EPGFX vs. FOCPX
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and Fidelity OTC Portfolio (FOCPX).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. FOCPX is managed by Fidelity. It was launched on Dec 31, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or FOCPX.
Key characteristics
| EPGFX | FOCPX | |
|---|---|---|
| YTD Return | 17.42% | 31.52% |
| 1Y Return | 33.66% | 40.75% |
| 3Y Return (Ann) | -1.99% | 7.56% |
| 5Y Return (Ann) | 5.99% | 20.08% |
| 10Y Return (Ann) | 6.88% | 17.64% |
| Sharpe Ratio | 1.14 | 2.40 |
| Sortino Ratio | 1.70 | 3.10 |
| Omega Ratio | 1.20 | 1.43 |
| Calmar Ratio | 0.72 | 2.80 |
| Martin Ratio | 4.98 | 9.60 |
| Ulcer Index | 6.43% | 4.53% |
| Daily Std Dev | 28.09% | 18.07% |
| Max Drawdown | -57.97% | -94.80% |
| Current Drawdown | -23.27% | -0.55% |
Correlation
The correlation between EPGFX and FOCPX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EPGFX vs. FOCPX - Performance Comparison
In the year-to-date period, EPGFX achieves a 17.42% return, which is significantly lower than FOCPX's 31.52% return. Over the past 10 years, EPGFX has underperformed FOCPX with an annualized return of 6.88%, while FOCPX has yielded a comparatively higher 17.64% 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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EPGFX vs. FOCPX - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than FOCPX's 0.80% expense ratio.
Risk-Adjusted Performance
EPGFX vs. FOCPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and Fidelity OTC Portfolio (FOCPX). 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
EPGFX vs. FOCPX - Dividend Comparison
EPGFX has not paid dividends to shareholders, while FOCPX's dividend yield for the trailing twelve months is around 10.44%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 0.00% | 0.00% | 0.00% | 2.50% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% | 0.00% | 0.75% |
FOCPX Fidelity OTC Portfolio | 10.44% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% | 12.91% | 13.54% |
Drawdowns
EPGFX vs. FOCPX - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, smaller than the maximum FOCPX drawdown of -94.80%. Use the drawdown chart below to compare losses from any high point for EPGFX and FOCPX. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. FOCPX - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 9.51% compared to Fidelity OTC Portfolio (FOCPX) at 5.08%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.