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EPGFX vs. FGADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPGFX vs. FGADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac Gold Fund (EPGFX) and Franklin Gold and Precious Metals Fund Advisor Class (FGADX). The values are adjusted to include any dividend payments, if applicable.

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EPGFX vs. FGADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPGFX
EuroPac Gold Fund
5.67%129.06%8.51%2.31%-14.00%-18.06%36.99%37.25%-13.85%12.73%
FGADX
Franklin Gold and Precious Metals Fund Advisor Class
5.78%197.29%17.98%2.20%-23.24%-3.76%44.60%51.87%-17.89%0.06%

Returns By Period

The year-to-date returns for both investments are quite close, with EPGFX having a 5.67% return and FGADX slightly higher at 5.78%. Over the past 10 years, EPGFX has underperformed FGADX with an annualized return of 15.85%, while FGADX has yielded a comparatively higher 18.40% annualized return.


EPGFX

1D
6.92%
1M
-19.20%
YTD
5.67%
6M
17.58%
1Y
93.89%
3Y*
33.01%
5Y*
16.27%
10Y*
15.85%

FGADX

1D
8.13%
1M
-21.41%
YTD
5.78%
6M
29.37%
1Y
122.00%
3Y*
51.44%
5Y*
24.76%
10Y*
18.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPGFX vs. FGADX - Expense Ratio Comparison

EPGFX has a 1.40% expense ratio, which is higher than FGADX's 0.62% expense ratio.


Return for Risk

EPGFX vs. FGADX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPGFX
EPGFX Risk / Return Rank: 9393
Overall Rank
EPGFX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EPGFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
EPGFX Omega Ratio Rank: 8989
Omega Ratio Rank
EPGFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
EPGFX Martin Ratio Rank: 9494
Martin Ratio Rank

FGADX
FGADX Risk / Return Rank: 9595
Overall Rank
FGADX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FGADX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FGADX Omega Ratio Rank: 9191
Omega Ratio Rank
FGADX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FGADX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPGFX vs. FGADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and Franklin Gold and Precious Metals Fund Advisor Class (FGADX). 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.


EPGFXFGADXDifference

Sharpe ratio

Return per unit of total volatility

2.40

2.86

-0.45

Sortino ratio

Return per unit of downside risk

2.62

3.02

-0.40

Omega ratio

Gain probability vs. loss probability

1.40

1.43

-0.04

Calmar ratio

Return relative to maximum drawdown

3.22

3.95

-0.73

Martin ratio

Return relative to average drawdown

12.66

14.72

-2.06

EPGFX vs. FGADX - Sharpe Ratio Comparison

The current EPGFX Sharpe Ratio is 2.40, which is comparable to the FGADX Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of EPGFX and FGADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPGFXFGADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.86

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.75

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Correlation

The correlation between EPGFX and FGADX is 0.92, 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.


Dividends

EPGFX vs. FGADX - Dividend Comparison

EPGFX's dividend yield for the trailing twelve months is around 6.49%, less than FGADX's 9.28% yield.


TTM2025202420232022202120202019201820172016
EPGFX
EuroPac Gold Fund
6.49%6.86%10.36%0.00%0.00%2.49%8.67%0.00%0.00%2.56%19.31%
FGADX
Franklin Gold and Precious Metals Fund Advisor Class
9.28%9.81%12.51%3.09%0.00%8.83%10.06%0.00%0.00%0.62%8.38%

Drawdowns

EPGFX vs. FGADX - Drawdown Comparison

The maximum EPGFX drawdown since its inception was -56.70%, smaller than the maximum FGADX drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for EPGFX and FGADX.


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Drawdown Indicators


EPGFXFGADXDifference

Max Drawdown

Largest peak-to-trough decline

-56.70%

-78.57%

+21.87%

Max Drawdown (1Y)

Largest decline over 1 year

-28.88%

-31.15%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-47.59%

-48.77%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-51.03%

-49.27%

-1.76%

Current Drawdown

Current decline from peak

-19.42%

-21.41%

+1.99%

Average Drawdown

Average peak-to-trough decline

-22.10%

-34.81%

+12.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

8.36%

-1.01%

Volatility

EPGFX vs. FGADX - Volatility Comparison

The current volatility for EuroPac Gold Fund (EPGFX) is 16.68%, while Franklin Gold and Precious Metals Fund Advisor Class (FGADX) has a volatility of 18.27%. This indicates that EPGFX experiences smaller price fluctuations and is considered to be less risky than FGADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPGFXFGADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.68%

18.27%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

32.39%

35.18%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

39.05%

43.06%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.14%

33.13%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.65%

32.83%

-0.18%