EPGFX vs. IAUM
EPGFX (EuroPac Gold Fund) and IAUM (iShares Gold Trust Micro) are both funds - EPGFX is a Precious Metals fund managed by Euro Pacific Asset Management, while IAUM is a Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, EPGFX returned 33.97%/yr vs 31.59%/yr for IAUM. A 0.75 correlation means they provide meaningful diversification when combined. EPGFX charges 1.40%/yr vs 0.09%/yr for IAUM.
Performance
EPGFX vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, EPGFX achieves a 2.99% return, which is significantly lower than IAUM's 3.84% return.
EPGFX
- 1D
- -3.78%
- 1M
- 0.69%
- YTD
- 2.99%
- 6M
- 8.21%
- 1Y
- 59.23%
- 3Y*
- 33.97%
- 5Y*
- 12.77%
- 10Y*
- 12.45%
IAUM
- 1D
- 0.81%
- 1M
- -1.65%
- YTD
- 3.84%
- 6M
- 6.39%
- 1Y
- 32.66%
- 3Y*
- 31.59%
- 5Y*
- —
- 10Y*
- —
EPGFX vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 2.99% | 129.06% | 8.51% | 2.31% | -14.00% | -6.88% |
IAUM iShares Gold Trust Micro | 3.84% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between EPGFX and IAUM is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.75 |
The correlation between EPGFX and IAUM has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.
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Return for Risk
EPGFX vs. IAUM — Risk / Return Rank
EPGFX
IAUM
EPGFX vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and iShares Gold Trust Micro (IAUM). 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.
| EPGFX | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.71 | +0.42 |
| Martin ratioReturn relative to average drawdown | 5.99 | 4.21 | +1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPGFX | IAUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.25 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.17 | -0.83 |
Drawdowns
EPGFX vs. IAUM - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -56.70%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for EPGFX and IAUM.
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Drawdown Indicators
| EPGFX | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -20.87% | -35.83% |
Max Drawdown (1Y)Largest decline over 1 year | -28.88% | -19.15% | -9.73% |
Max Drawdown (3Y)Largest decline over 3 years | -28.88% | -19.15% | -9.73% |
Max Drawdown (5Y)Largest decline over 5 years | -47.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.03% | — | — |
Current DrawdownCurrent decline from peak | -21.47% | -17.01% | -4.46% |
Average DrawdownAverage peak-to-trough decline | -22.03% | -5.31% | -16.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 7.78% | +2.48% |
Volatility
EPGFX vs. IAUM - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 12.90% compared to iShares Gold Trust Micro (IAUM) at 5.49%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPGFX | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 5.49% | +7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 31.94% | 22.90% | +9.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.64% | 26.30% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.52% | 17.86% | +14.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.43% | 17.86% | +14.57% |
EPGFX vs. IAUM - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than IAUM's 0.09% expense ratio.
Dividends
EPGFX vs. IAUM - Dividend Comparison
EPGFX's dividend yield for the trailing twelve months is around 6.66%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 6.66% | 6.86% | 10.36% | 0.00% | 0.00% | 2.49% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% |
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPGFX and IAUM have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPGFX has higher volatility (12.90%) compared to IAUM (5.49%). In terms of maximum drawdown, EPGFX dropped -56.70% vs IAUM's -20.87%.
EPGFX currently has the higher Sharpe Ratio (1.59 vs 1.25), 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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