EPDPX vs. SDIV
Compare and contrast key facts about EuroPac International Dividend Income Fund Class A (EPDPX) and Global X SuperDividend ETF (SDIV).
EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPDPX or SDIV.
Key characteristics
| EPDPX | SDIV | |
|---|---|---|
| YTD Return | 3.97% | 3.97% |
| 1Y Return | 11.47% | 15.07% |
| 3Y Return (Ann) | 3.59% | -8.21% |
| 5Y Return (Ann) | 6.83% | -7.04% |
| 10Y Return (Ann) | 2.32% | -3.28% |
| Sharpe Ratio | 0.95 | 1.02 |
| Sortino Ratio | 1.33 | 1.44 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 1.07 | 0.33 |
| Martin Ratio | 3.42 | 4.49 |
| Ulcer Index | 3.35% | 3.42% |
| Daily Std Dev | 12.03% | 15.11% |
| Max Drawdown | -39.21% | -56.90% |
| Current Drawdown | -9.46% | -38.60% |
Correlation
The correlation between EPDPX and SDIV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EPDPX vs. SDIV - Performance Comparison
As of year-to-date, both investments have demonstrated similar returns, with EPDPX at 3.97% and SDIV at 3.97%. Over the past 10 years, EPDPX has outperformed SDIV with an annualized return of 2.32%, while SDIV has yielded a comparatively lower -3.28% 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. SDIV - Expense Ratio Comparison
EPDPX has a 1.52% expense ratio, which is higher than SDIV's 0.58% expense ratio.
Risk-Adjusted Performance
EPDPX vs. SDIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and Global X SuperDividend ETF (SDIV). 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. SDIV - Dividend Comparison
EPDPX's dividend yield for the trailing twelve months is around 3.26%, less than SDIV's 11.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDPX EuroPac International Dividend Income Fund Class A | 3.26% | 3.08% | 2.56% | 2.07% | 1.71% | 2.44% | 2.68% | 2.70% | 2.24% | 3.58% | 3.89% | 0.00% |
SDIV Global X SuperDividend ETF | 11.02% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
Drawdowns
EPDPX vs. SDIV - Drawdown Comparison
The maximum EPDPX drawdown since its inception was -39.21%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for EPDPX and SDIV. For additional features, visit the drawdowns tool.
Volatility
EPDPX vs. SDIV - Volatility Comparison
The current volatility for EuroPac International Dividend Income Fund Class A (EPDPX) is 3.59%, while Global X SuperDividend ETF (SDIV) has a volatility of 4.05%. This indicates that EPDPX experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.