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EPVIX vs. EPIVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPVIX vs. EPIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Value Fund Class I (EPVIX) and EuroPac International Value Fund (EPIVX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

EPVIX
EPVIX Risk / Return Rank: 3737
Overall Rank
EPVIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EPVIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
EPVIX Omega Ratio Rank: 4444
Omega Ratio Rank
EPVIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
EPVIX Martin Ratio Rank: 2323
Martin Ratio Rank

EPIVX
EPIVX Risk / Return Rank: 4141
Overall Rank
EPIVX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EPIVX Sortino Ratio Rank: 4242
Sortino Ratio Rank
EPIVX Omega Ratio Rank: 5050
Omega Ratio Rank
EPIVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
EPIVX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


EPVIXEPIVXDifference
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

EPVIX vs. EPIVX - Sharpe Ratio Comparison

The current EPVIX Sharpe Ratio is 1.35, which is comparable to the EPIVX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of EPVIX and EPIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


EPVIXEPIVXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.43%

-8.52%

+0.09%

Average Drawdown

Average peak-to-trough decline

-14.23%

-13.26%

-0.97%

Ulcer Index

Depth 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


EPVIXEPIVXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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