EPGIX vs. VGPMX
Compare and contrast key facts about EuroPac Gold Fund Class I (EPGIX) and Vanguard Global Capital Cycles Fund (VGPMX).
EPGIX is managed by Investment Managers Series Trust. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
EPGIX vs. VGPMX - Performance Comparison
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EPGIX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -5.10% |
Returns By Period
In the year-to-date period, EPGIX achieves a -1.15% return, which is significantly lower than VGPMX's 4.53% return.
EPGIX
- 1D
- -0.45%
- 1M
- -24.65%
- YTD
- -1.15%
- 6M
- 10.80%
- 1Y
- 81.31%
- 3Y*
- 30.36%
- 5Y*
- 15.73%
- 10Y*
- —
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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EPGIX vs. VGPMX - Expense Ratio Comparison
EPGIX has a 1.12% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
EPGIX vs. VGPMX — Risk / Return Rank
EPGIX
VGPMX
EPGIX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund Class I (EPGIX) and Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.94 | -0.82 |
Sortino ratioReturn per unit of downside risk | 2.38 | 3.51 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.56 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.24 | -1.53 |
Martin ratioReturn relative to average drawdown | 10.81 | 17.59 | -6.78 |
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
| EPGIX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.94 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 1.12 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.25 | +0.32 |
Correlation
The correlation between EPGIX and VGPMX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EPGIX vs. VGPMX - Dividend Comparison
EPGIX's dividend yield for the trailing twelve months is around 7.05%, more than VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
EPGIX vs. VGPMX - Drawdown Comparison
The maximum EPGIX drawdown since its inception was -50.71%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for EPGIX and VGPMX.
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Drawdown Indicators
| EPGIX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.71% | -78.85% | +28.14% |
Max Drawdown (1Y)Largest decline over 1 year | -28.88% | -12.80% | -16.08% |
Max Drawdown (5Y)Largest decline over 5 years | -47.38% | -22.71% | -24.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.59% | — |
Current DrawdownCurrent decline from peak | -24.65% | -10.73% | -13.92% |
Average DrawdownAverage peak-to-trough decline | -18.62% | -34.69% | +16.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 3.09% | +4.15% |
Volatility
EPGIX vs. VGPMX - Volatility Comparison
EuroPac Gold Fund Class I (EPGIX) has a higher volatility of 14.67% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 7.56%. This indicates that EPGIX's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPGIX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.67% | 7.56% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 31.76% | 13.14% | +18.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.55% | 19.28% | +19.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.98% | 17.15% | +14.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.60% | 21.65% | +11.95% |