EPGFX vs. ^XAU
EPGFX (EuroPac Gold Fund) is Gold fund managed by Euro Pacific, while ^XAU (PHLX Gold/Silver Sector Index) is an index. Over the past 10 years, EPGFX returned 7.96%/yr vs 11.14%/yr for ^XAU. Their 0.95 correlation means they have historically moved very closely together.
Performance
EPGFX vs. ^XAU - Performance Comparison
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Returns By Period
In the year-to-date period, EPGFX achieves a -9.57% return, which is significantly lower than ^XAU's -7.88% return. Over the past 10 years, EPGFX has underperformed ^XAU with an annualized return of 7.96%, while ^XAU has yielded a comparatively higher 11.14% annualized return.
EPGFX
- 1D
- -2.83%
- 1M
- -5.95%
- 6M
- -17.31%
- YTD
- -9.57%
- 1Y
- 39.61%
- 3Y*
- 29.88%
- 5Y*
- 12.68%
- 10Y*
- 7.96%
- ALL TIME*
- 9.75%
^XAU
- 1D
- 2.41%
- 1M
- -3.99%
- 6M
- -17.20%
- YTD
- -7.88%
- 1Y
- 52.69%
- 3Y*
- 38.13%
- 5Y*
- 17.32%
- 10Y*
- 11.14%
- ALL TIME*
- 2.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
EPGFX EuroPac Gold Fund | $0.00 | $0.00 | $0.00 |
EPGFX vs. ^XAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | -9.57% | 129.06% | 8.51% | 2.31% | -14.00% | -18.06% | 36.99% | 37.25% | -13.85% | 12.73% |
^XAU PHLX Gold/Silver Sector Index | -7.88% | 149.51% | 9.14% | 4.00% | -8.75% | -8.14% | 34.86% | 51.32% | -17.13% | 8.13% |
Correlation
The correlation between EPGFX and ^XAU is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.95 |
The correlation between EPGFX and ^XAU has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
EPGFX vs. ^XAU — Risk / Return Rank
EPGFX
^XAU
EPGFX vs. ^XAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and PHLX Gold/Silver Sector Index (^XAU). 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.
| EPGFX | ^XAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.42 | -0.18 |
| Martin ratioReturn relative to average drawdown | 2.70 | 3.06 | -0.36 |
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Drawdowns
EPGFX vs. ^XAU - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -56.70%, smaller than the maximum ^XAU drawdown of -83.04%. Use the drawdown chart below to compare losses from any high point for EPGFX and ^XAU.
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Drawdown Indicators
| EPGFX | ^XAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -83.04% | +26.34% |
Max Drawdown (1Y)Largest decline over 1 year | -33.63% | -37.41% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -33.63% | -37.41% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -44.99% | -45.52% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -51.03% | -45.52% | -5.51% |
Current DrawdownCurrent decline from peak | -31.04% | -32.96% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -22.11% | -39.73% | +17.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 17.27% | -1.93% |
Volatility
EPGFX vs. ^XAU - Volatility Comparison
The current volatility for EuroPac Gold Fund (EPGFX) is 10.24%, while PHLX Gold/Silver Sector Index (^XAU) has a volatility of 12.10%. This indicates that EPGFX experiences smaller price fluctuations and is considered to be less risky than ^XAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPGFX | ^XAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 12.10% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 34.15% | 36.54% | -2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.93% | 47.60% | -6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.05% | 36.89% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.55% | 36.47% | -3.92% |
Frequently Asked Questions
With a correlation of 0.97, EPGFX and ^XAU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^XAU has higher volatility (12.10%) compared to EPGFX (10.24%). In terms of maximum drawdown, EPGFX dropped -56.70% vs ^XAU's -83.04%.
^XAU currently has the higher Sharpe Ratio (1.11 vs 1.01), 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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