics
| EPDPX | QQQ | |
|---|---|---|
| YTD Return | 6.16% | 26.02% |
| 1Y Return | 13.82% | 36.73% |
| 3Y Return (Ann) | 4.33% | 9.97% |
| 5Y Return (Ann) | 7.23% | 21.44% |
| 10Y Return (Ann) | 2.53% | 18.42% |
| Sharpe Ratio | 1.17 | 2.28 |
| Sortino Ratio | 1.61 | 2.98 |
| Omega Ratio | 1.21 | 1.41 |
| Calmar Ratio | 1.29 | 2.94 |
| Martin Ratio | 4.19 | 10.71 |
| Ulcer Index | 3.30% | 3.72% |
| Daily Std Dev | 11.87% | 17.35% |
| Max Drawdown | -39.21% | -82.98% |
| Current Drawdown | -7.54% | -0.06% |
Correlation
The correlation between EPDPX and QQQ 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.
Performance
EPDPX vs. QQQ - Performance Comparison
In the year-to-date period, EPDPX achieves a 6.16% return, which is significantly lower than QQQ's 26.02% return. Over the past 10 years, EPDPX has underperformed QQQ with an annualized return of 2.53%, while QQQ has yielded a comparatively higher 18.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPDPX vs. QQQ - Expense Ratio Comparison
EPDPX has a 1.52% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
EPDPX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and Invesco QQQ (QQQ). 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.
Dividends
EPDPX vs. QQQ - Dividend Comparison
EPDPX's dividend yield for the trailing twelve months is around 3.19%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDPX EuroPac International Dividend Income Fund Class A | 3.19% | 3.08% | 2.56% | 2.07% | 1.71% | 2.44% | 2.68% | 2.70% | 2.24% | 3.58% | 3.89% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
EPDPX vs. QQQ - Drawdown Comparison
The maximum EPDPX drawdown since its inception was -39.21%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EPDPX and QQQ. For additional features, visit the drawdowns tool.
Volatility
EPDPX vs. QQQ - Volatility Comparison
The current volatility for EuroPac International Dividend Income Fund Class A (EPDPX) is 3.12%, while Invesco QQQ (QQQ) has a volatility of 5.18%. This indicates that EPDPX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.