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EPIBX vs. EPASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPIBX vs. EPASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Bond Fund (EPIBX) and EP Emerging Markets Small Companies Fund (EPASX). The values are adjusted to include any dividend payments, if applicable.

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EPIBX vs. EPASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EPASX
EP Emerging Markets Small Companies Fund
0.17%25.43%0.64%7.15%-28.73%9.75%27.20%14.82%-21.57%34.40%

Returns By Period

In the year-to-date period, EPIBX achieves a -2.24% return, which is significantly lower than EPASX's 0.17% return. Over the past 10 years, EPIBX has underperformed EPASX with an annualized return of 1.81%, while EPASX has yielded a comparatively higher 5.44% 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%

EPASX

1D
0.17%
1M
-8.57%
YTD
0.17%
6M
2.00%
1Y
21.44%
3Y*
8.44%
5Y*
0.46%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPIBX vs. EPASX - Expense Ratio Comparison

EPIBX has a 1.15% expense ratio, which is lower than EPASX's 1.75% expense ratio.


Return for Risk

EPIBX vs. EPASX — Risk / Return Rank

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

EPIBX
EPIBX Risk / Return Rank: 6060
Overall Rank
EPIBX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EPIBX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EPIBX Omega Ratio Rank: 5959
Omega Ratio Rank
EPIBX Calmar Ratio Rank: 4848
Calmar Ratio Rank
EPIBX Martin Ratio Rank: 5151
Martin Ratio Rank

EPASX
EPASX Risk / Return Rank: 7979
Overall Rank
EPASX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPASX Sortino Ratio Rank: 8282
Sortino Ratio Rank
EPASX Omega Ratio Rank: 7878
Omega Ratio Rank
EPASX Calmar Ratio Rank: 7979
Calmar Ratio Rank
EPASX Martin Ratio Rank: 7474
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.

EPIBX vs. EPASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Bond Fund (EPIBX) and EP Emerging Markets Small Companies Fund (EPASX). 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.


EPIBXEPASXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.58

-0.34

Sortino ratio

Return per unit of downside risk

1.74

2.11

-0.37

Omega ratio

Gain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratio

Return relative to maximum drawdown

1.19

1.88

-0.69

Martin ratio

Return relative to average drawdown

5.02

7.05

-2.03

EPIBX vs. EPASX - Sharpe Ratio Comparison

The current EPIBX Sharpe Ratio is 1.24, which is comparable to the EPASX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of EPIBX and EPASX, 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


EPIBXEPASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.58

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.03

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.36

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.28

-0.19

Correlation

The correlation between EPIBX and EPASX is 0.47, 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. EPASX - Dividend Comparison

EPIBX's dividend yield for the trailing twelve months is around 3.33%, more than EPASX's 1.95% yield.


TTM20252024202320222021202020192018201720162015
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%
EPASX
EP Emerging Markets Small Companies Fund
1.95%1.95%2.00%1.20%0.50%21.67%0.54%0.27%11.18%4.20%1.50%1.30%

Drawdowns

EPIBX vs. EPASX - Drawdown Comparison

The maximum EPIBX drawdown since its inception was -24.65%, smaller than the maximum EPASX drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for EPIBX and EPASX.


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Drawdown Indicators


EPIBXEPASXDifference

Max Drawdown

Largest peak-to-trough decline

-24.65%

-41.54%

+16.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-10.32%

+5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-40.01%

+23.33%

Max Drawdown (10Y)

Largest decline over 10 years

-17.41%

-41.54%

+24.13%

Current Drawdown

Current decline from peak

-5.01%

-9.93%

+4.92%

Average Drawdown

Average peak-to-trough decline

-10.30%

-15.78%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

2.75%

-1.56%

Volatility

EPIBX vs. EPASX - Volatility Comparison

The current volatility for EuroPac International Bond Fund (EPIBX) is 2.26%, while EP Emerging Markets Small Companies Fund (EPASX) has a volatility of 6.32%. This indicates that EPIBX experiences smaller price fluctuations and is considered to be less risky than EPASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPIBXEPASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

6.32%

-4.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

10.01%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

13.24%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

14.61%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

15.11%

-9.42%