EPVIX vs. IVLU
EPVIX (EuroPac International Value Fund Class I) and IVLU (iShares MSCI Intl Value Factor ETF) are both Foreign Large Cap Equities funds. EPVIX is actively managed, while IVLU is passively managed. Over the past 10 years, EPVIX returned 9.15%/yr vs 10.93%/yr for IVLU. A 0.63 correlation means they provide meaningful diversification when combined. EPVIX charges 1.48%/yr vs 0.30%/yr for IVLU.
Performance
EPVIX vs. IVLU - Performance Comparison
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Returns By Period
In the year-to-date period, EPVIX achieves a 0.03% return, which is significantly lower than IVLU's 13.30% return. Over the past 10 years, EPVIX has underperformed IVLU with an annualized return of 9.15%, while IVLU has yielded a comparatively higher 10.93% 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%
IVLU
- 1D
- 0.58%
- 1M
- 3.85%
- YTD
- 13.30%
- 6M
- 16.60%
- 1Y
- 36.14%
- 3Y*
- 25.00%
- 5Y*
- 14.14%
- 10Y*
- 10.93%
EPVIX vs. IVLU - 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% |
IVLU iShares MSCI Intl Value Factor ETF | 13.30% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
Correlation
The correlation between EPVIX and IVLU is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2015 | 0.63 |
The correlation between EPVIX and IVLU shifts across timeframes, from 0.58 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EPVIX vs. IVLU — Risk / Return Rank
EPVIX
IVLU
EPVIX vs. IVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Value Fund Class I (EPVIX) and iShares MSCI Intl Value Factor ETF (IVLU). 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 | IVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.10 | -1.40 |
| Martin ratioReturn relative to average drawdown | 5.13 | 11.83 | -6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPVIX | IVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 2.41 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.86 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Drawdowns
EPVIX vs. IVLU - Drawdown Comparison
The maximum EPVIX drawdown since its inception was -46.04%, which is greater than IVLU's maximum drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for EPVIX and IVLU.
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Drawdown Indicators
| EPVIX | IVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -41.85% | -4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -11.69% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.93% | -15.48% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -26.04% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -31.79% | -41.85% | +10.06% |
Current DrawdownCurrent decline from peak | -10.36% | -0.23% | -10.13% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -8.59% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.06% | +1.55% |
Volatility
EPVIX vs. IVLU - Volatility Comparison
EuroPac International Value Fund Class I (EPVIX) and iShares MSCI Intl Value Factor ETF (IVLU) have volatilities of 4.64% and 4.48%, 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 | IVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 4.48% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 12.20% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 15.08% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 16.48% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 17.65% | -2.33% |
EPVIX vs. IVLU - Expense Ratio Comparison
EPVIX has a 1.48% expense ratio, which is higher than IVLU's 0.30% expense ratio.
Dividends
EPVIX vs. IVLU - Dividend Comparison
EPVIX's dividend yield for the trailing twelve months is around 7.68%, more than IVLU's 3.27% 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% |
IVLU iShares MSCI Intl Value Factor ETF | 3.27% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Frequently Asked Questions
EPVIX and IVLU have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPVIX has higher volatility (4.64%) compared to IVLU (4.48%). In terms of maximum drawdown, EPVIX dropped -46.04% vs IVLU's -41.85%.
IVLU currently has the higher Sharpe Ratio (2.41 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.
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