EPVIX vs. EPIVX
EPVIX (EuroPac International Value Fund Class I) and EPIVX (EuroPac International Value Fund) are both Foreign Large Cap Equities funds from Euro Pacific. Over the past 10 years, EPVIX returned 8.37%/yr vs 8.23%/yr for EPIVX. Their 1.00 correlation means they have historically moved very closely together. EPVIX charges 1.48%/yr vs 1.75%/yr for EPIVX.
Performance
EPVIX vs. EPIVX - 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 EPIVX's 2.06% return. Both investments have delivered pretty close results over the past 10 years, with EPVIX having a 8.37% annualized return and EPIVX not far behind at 8.23%.
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%
EPIVX
- 1D
- 1.13%
- 1M
- 4.31%
- 6M
- -2.90%
- YTD
- 2.06%
- 1Y
- 23.07%
- 3Y*
- 16.33%
- 5Y*
- 11.63%
- 10Y*
- 8.23%
- ALL TIME*
- 4.68%
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. EPIVX - 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% |
EPIVX EuroPac International Value Fund | 2.06% | 47.14% | 5.08% | 9.80% | 0.47% | 7.11% | 18.37% | 18.24% | -14.48% | 15.09% |
Correlation
The correlation between EPVIX and EPIVX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 1.00 |
The correlation between EPVIX and EPIVX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
EPVIX vs. EPIVX — Risk / Return Rank
EPVIX
EPIVX
EPVIX vs. EPIVX - 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 Value Fund (EPIVX). 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 | EPIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.54 | +0.03 |
| Martin ratioReturn relative to average drawdown | 3.46 | 3.40 | +0.06 |
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Drawdowns
EPVIX vs. EPIVX - Drawdown Comparison
The maximum EPVIX drawdown since its inception was -46.04%, roughly equal to the maximum EPIVX drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for EPVIX and EPIVX.
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Drawdown Indicators
| EPVIX | EPIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -46.27% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.89% | -15.00% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -15.00% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -21.75% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -31.79% | -31.29% | -0.50% |
Current DrawdownCurrent decline from peak | -8.43% | -8.52% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -13.26% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.74% | 6.77% | -0.03% |
Volatility
EPVIX vs. EPIVX - Volatility Comparison
EuroPac International Value Fund Class I (EPVIX) and EuroPac International Value Fund (EPIVX) have volatilities of 3.99% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPVIX | EPIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 3.95% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.40% | 14.41% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 17.33% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.26% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 15.37% | -0.02% |
EPVIX vs. EPIVX - Expense Ratio Comparison
EPVIX has a 1.48% expense ratio, which is lower than EPIVX's 1.75% expense ratio.
Dividends
EPVIX vs. EPIVX - Dividend Comparison
EPVIX's dividend yield for the trailing twelve months is around 7.28%, more than EPIVX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPIVX EuroPac International Value Fund | 7.09% | 7.23% | 1.84% | 2.22% | 1.52% | 1.61% | 0.88% | 2.63% | 1.61% | 1.57% | 0.69% | 2.31% |
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
With a correlation of 1.00, EPVIX and EPIVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EPVIX has higher volatility (3.99%) compared to EPIVX (3.95%). In terms of maximum drawdown, EPVIX dropped -46.04% vs EPIVX's -46.27%.
EPVIX currently has the higher Sharpe Ratio (1.35 vs 1.34), 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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