FIDPX vs. EPDIX
FIDPX (Federated Hermes International Dividend Strategy Portfolio) and EPDIX (EuroPac International Dividend Income Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FIDPX returned 7.78%/yr vs 9.38%/yr for EPDIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. FIDPX charges 0.00%/yr vs 1.25%/yr for EPDIX.
Performance
FIDPX vs. EPDIX - Performance Comparison
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Returns By Period
In the year-to-date period, FIDPX achieves a 8.02% return, which is significantly lower than EPDIX's 8.78% return. Over the past 10 years, FIDPX has underperformed EPDIX with an annualized return of 7.78%, while EPDIX has yielded a comparatively higher 9.38% annualized return.
FIDPX
- 1D
- -0.59%
- 1M
- 2.49%
- 6M
- 5.03%
- YTD
- 8.02%
- 1Y
- 18.00%
- 3Y*
- 12.98%
- 5Y*
- 9.42%
- 10Y*
- 7.78%
- ALL TIME*
- 6.09%
EPDIX
- 1D
- -0.75%
- 1M
- 2.81%
- 6M
- 0.31%
- YTD
- 8.78%
- 1Y
- 36.61%
- 3Y*
- 21.73%
- 5Y*
- 14.45%
- 10Y*
- 9.38%
- ALL TIME*
- 6.68%
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 |
FIDPX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDPX Federated Hermes International Dividend Strategy Portfolio | 8.02% | 34.77% | -2.40% | 15.20% | -3.10% | 6.20% | 6.81% | 22.76% | -9.16% | 13.54% |
EPDIX EuroPac International Dividend Income Fund | 8.78% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Correlation
The correlation between FIDPX and EPDIX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2015 | 0.76 |
Over the past year, the correlation between FIDPX and EPDIX has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
FIDPX vs. EPDIX — Risk / Return Rank
FIDPX
EPDIX
FIDPX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Dividend Strategy Portfolio (FIDPX) and EuroPac International Dividend Income Fund (EPDIX). 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.
| FIDPX | EPDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.45 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.43 | -1.59 |
| Martin ratioReturn relative to average drawdown | 3.96 | 8.67 | -4.71 |
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Drawdowns
FIDPX vs. EPDIX - Drawdown Comparison
The maximum FIDPX drawdown since its inception was -31.28%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for FIDPX and EPDIX.
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Drawdown Indicators
| FIDPX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.28% | -38.23% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -10.92% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -13.01% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -20.98% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -32.84% | +1.56% |
Current DrawdownCurrent decline from peak | -3.91% | -7.00% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -10.74% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 4.32% | +0.41% |
Volatility
FIDPX vs. EPDIX - Volatility Comparison
Federated Hermes International Dividend Strategy Portfolio (FIDPX) and EuroPac International Dividend Income Fund (EPDIX) have volatilities of 3.50% and 3.53%, 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
| FIDPX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.53% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 12.36% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 14.79% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 14.09% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 14.83% | +0.06% |
FIDPX vs. EPDIX - Expense Ratio Comparison
FIDPX has a 0.00% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Dividends
FIDPX vs. EPDIX - Dividend Comparison
FIDPX's dividend yield for the trailing twelve months is around 4.41%, less than EPDIX's 6.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 6.88% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
FIDPX Federated Hermes International Dividend Strategy Portfolio | 4.41% | 3.48% | 5.12% | 4.47% | 4.38% | 4.54% | 3.91% | 4.32% | 5.23% | 4.63% | 4.65% | 3.92% |
Frequently Asked Questions
FIDPX and EPDIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPDIX has higher volatility (3.53%) compared to FIDPX (3.50%). In terms of maximum drawdown, FIDPX dropped -31.28% vs EPDIX's -38.23%.
EPDIX currently has the higher Sharpe Ratio (2.54 vs 1.49), 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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