EPGFX vs. SPUS
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or SPUS.
Key characteristics
| EPGFX | SPUS | |
|---|---|---|
| YTD Return | 17.42% | 26.93% |
| 1Y Return | 33.66% | 36.11% |
| 3Y Return (Ann) | -1.99% | 10.91% |
| Sharpe Ratio | 1.14 | 2.52 |
| Sortino Ratio | 1.70 | 3.29 |
| Omega Ratio | 1.20 | 1.46 |
| Calmar Ratio | 0.72 | 3.37 |
| Martin Ratio | 4.98 | 13.53 |
| Ulcer Index | 6.43% | 2.85% |
| Daily Std Dev | 28.09% | 15.28% |
| Max Drawdown | -57.97% | -30.80% |
| Current Drawdown | -23.27% | -0.39% |
Correlation
The correlation between EPGFX and SPUS is 0.29, 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.
Performance
EPGFX vs. SPUS - Performance Comparison
In the year-to-date period, EPGFX achieves a 17.42% return, which is significantly lower than SPUS's 26.93% 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. SPUS - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than SPUS's 0.49% expense ratio.
Risk-Adjusted Performance
EPGFX vs. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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. SPUS - Dividend Comparison
EPGFX has not paid dividends to shareholders, while SPUS's dividend yield for the trailing twelve months is around 0.69%.
| 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% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.69% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPGFX vs. SPUS - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for EPGFX and SPUS. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. SPUS - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 9.51% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 4.85%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.