EPDPX vs. SOPYX

Last updated Aug 1, 2026

EPDPX (EuroPac International Dividend Income Fund Class A) and SOPYX (ClearBridge Dividend Strategy Fund Class I) are both mutual funds - EPDPX is a Foreign Large Cap Equities fund managed by Euro Pacific, while SOPYX is a Dividend fund actively managed by ClearBridge. Over the past 10 years, EPDPX returned 9.15%/yr vs 12.36%/yr for SOPYX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. EPDPX charges 1.52%/yr vs 0.73%/yr for SOPYX.

Performance

EPDPX vs. SOPYX - Performance Comparison

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

Returns By Period

In the year-to-date period, EPDPX achieves a 9.36% return, which is significantly lower than SOPYX's 10.00% return. Over the past 10 years, EPDPX has underperformed SOPYX with an annualized return of 9.15%, while SOPYX has yielded a comparatively higher 12.36% annualized return.

EPDPX

• 1D: 1.71%
• 1M: 3.48%
• 6M: 0.38%
• YTD: 9.36%
• 1Y: 37.19%
• 3Y*: 21.18%
• 5Y*: 14.31%
• 10Y*: 9.15%
• ALL TIME*: 6.45%

SOPYX

• 1D: -0.30%
• 1M: 1.10%
• 6M: 6.82%
• YTD: 10.00%
• 1Y: 17.77%
• 3Y*: 14.38%
• 5Y*: 10.81%
• 10Y*: 12.36%
• ALL TIME*: 12.73%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EPDPX EuroPac International Dividend Income Fund Class A	$0.00	$0.00	$0.00
SOPYX ClearBridge Dividend Strategy Fund Class I	$0.00	$0.00	$0.00

EPDPX vs. SOPYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPDPX EuroPac International Dividend Income Fund Class A	9.36%	61.93%	0.72%	7.46%	1.27%	7.78%	8.83%	13.05%	-11.02%	15.53%
SOPYX ClearBridge Dividend Strategy Fund Class I	10.00%	12.56%	17.09%	14.45%	-8.16%	26.71%	7.96%	31.36%	-4.86%	18.84%

Correlation

The correlation between EPDPX and SOPYX is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (3Y) Balances recent behavior with more history.	0.48
Correlation (5Y) Shows whether the relationship held over a longer period.	0.55
Correlation (10Y) Provides a long-term view across more market conditions.	0.59
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014	0.60

The correlation between EPDPX and SOPYX shifts across timeframes, from 0.45 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

EPDPX vs. SOPYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EPDPX

EPDPX Risk / Return Rank: 86
EPDPX Sharpe Ratio Rank: 94
EPDPX Sortino Ratio Rank: 88
EPDPX Omega Ratio Rank: 87
EPDPX Calmar Ratio Rank: 90
EPDPX Martin Ratio Rank: 71

SOPYX

SOPYX Risk / Return Rank: 64
SOPYX Sharpe Ratio Rank: 70
SOPYX Sortino Ratio Rank: 71
SOPYX Omega Ratio Rank: 66
SOPYX Calmar Ratio Rank: 54
SOPYX Martin Ratio Rank: 59

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EPDPX vs. SOPYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and ClearBridge Dividend Strategy Fund Class I (SOPYX). 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.

	EPDPX	SOPYX	Difference
Sharpe ratio: Return per unit of total volatility	2.51	1.71	+0.80
Sortino ratio: Return per unit of downside risk	3.21	2.49	+0.72
Omega ratio: Gain probability vs. loss probability	1.44	1.31	+0.14
Calmar ratio: Return relative to maximum drawdown	3.39	2.06	+1.33
Martin ratio: Return relative to average drawdown	8.57	8.22	+0.34

EPDPX vs. SOPYX - Sharpe Ratio Comparison

The current EPDPX Sharpe Ratio is 2.51, which is higher than the SOPYX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of EPDPX and SOPYX, 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

EPDPX vs. SOPYX - Drawdown Comparison

The maximum EPDPX drawdown since its inception was -39.21%, smaller than the maximum SOPYX drawdown of -46.64%. Use the drawdown chart below to compare losses from any high point for EPDPX and SOPYX.

Drawdown Indicators

	EPDPX	SOPYX	Difference
Max Drawdown Largest peak-to-trough decline	-39.21%	-46.64%	+7.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.96%	-8.03%	-2.93%
Max Drawdown (3Y) Largest decline over 3 years	-13.15%	-13.44%	+0.29%
Max Drawdown (5Y) Largest decline over 5 years	-21.06%	-19.10%	-1.96%
Max Drawdown (10Y) Largest decline over 10 years	-33.34%	-34.70%	+1.36%
Current Drawdown Current decline from peak	-6.43%	-0.78%	-5.65%
Average Drawdown Average peak-to-trough decline	-11.15%	-5.52%	-5.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	2.01%	+2.32%

Volatility

EPDPX vs. SOPYX - Volatility Comparison

EuroPac International Dividend Income Fund Class A (EPDPX) has a higher volatility of 3.71% compared to ClearBridge Dividend Strategy Fund Class I (SOPYX) at 3.31%. This indicates that EPDPX's price experiences larger fluctuations and is considered to be riskier than SOPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPDPX	SOPYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	3.31%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	7.36%	+5.00%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	9.65%	+5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	14.17%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.83%	16.30%	-1.47%

EPDPX vs. SOPYX - Expense Ratio Comparison

EPDPX has a 1.52% expense ratio, which is higher than SOPYX's 0.73% expense ratio.

Dividends

EPDPX vs. SOPYX - Dividend Comparison

EPDPX's dividend yield for the trailing twelve months is around 6.03%, less than SOPYX's 11.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDPX EuroPac International Dividend Income Fund Class A	6.03%	6.55%	3.82%	3.08%	2.56%	2.07%	1.70%	2.43%	2.66%	2.69%	2.24%	3.58%
SOPYX ClearBridge Dividend Strategy Fund Class I	11.47%	13.28%	9.41%	9.11%	5.77%	9.87%	1.98%	7.39%	6.74%	6.77%	3.23%	1.82%

Frequently Asked Questions

Can I hold both EPDPX and SOPYX in my portfolio?

EPDPX and SOPYX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPDPX or SOPYX?

EPDPX has higher volatility (3.71%) compared to SOPYX (3.31%). In terms of maximum drawdown, EPDPX dropped -39.21% vs SOPYX's -46.64%.

Which has better risk-adjusted returns?

EPDPX currently has the higher Sharpe Ratio (2.51 vs 1.71), 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.