EPVIX vs. IDE

Last updated Jun 5, 2026

EPVIX (EuroPac International Value Fund Class I) and IDE (Voya Infrastructure, Industrials and Materials Fund) are both mutual funds - EPVIX is a Foreign Large Cap Equities fund actively managed by Euro Pacific, while IDE is a Industrials Equities fund managed by Voya. Over the past 10 years, EPVIX returned 9.15%/yr vs 11.94%/yr for IDE. At a 0.47 correlation, their price movements are largely independent. EPVIX charges 1.48%/yr vs 0.01%/yr for IDE.

Performance

EPVIX vs. IDE - Performance Comparison

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

Returns By Period

In the year-to-date period, EPVIX achieves a 0.03% return, which is significantly lower than IDE's 17.77% return. Over the past 10 years, EPVIX has underperformed IDE with an annualized return of 9.15%, while IDE has yielded a comparatively higher 11.94% annualized return.

EPVIX

• 1D: -1.88%
• 1M: -1.61%
• YTD: 0.03%
• 6M: 3.25%
• 1Y: 22.69%
• 3Y*: 17.34%
• 5Y*: 10.13%
• 10Y*: 9.15%

IDE

• 1D: 0.50%
• 1M: 4.30%
• YTD: 17.77%
• 6M: 22.93%
• 1Y: 36.31%
• 3Y*: 27.30%
• 5Y*: 13.53%
• 10Y*: 11.94%

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

EPVIX vs. IDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPVIX EuroPac International Value Fund Class I	0.03%	47.53%	5.33%	10.19%	0.74%	7.36%	18.77%	16.98%	-14.24%	15.35%
IDE Voya Infrastructure, Industrials and Materials Fund	17.77%	35.77%	11.96%	22.04%	-16.54%	26.27%	-1.06%	13.49%	-24.48%	39.58%

Correlation

The correlation between EPVIX and IDE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.47

The correlation between EPVIX and IDE shifts across timeframes, from 0.34 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EPVIX vs. IDE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPVIX

EPVIX Risk / Return Rank: 25
EPVIX Sharpe Ratio Rank: 28
EPVIX Sortino Ratio Rank: 22
EPVIX Omega Ratio Rank: 29
EPVIX Calmar Ratio Rank: 23
EPVIX Martin Ratio Rank: 21

IDE

IDE Risk / Return Rank: 62
IDE Sharpe Ratio Rank: 80
IDE Sortino Ratio Rank: 66
IDE Omega Ratio Rank: 75
IDE Calmar Ratio Rank: 46
IDE Martin Ratio Rank: 44

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.

EPVIX vs. IDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Value Fund Class I (EPVIX) and Voya Infrastructure, Industrials and Materials Fund (IDE). 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.

	EPVIX	IDE	Difference
Sharpe ratio: Return per unit of total volatility	1.45	2.60	-1.16
Sortino ratio: Return per unit of downside risk	1.88	3.36	-1.48
Omega ratio: Gain probability vs. loss probability	1.27	1.49	-0.22
Calmar ratio: Return relative to maximum drawdown	1.70	2.54	-0.84
Martin ratio: Return relative to average drawdown	5.13	9.12	-3.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPVIX vs. IDE - Sharpe Ratio Comparison

The current EPVIX Sharpe Ratio is 1.45, which is lower than the IDE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of EPVIX and IDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPVIX	IDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	2.60	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.78	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.57	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.40	-0.02

Drawdowns

EPVIX vs. IDE - Drawdown Comparison

The maximum EPVIX drawdown since its inception was -46.04%, smaller than the maximum IDE drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for EPVIX and IDE.

Drawdown Indicators

	EPVIX	IDE	Difference
Max Drawdown Largest peak-to-trough decline	-46.04%	-52.43%	+6.39%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-14.34%	+0.41%
Max Drawdown (3Y) Largest decline over 3 years	-13.93%	-18.30%	+4.37%
Max Drawdown (5Y) Largest decline over 5 years	-21.73%	-29.36%	+7.63%
Max Drawdown (10Y) Largest decline over 10 years	-31.79%	-52.43%	+20.64%
Current Drawdown Current decline from peak	-10.36%	0.00%	-10.36%
Average Drawdown Average peak-to-trough decline	-14.26%	-11.30%	-2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.61%	3.99%	+0.62%

Volatility

EPVIX vs. IDE - Volatility Comparison

EuroPac International Value Fund Class I (EPVIX) has a higher volatility of 4.64% compared to Voya Infrastructure, Industrials and Materials Fund (IDE) at 2.65%. This indicates that EPVIX's price experiences larger fluctuations and is considered to be riskier than IDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPVIX	IDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	2.65%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	13.66%	11.59%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	16.38%	14.03%	+2.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.16%	17.43%	-3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.32%	20.91%	-5.59%

EPVIX vs. IDE - Expense Ratio Comparison

EPVIX has a 1.48% expense ratio, which is higher than IDE's 0.01% expense ratio.

Dividends

EPVIX vs. IDE - Dividend Comparison

EPVIX's dividend yield for the trailing twelve months is around 7.68%, less than IDE's 9.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPVIX EuroPac International Value Fund Class I	7.68%	7.41%	2.10%	2.48%	1.78%	1.86%	1.09%	1.67%	1.88%	1.80%	0.85%	2.54%
IDE Voya Infrastructure, Industrials and Materials Fund	9.31%	10.57%	12.11%	9.00%	9.99%	7.58%	8.89%	9.02%	16.46%	6.88%	10.67%	12.56%

Frequently Asked Questions

Can I hold both EPVIX and IDE in my portfolio?

EPVIX and IDE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPVIX or IDE?

EPVIX has higher volatility (4.64%) compared to IDE (2.65%). In terms of maximum drawdown, EPVIX dropped -46.04% vs IDE's -52.43%.

Which has better risk-adjusted returns?

IDE currently has the higher Sharpe Ratio (2.60 vs 1.45), 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.