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EPGFX vs. JEPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EPGFX and JEPIX is 0.24, 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.


-0.50.00.51.00.2

Performance

EPGFX vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac Gold Fund (EPGFX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
48.52%
67.24%
EPGFX
JEPIX

Key characteristics

Sharpe Ratio

EPGFX:

0.36

JEPIX:

1.77

Sortino Ratio

EPGFX:

0.69

JEPIX:

2.50

Omega Ratio

EPGFX:

1.08

JEPIX:

1.35

Calmar Ratio

EPGFX:

0.23

JEPIX:

2.74

Martin Ratio

EPGFX:

1.28

JEPIX:

11.17

Ulcer Index

EPGFX:

7.96%

JEPIX:

1.22%

Daily Std Dev

EPGFX:

28.12%

JEPIX:

7.71%

Max Drawdown

EPGFX:

-57.97%

JEPIX:

-32.63%

Current Drawdown

EPGFX:

-28.78%

JEPIX:

-4.12%

Returns By Period

In the year-to-date period, EPGFX achieves a 8.98% return, which is significantly lower than JEPIX's 13.06% return.


EPGFX

YTD

8.98%

1M

-7.78%

6M

0.55%

1Y

8.40%

5Y*

3.30%

10Y*

6.78%

JEPIX

YTD

13.06%

1M

-1.52%

6M

6.32%

1Y

13.64%

5Y*

8.87%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EPGFX vs. JEPIX - Expense Ratio Comparison

EPGFX has a 1.40% expense ratio, which is higher than JEPIX's 0.63% expense ratio.


EPGFX
EuroPac Gold Fund
Expense ratio chart for EPGFX: current value at 1.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.40%
Expense ratio chart for JEPIX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

EPGFX vs. JEPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.


Sharpe ratio
The chart of Sharpe ratio for EPGFX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.301.77
The chart of Sortino ratio for EPGFX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.50
The chart of Omega ratio for EPGFX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.35
The chart of Calmar ratio for EPGFX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.192.74
The chart of Martin ratio for EPGFX, currently valued at 1.06, compared to the broader market0.0020.0040.0060.001.0611.17
EPGFX
JEPIX

The current EPGFX Sharpe Ratio is 0.36, which is lower than the JEPIX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EPGFX and JEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.30
1.77
EPGFX
JEPIX

Dividends

EPGFX vs. JEPIX - Dividend Comparison

EPGFX's dividend yield for the trailing twelve months is around 10.32%, more than JEPIX's 7.14% yield.


TTM20232022202120202019201820172016201520142013
EPGFX
EuroPac Gold Fund
10.32%0.00%0.00%2.50%8.67%0.00%0.00%2.56%19.31%0.00%0.00%0.75%
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.14%8.43%12.24%7.58%11.59%7.71%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EPGFX vs. JEPIX - Drawdown Comparison

The maximum EPGFX drawdown since its inception was -57.97%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for EPGFX and JEPIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.78%
-4.12%
EPGFX
JEPIX

Volatility

EPGFX vs. JEPIX - Volatility Comparison

EuroPac Gold Fund (EPGFX) has a higher volatility of 8.95% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.03%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.95%
3.03%
EPGFX
JEPIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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