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EPGIX vs. AGQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPGIX vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac Gold Fund Class I (EPGIX) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

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EPGIX vs. AGQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EPGIX
EuroPac Gold Fund Class I
-1.15%129.72%8.80%2.51%-13.84%-17.82%37.43%37.47%5.95%
AGQ
ProShares Ultra Silver
-22.96%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%15.51%

Returns By Period

In the year-to-date period, EPGIX achieves a -1.15% return, which is significantly higher than AGQ's -22.96% return.


EPGIX

1D
-0.45%
1M
-24.65%
YTD
-1.15%
6M
10.80%
1Y
81.31%
3Y*
30.36%
5Y*
15.73%
10Y*

AGQ

1D
15.10%
1M
-38.20%
YTD
-22.96%
6M
56.75%
1Y
158.90%
3Y*
56.41%
5Y*
22.79%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPGIX vs. AGQ - Expense Ratio Comparison

EPGIX has a 1.12% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Return for Risk

EPGIX vs. AGQ — Risk / Return Rank

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

EPGIX
EPGIX Risk / Return Rank: 9090
Overall Rank
EPGIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EPGIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
EPGIX Omega Ratio Rank: 8686
Omega Ratio Rank
EPGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EPGIX Martin Ratio Rank: 9292
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 7777
Overall Rank
AGQ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 8080
Sortino Ratio Rank
AGQ Omega Ratio Rank: 8888
Omega Ratio Rank
AGQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
AGQ Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPGIX vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund Class I (EPGIX) and ProShares Ultra Silver (AGQ). 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.


EPGIXAGQDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.36

+0.76

Sortino ratio

Return per unit of downside risk

2.38

1.98

+0.39

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.71

2.08

+0.63

Martin ratio

Return relative to average drawdown

10.81

5.67

+5.14

EPGIX vs. AGQ - Sharpe Ratio Comparison

The current EPGIX Sharpe Ratio is 2.12, which is higher than the AGQ Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of EPGIX and AGQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPGIXAGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.36

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.31

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.09

+0.48

Correlation

The correlation between EPGIX and AGQ is 0.75, 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.


Dividends

EPGIX vs. AGQ - Dividend Comparison

EPGIX's dividend yield for the trailing twelve months is around 7.05%, while AGQ has not paid dividends to shareholders.


TTM202520242023202220212020
EPGIX
EuroPac Gold Fund Class I
7.05%6.96%10.56%0.00%0.00%2.76%8.83%
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EPGIX vs. AGQ - Drawdown Comparison

The maximum EPGIX drawdown since its inception was -50.71%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for EPGIX and AGQ.


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Drawdown Indicators


EPGIXAGQDifference

Max Drawdown

Largest peak-to-trough decline

-50.71%

-98.16%

+47.45%

Max Drawdown (1Y)

Largest decline over 1 year

-28.88%

-76.21%

+47.33%

Max Drawdown (5Y)

Largest decline over 5 years

-47.38%

-76.21%

+28.83%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

Current Drawdown

Current decline from peak

-24.65%

-83.64%

+58.99%

Average Drawdown

Average peak-to-trough decline

-18.62%

-79.82%

+61.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

27.99%

-20.75%

Volatility

EPGIX vs. AGQ - Volatility Comparison

The current volatility for EuroPac Gold Fund Class I (EPGIX) is 14.67%, while ProShares Ultra Silver (AGQ) has a volatility of 38.31%. This indicates that EPGIX experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPGIXAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.67%

38.31%

-23.64%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

132.42%

-100.66%

Volatility (1Y)

Calculated over the trailing 1-year period

38.55%

117.89%

-79.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.98%

73.03%

-41.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.60%

64.68%

-31.08%