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FGADX vs. EPGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGADX vs. EPGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Gold and Precious Metals Fund Advisor Class (FGADX) and EuroPac Gold Fund (EPGFX). The values are adjusted to include any dividend payments, if applicable.

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FGADX vs. EPGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGADX
Franklin Gold and Precious Metals Fund Advisor Class
5.78%197.29%17.98%2.20%-23.24%-3.76%44.60%51.87%-17.89%0.06%
EPGFX
EuroPac Gold Fund
5.67%129.06%8.51%2.31%-14.00%-18.06%36.99%37.25%-13.85%12.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with FGADX having a 5.78% return and EPGFX slightly lower at 5.67%. Over the past 10 years, FGADX has outperformed EPGFX with an annualized return of 18.40%, while EPGFX has yielded a comparatively lower 15.85% annualized return.


FGADX

1D
8.13%
1M
-21.41%
YTD
5.78%
6M
29.37%
1Y
122.00%
3Y*
51.44%
5Y*
24.76%
10Y*
18.40%

EPGFX

1D
6.92%
1M
-19.20%
YTD
5.67%
6M
17.58%
1Y
93.89%
3Y*
33.01%
5Y*
16.27%
10Y*
15.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGADX vs. EPGFX - Expense Ratio Comparison

FGADX has a 0.62% expense ratio, which is lower than EPGFX's 1.40% expense ratio.


Return for Risk

FGADX vs. EPGFX — Risk / Return Rank

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

FGADX
FGADX Risk / Return Rank: 9595
Overall Rank
FGADX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FGADX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FGADX Omega Ratio Rank: 9191
Omega Ratio Rank
FGADX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FGADX Martin Ratio Rank: 9696
Martin Ratio Rank

EPGFX
EPGFX Risk / Return Rank: 9393
Overall Rank
EPGFX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EPGFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
EPGFX Omega Ratio Rank: 8989
Omega Ratio Rank
EPGFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
EPGFX Martin Ratio Rank: 9494
Martin Ratio Rank
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.

FGADX vs. EPGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Gold and Precious Metals Fund Advisor Class (FGADX) and EuroPac Gold Fund (EPGFX). 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.


FGADXEPGFXDifference

Sharpe ratio

Return per unit of total volatility

2.86

2.40

+0.45

Sortino ratio

Return per unit of downside risk

3.02

2.62

+0.40

Omega ratio

Gain probability vs. loss probability

1.43

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

3.95

3.22

+0.73

Martin ratio

Return relative to average drawdown

14.72

12.66

+2.06

FGADX vs. EPGFX - Sharpe Ratio Comparison

The current FGADX Sharpe Ratio is 2.86, which is comparable to the EPGFX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FGADX and EPGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGADXEPGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.40

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.51

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.35

-0.08

Correlation

The correlation between FGADX and EPGFX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FGADX vs. EPGFX - Dividend Comparison

FGADX's dividend yield for the trailing twelve months is around 9.28%, more than EPGFX's 6.49% yield.


TTM2025202420232022202120202019201820172016
FGADX
Franklin Gold and Precious Metals Fund Advisor Class
9.28%9.81%12.51%3.09%0.00%8.83%10.06%0.00%0.00%0.62%8.38%
EPGFX
EuroPac Gold Fund
6.49%6.86%10.36%0.00%0.00%2.49%8.67%0.00%0.00%2.56%19.31%

Drawdowns

FGADX vs. EPGFX - Drawdown Comparison

The maximum FGADX drawdown since its inception was -78.57%, which is greater than EPGFX's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for FGADX and EPGFX.


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Drawdown Indicators


FGADXEPGFXDifference

Max Drawdown

Largest peak-to-trough decline

-78.57%

-56.70%

-21.87%

Max Drawdown (1Y)

Largest decline over 1 year

-31.15%

-28.88%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-48.77%

-47.59%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.27%

-51.03%

+1.76%

Current Drawdown

Current decline from peak

-21.41%

-19.42%

-1.99%

Average Drawdown

Average peak-to-trough decline

-34.81%

-22.10%

-12.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

7.35%

+1.01%

Volatility

FGADX vs. EPGFX - Volatility Comparison

Franklin Gold and Precious Metals Fund Advisor Class (FGADX) has a higher volatility of 18.27% compared to EuroPac Gold Fund (EPGFX) at 16.68%. This indicates that FGADX's price experiences larger fluctuations and is considered to be riskier than EPGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGADXEPGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.27%

16.68%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

35.18%

32.39%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

43.06%

39.05%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.13%

32.14%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.83%

32.65%

+0.18%