EPGIX vs. AU

Last updated Apr 2, 2026

Compare and contrast key facts about EuroPac Gold Fund Class I (EPGIX) and AngloGold Ashanti Limited (AU).

EPGIX is managed by Investment Managers Series Trust.

Performance

EPGIX vs. AU - Performance Comparison

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

EPGIX vs. AU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EPGIX EuroPac Gold Fund Class I	5.76%	129.72%	8.80%	2.51%	-13.84%	-17.82%	37.43%	37.47%	5.95%
AU AngloGold Ashanti Limited	23.43%	288.18%	25.43%	-2.68%	-5.09%	-4.87%	1.90%	78.89%	27.80%

Returns By Period

In the year-to-date period, EPGIX achieves a 5.76% return, which is significantly lower than AU's 23.43% return.

EPGIX

• 1D: 6.99%
• 1M: -19.17%
• YTD: 5.76%
• 6M: 17.74%
• 1Y: 94.48%
• 3Y*: 33.33%
• 5Y*: 16.56%
• 10Y*: —

AU

• 1D: 6.33%
• 1M: -17.93%
• YTD: 23.43%
• 6M: 48.39%
• 1Y: 188.77%
• 3Y*: 66.95%
• 5Y*: 38.45%
• 10Y*: 24.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EPGIX vs. AU — Risk / Return Rank

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

EPGIX

EPGIX Risk / Return Rank: 92
EPGIX Sharpe Ratio Rank: 96
EPGIX Sortino Ratio Rank: 90
EPGIX Omega Ratio Rank: 88
EPGIX Calmar Ratio Rank: 94
EPGIX Martin Ratio Rank: 94

AU

AU Risk / Return Rank: 94
AU Sharpe Ratio Rank: 97
AU Sortino Ratio Rank: 92
AU Omega Ratio Rank: 91
AU Calmar Ratio Rank: 94
AU Martin Ratio Rank: 96

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. AU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund Class I (EPGIX) and AngloGold Ashanti Limited (AU). 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.

	EPGIX	AU	Difference
Sharpe ratio Return per unit of total volatility	2.42	3.21	-0.79
Sortino ratio Return per unit of downside risk	2.63	3.10	-0.47
Omega ratio Gain probability vs. loss probability	1.40	1.42	-0.02
Calmar ratio Return relative to maximum drawdown	3.24	5.24	-1.99
Martin ratio Return relative to average drawdown	12.76	19.66	-6.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPGIX vs. AU - Sharpe Ratio Comparison

The current EPGIX Sharpe Ratio is 2.42, which is comparable to the AU Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of EPGIX and AU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPGIX	AU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	3.21	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.80	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.16	+0.44

Correlation

The correlation between EPGIX and AU is 0.79, 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. AU - Dividend Comparison

EPGIX's dividend yield for the trailing twelve months is around 6.59%, more than AU's 3.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPGIX EuroPac Gold Fund Class I	6.59%	6.96%	10.56%	0.00%	0.00%	2.76%	8.83%	0.00%	0.00%	0.00%
AU AngloGold Ashanti Limited	3.44%	2.96%	1.78%	1.14%	2.26%	2.58%	0.49%	0.30%	0.48%	0.93%

Drawdowns

EPGIX vs. AU - Drawdown Comparison

The maximum EPGIX drawdown since its inception was -50.71%, smaller than the maximum AU drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for EPGIX and AU.

Drawdown Indicators

	EPGIX	AU	Difference
Max Drawdown Largest peak-to-trough decline	-50.71%	-90.12%	+39.41%
Max Drawdown (1Y) Largest decline over 1 year	-28.88%	-36.59%	+7.71%
Max Drawdown (5Y) Largest decline over 5 years	-47.38%	-51.75%	+4.37%
Max Drawdown (10Y) Largest decline over 10 years	—	-67.91%	—
Current Drawdown Current decline from peak	-19.38%	-17.93%	-1.45%
Average Drawdown Average peak-to-trough decline	-18.62%	-46.24%	+27.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.34%	9.74%	-2.40%

Volatility

EPGIX vs. AU - Volatility Comparison

The current volatility for EuroPac Gold Fund Class I (EPGIX) is 16.75%, while AngloGold Ashanti Limited (AU) has a volatility of 20.90%. This indicates that EPGIX experiences smaller price fluctuations and is considered to be less risky than AU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPGIX	AU	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.75%	20.90%	-4.15%
Volatility (6M) Calculated over the trailing 6-month period	32.42%	45.84%	-13.42%
Volatility (1Y) Calculated over the trailing 1-year period	39.05%	59.18%	-20.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.11%	48.13%	-16.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.69%	49.93%	-16.24%