EPGFX vs. SGDM
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and Sprott Gold Miners ETF (SGDM).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. SGDM is a passively managed fund by Sprott that tracks the performance of the Solactive Gold Miners Custom Factors Index. It was launched on Jul 15, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or SGDM.
Key characteristics
| EPGFX | SGDM | |
|---|---|---|
| YTD Return | 17.42% | 15.46% |
| 1Y Return | 33.66% | 29.23% |
| 3Y Return (Ann) | -1.99% | 0.07% |
| 5Y Return (Ann) | 5.99% | 5.66% |
| 10Y Return (Ann) | 6.88% | 5.53% |
| Sharpe Ratio | 1.14 | 0.90 |
| Sortino Ratio | 1.70 | 1.40 |
| Omega Ratio | 1.20 | 1.17 |
| Calmar Ratio | 0.72 | 0.63 |
| Martin Ratio | 4.98 | 3.76 |
| Ulcer Index | 6.43% | 7.34% |
| Daily Std Dev | 28.09% | 30.61% |
| Max Drawdown | -57.97% | -54.95% |
| Current Drawdown | -23.27% | -21.81% |
Correlation
The correlation between EPGFX and SGDM is 0.94, 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. SGDM - Performance Comparison
In the year-to-date period, EPGFX achieves a 17.42% return, which is significantly higher than SGDM's 15.46% return. Over the past 10 years, EPGFX has outperformed SGDM with an annualized return of 6.88%, while SGDM has yielded a comparatively lower 5.53% 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. SGDM - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than SGDM's 0.50% expense ratio.
Risk-Adjusted Performance
EPGFX vs. SGDM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and Sprott Gold Miners ETF (SGDM). 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. SGDM - Dividend Comparison
EPGFX has not paid dividends to shareholders, while SGDM's dividend yield for the trailing twelve months is around 1.21%.
| 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% |
SGDM Sprott Gold Miners ETF | 1.21% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.57% | 0.02% | 1.47% | 0.26% | 0.00% |
Drawdowns
EPGFX vs. SGDM - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, which is greater than SGDM's maximum drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for EPGFX and SGDM. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. SGDM - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 9.51% compared to Sprott Gold Miners ETF (SGDM) at 9.00%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than SGDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.