EPGFX vs. IAUM
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and iShares Gold Trust Micro ETF of Benef Interest (IAUM).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Jun 15, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or IAUM.
Key characteristics
| EPGFX | IAUM | |
|---|---|---|
| YTD Return | 17.42% | 26.94% |
| 1Y Return | 33.66% | 35.21% |
| 3Y Return (Ann) | -1.99% | 11.97% |
| Sharpe Ratio | 1.14 | 2.31 |
| Sortino Ratio | 1.70 | 3.06 |
| Omega Ratio | 1.20 | 1.40 |
| Calmar Ratio | 0.72 | 5.66 |
| Martin Ratio | 4.98 | 15.24 |
| Ulcer Index | 6.43% | 2.22% |
| Daily Std Dev | 28.09% | 14.62% |
| Max Drawdown | -57.97% | -20.87% |
| Current Drawdown | -23.27% | -5.97% |
Correlation
The correlation between EPGFX and IAUM is 0.75, 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.
Performance
EPGFX vs. IAUM - Performance Comparison
In the year-to-date period, EPGFX achieves a 17.42% return, which is significantly lower than IAUM's 26.94% 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. IAUM - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than IAUM's 0.15% expense ratio.
Risk-Adjusted Performance
EPGFX vs. IAUM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and iShares Gold Trust Micro ETF of Benef Interest (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.
Dividends
EPGFX vs. IAUM - Dividend Comparison
Neither EPGFX nor IAUM has paid dividends to shareholders.
| 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% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPGFX vs. IAUM - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, 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. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. IAUM - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 9.51% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 5.26%. 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.