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EPIBX vs. VTILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPIBX vs. VTILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Bond Fund (EPIBX) and Vanguard Total International Bond II Index Fund (VTILX). The values are adjusted to include any dividend payments, if applicable.

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EPIBX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EPIBX
EuroPac International Bond Fund
-2.24%12.90%-3.30%9.94%-7.34%-3.33%
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%

Returns By Period

In the year-to-date period, EPIBX achieves a -2.24% return, which is significantly lower than VTILX's -0.76% 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%

VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPIBX vs. VTILX - Expense Ratio Comparison

EPIBX has a 1.15% expense ratio, which is higher than VTILX's 0.07% expense ratio.


Return for Risk

EPIBX vs. VTILX — 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

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
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. VTILX - 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 II Index Fund (VTILX). 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.


EPIBXVTILXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.79

+0.45

Sortino ratio

Return per unit of downside risk

1.74

1.10

+0.64

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.19

0.92

+0.27

Martin ratio

Return relative to average drawdown

5.02

3.92

+1.10

EPIBX vs. VTILX - Sharpe Ratio Comparison

The current EPIBX Sharpe Ratio is 1.24, which is higher than the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EPIBX and VTILX, 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


EPIBXVTILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.79

+0.45

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.04

+0.05

Correlation

The correlation between EPIBX and VTILX is 0.27, 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. VTILX - Dividend Comparison

EPIBX's dividend yield for the trailing twelve months is around 3.33%, less than VTILX's 4.13% 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%
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EPIBX vs. VTILX - Drawdown Comparison

The maximum EPIBX drawdown since its inception was -24.65%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for EPIBX and VTILX.


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Drawdown Indicators


EPIBXVTILXDifference

Max Drawdown

Largest peak-to-trough decline

-24.65%

-15.85%

-8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-2.90%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-15.85%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-17.41%

Current Drawdown

Current decline from peak

-5.01%

-2.59%

-2.42%

Average Drawdown

Average peak-to-trough decline

-10.30%

-6.05%

-4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.68%

+0.51%

Volatility

EPIBX vs. VTILX - Volatility Comparison

EuroPac International Bond Fund (EPIBX) has a higher volatility of 2.26% compared to Vanguard Total International Bond II Index Fund (VTILX) at 1.41%. This indicates that EPIBX's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPIBXVTILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.41%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

2.02%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

3.04%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

4.39%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

4.37%

+1.32%