EPGIX vs. QGLDX
Compare and contrast key facts about EuroPac Gold Fund Class I (EPGIX) and The Gold Bullion Strategy Fund Investor Class (QGLDX).
EPGIX is managed by Investment Managers Series Trust. QGLDX is managed by Quantified Funds. It was launched on Apr 19, 2016.
Performance
EPGIX vs. QGLDX - Performance Comparison
Loading graphics...
EPGIX vs. QGLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPGIX EuroPac Gold Fund Class I | -1.15% | 129.72% | 8.80% | 2.51% | -13.84% | -17.82% | 37.43% | 37.47% | 5.95% |
QGLDX The Gold Bullion Strategy Fund Investor Class | 4.26% | 59.91% | 24.52% | 10.39% | -4.64% | -6.25% | 19.35% | 17.03% | 4.78% |
Returns By Period
In the year-to-date period, EPGIX achieves a -1.15% return, which is significantly lower than QGLDX's 4.26% return.
EPGIX
- 1D
- -0.45%
- 1M
- -24.65%
- YTD
- -1.15%
- 6M
- 10.80%
- 1Y
- 81.31%
- 3Y*
- 30.36%
- 5Y*
- 15.73%
- 10Y*
- —
QGLDX
- 1D
- -0.01%
- 1M
- -14.50%
- YTD
- 4.26%
- 6M
- 15.79%
- 1Y
- 41.00%
- 3Y*
- 28.74%
- 5Y*
- 18.15%
- 10Y*
- 10.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EPGIX vs. QGLDX - Expense Ratio Comparison
EPGIX has a 1.12% expense ratio, which is higher than QGLDX's 1.00% expense ratio.
Return for Risk
EPGIX vs. QGLDX — Risk / Return Rank
EPGIX
QGLDX
EPGIX vs. QGLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund Class I (EPGIX) and The Gold Bullion Strategy Fund Investor Class (QGLDX). 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 | QGLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.57 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.99 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.28 | +0.43 |
Martin ratioReturn relative to average drawdown | 10.81 | 8.43 | +2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EPGIX | QGLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.57 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 1.02 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.53 | +0.04 |
Correlation
The correlation between EPGIX and QGLDX 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. QGLDX - Dividend Comparison
EPGIX's dividend yield for the trailing twelve months is around 7.05%, less than QGLDX's 58.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EPGIX EuroPac Gold Fund Class I | 7.05% | 6.96% | 10.56% | 0.00% | 0.00% | 2.76% | 8.83% | 0.00% | 0.00% | 0.00% | 0.00% |
QGLDX The Gold Bullion Strategy Fund Investor Class | 58.07% | 60.49% | 28.70% | 10.20% | 0.00% | 0.00% | 9.92% | 14.32% | 1.23% | 5.75% | 2.08% |
Drawdowns
EPGIX vs. QGLDX - Drawdown Comparison
The maximum EPGIX drawdown since its inception was -50.71%, which is greater than QGLDX's maximum drawdown of -27.17%. Use the drawdown chart below to compare losses from any high point for EPGIX and QGLDX.
Loading graphics...
Drawdown Indicators
| EPGIX | QGLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.71% | -27.17% | -23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -28.88% | -19.22% | -9.66% |
Max Drawdown (5Y)Largest decline over 5 years | -47.38% | -23.34% | -24.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.17% | — |
Current DrawdownCurrent decline from peak | -24.65% | -16.52% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -18.62% | -11.28% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 5.19% | +2.05% |
Volatility
EPGIX vs. QGLDX - Volatility Comparison
EuroPac Gold Fund Class I (EPGIX) has a higher volatility of 14.67% compared to The Gold Bullion Strategy Fund Investor Class (QGLDX) at 10.16%. This indicates that EPGIX's price experiences larger fluctuations and is considered to be riskier than QGLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EPGIX | QGLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.67% | 10.16% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 31.76% | 23.91% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.55% | 27.56% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.98% | 17.87% | +14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.60% | 16.34% | +17.26% |