EPGFX vs. SPY
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and State Street 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.
Performance
EPGFX vs. SPY - Performance Comparison
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EPGFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 5.67% | 129.06% | 8.51% | 2.31% | -14.00% | -18.06% | 36.99% | 37.25% | -13.85% | 12.73% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, EPGFX achieves a 5.67% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, EPGFX has outperformed SPY with an annualized return of 15.85%, while SPY has yielded a comparatively lower 14.06% annualized return.
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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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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.
Return for Risk
EPGFX vs. SPY — Risk / Return Rank
EPGFX
SPY
EPGFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and State Street 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.
| EPGFX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 0.96 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.49 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 1.53 | +1.69 |
Martin ratioReturn relative to average drawdown | 12.66 | 7.27 | +5.39 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.96 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.70 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.79 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.22 |
Correlation
The correlation between EPGFX and SPY is 0.18, 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.
Dividends
EPGFX vs. SPY - Dividend Comparison
EPGFX's dividend yield for the trailing twelve months is around 6.49%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
EPGFX vs. SPY - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -56.70%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EPGFX and SPY.
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Drawdown Indicators
| EPGFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -55.19% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -28.88% | -12.05% | -16.83% |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | -24.50% | -23.09% |
Max Drawdown (10Y)Largest decline over 10 years | -51.03% | -33.72% | -17.31% |
Current DrawdownCurrent decline from peak | -19.42% | -5.53% | -13.89% |
Average DrawdownAverage peak-to-trough decline | -22.10% | -9.09% | -13.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 2.54% | +4.81% |
Volatility
EPGFX vs. SPY - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 16.68% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. 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.
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Volatility by Period
| EPGFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 5.35% | +11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 32.39% | 9.50% | +22.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.05% | 19.06% | +19.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.14% | 17.06% | +15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.65% | 17.92% | +14.73% |