EPDPX vs. VIHAX
EPDPX (EuroPac International Dividend Income Fund Class A) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - EPDPX is a Foreign Large Cap Equities fund managed by Euro Pacific, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, EPDPX returned 9.09%/yr vs 11.24%/yr for VIHAX. Their correlation of 0.82 means they have usually moved in the same direction. EPDPX charges 1.52%/yr vs 0.16%/yr for VIHAX.
Performance
EPDPX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, EPDPX achieves a 8.63% return, which is significantly lower than VIHAX's 17.32% return. Over the past 10 years, EPDPX has underperformed VIHAX with an annualized return of 9.09%, while VIHAX has yielded a comparatively higher 11.24% annualized return.
EPDPX
- 1D
- -0.67%
- 1M
- 2.78%
- 6M
- 0.24%
- YTD
- 8.63%
- 1Y
- 36.27%
- 3Y*
- 21.42%
- 5Y*
- 14.16%
- 10Y*
- 9.09%
- ALL TIME*
- 6.39%
VIHAX
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.32%
- YTD
- 17.32%
- 1Y
- 34.48%
- 3Y*
- 21.86%
- 5Y*
- 14.01%
- 10Y*
- 11.24%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EPDPX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPDPX EuroPac International Dividend Income Fund Class A | 8.63% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.32% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between EPDPX and VIHAX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.82 |
The correlation between EPDPX and VIHAX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
EPDPX vs. VIHAX — Risk / Return Rank
EPDPX
VIHAX
EPDPX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund Class A (EPDPX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.53 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.63 | -0.24 |
| Martin ratioReturn relative to average drawdown | 8.53 | 13.90 | -5.37 |
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Drawdowns
EPDPX vs. VIHAX - Drawdown Comparison
The maximum EPDPX drawdown since its inception was -39.21%, roughly equal to the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for EPDPX and VIHAX.
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Drawdown Indicators
| EPDPX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.21% | -38.80% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -9.53% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -12.29% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.06% | -23.92% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.34% | -38.80% | +5.46% |
Current DrawdownCurrent decline from peak | -7.06% | -0.62% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -5.94% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 2.49% | +1.86% |
Volatility
EPDPX vs. VIHAX - Volatility Comparison
EuroPac International Dividend Income Fund Class A (EPDPX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) have volatilities of 3.45% and 3.46%, 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
| EPDPX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.46% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 10.28% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 12.13% | +2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.76% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 15.55% | -0.72% |
EPDPX vs. VIHAX - Expense Ratio Comparison
EPDPX has a 1.52% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
EPDPX vs. VIHAX - Dividend Comparison
EPDPX's dividend yield for the trailing twelve months is around 6.07%, more than VIHAX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDPX EuroPac International Dividend Income Fund Class A | 6.07% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.45% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
EPDPX and VIHAX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIHAX has higher volatility (3.46%) compared to EPDPX (3.45%). In terms of maximum drawdown, EPDPX dropped -39.21% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.86 vs 2.51), 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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