EPVIX vs. EPIBX
EPVIX (EuroPac International Value Fund Class I) and EPIBX (EuroPac International Bond Fund) are both mutual funds - EPVIX is a Foreign Large Cap Equities fund actively managed by Euro Pacific, while EPIBX is a Global Bonds fund managed by Euro Pacific. Over the past 10 years, EPVIX returned 8.37%/yr vs 1.88%/yr for EPIBX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. EPVIX charges 1.48%/yr vs 1.15%/yr for EPIBX.
Performance
EPVIX vs. EPIBX - Performance Comparison
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Returns By Period
In the year-to-date period, EPVIX achieves a 2.18% return, which is significantly higher than EPIBX's 0.30% return. Over the past 10 years, EPVIX has outperformed EPIBX with an annualized return of 8.37%, while EPIBX has yielded a comparatively lower 1.88% annualized return.
EPVIX
- 1D
- 1.06%
- 1M
- 4.29%
- 6M
- -2.83%
- YTD
- 2.18%
- 1Y
- 23.35%
- 3Y*
- 16.62%
- 5Y*
- 11.93%
- 10Y*
- 8.37%
- ALL TIME*
- 5.88%
EPIBX
- 1D
- 0.68%
- 1M
- 0.79%
- 6M
- -1.14%
- YTD
- 0.30%
- 1Y
- 4.07%
- 3Y*
- 3.75%
- 5Y*
- 1.79%
- 10Y*
- 1.88%
- ALL TIME*
- 0.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EPVIX vs. EPIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPVIX EuroPac International Value Fund Class I | 2.18% | 47.53% | 5.33% | 10.19% | 0.74% | 7.36% | 18.77% | 16.98% | -14.24% | 15.35% |
EPIBX EuroPac International Bond Fund | 0.30% | 12.90% | -3.30% | 9.94% | -7.34% | -4.60% | 7.45% | 5.13% | -3.63% | 9.96% |
Correlation
The correlation between EPVIX and EPIBX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.65 |
The correlation between EPVIX and EPIBX has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
EPVIX vs. EPIBX — Risk / Return Rank
EPVIX
EPIBX
EPVIX vs. EPIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Value Fund Class I (EPVIX) and EuroPac International Bond Fund (EPIBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPVIX | EPIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.86 | +0.71 |
| Martin ratioReturn relative to average drawdown | 3.46 | 2.07 | +1.39 |
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Drawdowns
EPVIX vs. EPIBX - Drawdown Comparison
The maximum EPVIX drawdown since its inception was -46.04%, which is greater than EPIBX's maximum drawdown of -24.65%. Use the drawdown chart below to compare losses from any high point for EPVIX and EPIBX.
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Drawdown Indicators
| EPVIX | EPIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -24.65% | -21.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.89% | -5.01% | -9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -5.95% | -8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -15.10% | -6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -31.79% | -17.41% | -14.38% |
Current DrawdownCurrent decline from peak | -8.43% | -2.54% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -10.14% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.74% | 2.08% | +4.66% |
Volatility
EPVIX vs. EPIBX - Volatility Comparison
EuroPac International Value Fund Class I (EPVIX) has a higher volatility of 3.99% compared to EuroPac International Bond Fund (EPIBX) at 1.22%. This indicates that EPVIX's price experiences larger fluctuations and is considered to be riskier than EPIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPVIX | EPIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 1.22% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.40% | 4.17% | +10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 4.88% | +12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 5.67% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 5.58% | +9.77% |
EPVIX vs. EPIBX - Expense Ratio Comparison
EPVIX has a 1.48% expense ratio, which is higher than EPIBX's 1.15% expense ratio.
Dividends
EPVIX vs. EPIBX - Dividend Comparison
EPVIX's dividend yield for the trailing twelve months is around 7.28%, more than EPIBX's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPIBX EuroPac International Bond Fund | 5.07% | 3.25% | 2.92% | 2.16% | 0.00% | 0.00% | 1.09% | 0.00% | 1.43% | 0.00% | 0.00% | 1.91% |
EPVIX EuroPac International Value Fund Class I | 7.28% | 7.41% | 2.10% | 2.48% | 1.78% | 1.86% | 1.09% | 1.67% | 1.88% | 1.80% | 0.85% | 2.54% |
Frequently Asked Questions
EPVIX and EPIBX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPVIX has higher volatility (3.99%) compared to EPIBX (1.22%). In terms of maximum drawdown, EPVIX dropped -46.04% vs EPIBX's -24.65%.
EPVIX currently has the higher Sharpe Ratio (1.35 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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