EPGFX vs. SPY
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and SPDR S&P 500 ETF (SPY).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or SPY.
Key characteristics
| EPGFX | SPY | |
|---|---|---|
| YTD Return | 17.42% | 27.16% |
| 1Y Return | 33.66% | 37.73% |
| 3Y Return (Ann) | -1.99% | 10.28% |
| 5Y Return (Ann) | 5.99% | 15.97% |
| 10Y Return (Ann) | 6.88% | 13.38% |
| Sharpe Ratio | 1.14 | 3.25 |
| Sortino Ratio | 1.70 | 4.32 |
| Omega Ratio | 1.20 | 1.61 |
| Calmar Ratio | 0.72 | 4.74 |
| Martin Ratio | 4.98 | 21.51 |
| Ulcer Index | 6.43% | 1.85% |
| Daily Std Dev | 28.09% | 12.20% |
| Max Drawdown | -57.97% | -55.19% |
| Current Drawdown | -23.27% | 0.00% |
Correlation
The correlation between EPGFX and SPY is 0.17, 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. SPY - Performance Comparison
In the year-to-date period, EPGFX achieves a 17.42% return, which is significantly lower than SPY's 27.16% return. Over the past 10 years, EPGFX has underperformed SPY with an annualized return of 6.88%, while SPY has yielded a comparatively higher 13.38% 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. SPY - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EPGFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
EPGFX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
EPGFX vs. SPY - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EPGFX and SPY. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. SPY - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 9.51% compared to SPDR S&P 500 ETF (SPY) at 3.92%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.