EPGFX vs. SGDLX
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and Sprott Gold Equity Fund (SGDLX).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. SGDLX is managed by Sprott. It was launched on Jun 28, 1998.
Performance
EPGFX vs. SGDLX - Performance Comparison
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EPGFX vs. SGDLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 5.67% | 129.06% | 8.51% | 2.31% | -14.00% | -18.06% | 37.78% |
SGDLX Sprott Gold Equity Fund | 5.53% | 147.67% | 20.58% | 1.91% | -13.21% | -11.79% | 35.30% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EPGFX having a 5.67% return and SGDLX slightly lower at 5.53%.
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%
SGDLX
- 1D
- 6.88%
- 1M
- -20.55%
- YTD
- 5.53%
- 6M
- 22.83%
- 1Y
- 107.73%
- 3Y*
- 42.56%
- 5Y*
- 22.56%
- 10Y*
- —
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EPGFX vs. SGDLX - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is lower than SGDLX's 1.44% expense ratio.
Return for Risk
EPGFX vs. SGDLX — Risk / Return Rank
EPGFX
SGDLX
EPGFX vs. SGDLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and Sprott Gold Equity Fund (SGDLX). 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 | SGDLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 2.65 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.62 | 2.80 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 3.72 | -0.50 |
Martin ratioReturn relative to average drawdown | 12.66 | 13.16 | -0.50 |
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 | SGDLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.65 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.73 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.64 | -0.29 |
Correlation
The correlation between EPGFX and SGDLX is 0.96, 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. SGDLX - Dividend Comparison
EPGFX's dividend yield for the trailing twelve months is around 6.49%, more than SGDLX's 0.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGDLX Sprott Gold Equity Fund | 0.63% | 0.67% | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPGFX vs. SGDLX - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -56.70%, which is greater than SGDLX's maximum drawdown of -47.59%. Use the drawdown chart below to compare losses from any high point for EPGFX and SGDLX.
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Drawdown Indicators
| EPGFX | SGDLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -47.59% | -9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -28.88% | -28.77% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | -43.47% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -51.03% | — | — |
Current DrawdownCurrent decline from peak | -19.42% | -20.55% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -22.10% | -18.26% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 8.13% | -0.78% |
Volatility
EPGFX vs. SGDLX - Volatility Comparison
EuroPac Gold Fund (EPGFX) and Sprott Gold Equity Fund (SGDLX) have volatilities of 16.68% and 16.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPGFX | SGDLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 16.67% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 32.39% | 33.91% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.05% | 40.51% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.14% | 31.15% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.65% | 33.68% | -1.03% |