EPIBX vs. VTIBX
Compare and contrast key facts about EuroPac International Bond Fund (EPIBX) and Vanguard Total International Bond Index Fund (VTIBX).
EPIBX is managed by Euro Pacific Asset Management. It was launched on Nov 14, 2010. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
EPIBX vs. VTIBX - Performance Comparison
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EPIBX vs. VTIBX - 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% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
In the year-to-date period, EPIBX achieves a -2.24% return, which is significantly lower than VTIBX's -0.82% return. Over the past 10 years, EPIBX has outperformed VTIBX with an annualized return of 1.81%, while VTIBX has yielded a comparatively lower 1.64% 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%
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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EPIBX vs. VTIBX - Expense Ratio Comparison
EPIBX has a 1.15% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
EPIBX vs. VTIBX — Risk / Return Rank
EPIBX
VTIBX
EPIBX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Bond Fund (EPIBX) and Vanguard Total International Bond Index Fund (VTIBX). 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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.77 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.06 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.87 | +0.32 |
Martin ratioReturn relative to average drawdown | 5.02 | 3.71 | +1.30 |
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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.77 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.03 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.45 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.68 | -0.59 |
Correlation
The correlation between EPIBX and VTIBX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EPIBX vs. VTIBX - Dividend Comparison
EPIBX's dividend yield for the trailing twelve months is around 3.33%, less than VTIBX's 4.20% 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% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
EPIBX vs. VTIBX - Drawdown Comparison
The maximum EPIBX drawdown since its inception was -24.65%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for EPIBX and VTIBX.
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Drawdown Indicators
| EPIBX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.65% | -16.15% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -2.95% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | -15.81% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -17.41% | -16.15% | -1.26% |
Current DrawdownCurrent decline from peak | -5.01% | -2.65% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -3.09% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.70% | +0.49% |
Volatility
EPIBX vs. VTIBX - Volatility Comparison
EuroPac International Bond Fund (EPIBX) has a higher volatility of 2.26% compared to Vanguard Total International Bond Index Fund (VTIBX) at 1.40%. This indicates that EPIBX's price experiences larger fluctuations and is considered to be riskier than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPIBX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 1.40% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | 2.08% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 3.11% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 4.42% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 3.62% | +2.07% |