EPLCX vs. EPDPX
Compare and contrast key facts about MainStay Epoch U.S. Equity Yield Fund (EPLCX) and EuroPac International Dividend Income Fund Class A (EPDPX).
EPLCX is managed by New York Life Investments. It was launched on Dec 3, 2008. EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPLCX or EPDPX.
Key characteristics
| EPLCX | EPDPX | |
|---|---|---|
| YTD Return | 23.81% | 7.26% |
| 1Y Return | 35.84% | 15.00% |
| 3Y Return (Ann) | 10.44% | 4.79% |
| 5Y Return (Ann) | 10.76% | 7.52% |
| 10Y Return (Ann) | 9.71% | 2.59% |
| Sharpe Ratio | 3.50 | 1.29 |
| Sortino Ratio | 4.85 | 1.77 |
| Omega Ratio | 1.64 | 1.23 |
| Calmar Ratio | 5.65 | 1.43 |
| Martin Ratio | 25.55 | 4.67 |
| Ulcer Index | 1.36% | 3.27% |
| Daily Std Dev | 9.93% | 11.79% |
| Max Drawdown | -35.85% | -39.21% |
| Current Drawdown | 0.00% | -6.59% |
Correlation
The correlation between EPLCX and EPDPX is 0.62, 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.
Performance
EPLCX vs. EPDPX - Performance Comparison
In the year-to-date period, EPLCX achieves a 23.81% return, which is significantly higher than EPDPX's 7.26% return. Over the past 10 years, EPLCX has outperformed EPDPX with an annualized return of 9.71%, while EPDPX has yielded a comparatively lower 2.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPLCX vs. EPDPX - Expense Ratio Comparison
EPLCX has a 0.73% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Risk-Adjusted Performance
EPLCX vs. EPDPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch U.S. Equity Yield Fund (EPLCX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.
Dividends
EPLCX vs. EPDPX - Dividend Comparison
EPLCX's dividend yield for the trailing twelve months is around 2.07%, less than EPDPX's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPLCX MainStay Epoch U.S. Equity Yield Fund | 2.07% | 2.45% | 2.32% | 1.90% | 2.36% | 2.28% | 2.61% | 2.13% | 2.11% | 2.41% | 2.22% | 1.65% |
EPDPX EuroPac International Dividend Income Fund Class A | 3.16% | 3.08% | 2.56% | 2.07% | 1.71% | 2.44% | 2.68% | 2.70% | 2.24% | 3.58% | 3.89% | 0.00% |
Drawdowns
EPLCX vs. EPDPX - Drawdown Comparison
The maximum EPLCX drawdown since its inception was -35.85%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for EPLCX and EPDPX. For additional features, visit the drawdowns tool.
Volatility
EPLCX vs. EPDPX - Volatility Comparison
MainStay Epoch U.S. Equity Yield Fund (EPLCX) has a higher volatility of 3.32% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 3.04%. This indicates that EPLCX's price experiences larger fluctuations and is considered to be riskier than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.