EPIBX vs. DFSHX
Compare and contrast key facts about EuroPac International Bond Fund (EPIBX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
EPIBX is managed by Euro Pacific Asset Management. It was launched on Nov 14, 2010. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
EPIBX vs. DFSHX - Performance Comparison
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EPIBX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPIBX EuroPac International Bond Fund | -2.24% | 12.90% | -3.30% | 9.94% | -7.34% | -4.60% | 7.45% | 5.13% | -3.63% | 9.96% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
Returns By Period
Over the past 10 years, EPIBX has underperformed DFSHX with an annualized return of 1.81%, while DFSHX has yielded a comparatively higher 2.01% annualized return.
EPIBX
- 1D
- -0.23%
- 1M
- -4.28%
- YTD
- -2.24%
- 6M
- -0.96%
- 1Y
- 5.96%
- 3Y*
- 4.33%
- 5Y*
- 1.43%
- 10Y*
- 1.81%
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
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EPIBX vs. DFSHX - Expense Ratio Comparison
EPIBX has a 1.15% expense ratio, which is higher than DFSHX's 0.16% expense ratio.
Return for Risk
EPIBX vs. DFSHX — Risk / Return Rank
EPIBX
DFSHX
EPIBX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Bond Fund (EPIBX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). 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.
| EPIBX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 3.11 | -1.87 |
Sortino ratioReturn per unit of downside risk | 1.74 | 4.62 | -2.88 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.98 | -0.75 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.89 | -1.70 |
Martin ratioReturn relative to average drawdown | 5.02 | 14.69 | -9.68 |
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
| EPIBX | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 3.11 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.53 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.76 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.46 | -0.37 |
Correlation
The correlation between EPIBX and DFSHX is 0.54, 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
EPIBX vs. DFSHX - Dividend Comparison
EPIBX's dividend yield for the trailing twelve months is around 3.33%, less than DFSHX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPIBX EuroPac International Bond Fund | 3.33% | 3.25% | 2.92% | 2.16% | 0.00% | 0.00% | 1.09% | 0.00% | 1.43% | 0.00% | 0.00% | 1.91% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Drawdowns
EPIBX vs. DFSHX - Drawdown Comparison
The maximum EPIBX drawdown since its inception was -24.65%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for EPIBX and DFSHX.
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Drawdown Indicators
| EPIBX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.65% | -9.58% | -15.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -1.28% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | -9.58% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -17.41% | -9.58% | -7.83% |
Current DrawdownCurrent decline from peak | -5.01% | -1.18% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -2.32% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.25% | +0.94% |
Volatility
EPIBX vs. DFSHX - Volatility Comparison
EuroPac International Bond Fund (EPIBX) has a higher volatility of 2.26% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that EPIBX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPIBX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 0.67% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | 0.94% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 1.17% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 3.34% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 2.66% | +3.03% |