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EPGFX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EPGFX and ^GSPC is -0.67. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EPGFX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac Gold Fund (EPGFX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EPGFX:

46.84%

^GSPC:

19.55%

Max Drawdown

EPGFX:

-3.21%

^GSPC:

-56.78%

Current Drawdown

EPGFX:

-3.21%

^GSPC:

-5.65%

Returns By Period


EPGFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-1.44%

1M

8.08%

6M

-3.32%

1Y

10.99%

5Y*

15.15%

10Y*

10.61%

*Annualized

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Risk-Adjusted Performance

EPGFX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPGFX
The Risk-Adjusted Performance Rank of EPGFX is 8383
Overall Rank
The Sharpe Ratio Rank of EPGFX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EPGFX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EPGFX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EPGFX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EPGFX is 8282
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7373
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPGFX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and S&P 500 (^GSPC). 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.



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Drawdowns

EPGFX vs. ^GSPC - Drawdown Comparison

The maximum EPGFX drawdown since its inception was -3.21%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EPGFX and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

EPGFX vs. ^GSPC - Volatility Comparison


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