GIEYX vs. EPDPX

Last updated Jun 25, 2026

GIEYX (GuideStone Funds International Equity Fund) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, GIEYX returned 9.80%/yr vs 9.65%/yr for EPDPX. A 0.74 correlation means they provide meaningful diversification when combined. GIEYX charges 0.88%/yr vs 1.52%/yr for EPDPX.

Performance

GIEYX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds International Equity Fund (GIEYX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with GIEYX having a 6.24% return and EPDPX slightly higher at 6.32%. Both investments have delivered pretty close results over the past 10 years, with GIEYX having a 9.80% annualized return and EPDPX not far behind at 9.65%.

GIEYX

• 1D: -2.20%
• 1M: 0.78%
• YTD: 6.24%
• 6M: 5.77%
• 1Y: 14.92%
• 3Y*: 15.91%
• 5Y*: 7.61%
• 10Y*: 9.80%

EPDPX

• 1D: -1.49%
• 1M: -5.28%
• YTD: 6.32%
• 6M: 5.78%
• 1Y: 33.99%
• 3Y*: 21.77%
• 5Y*: 13.16%
• 10Y*: 9.65%

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

GIEYX vs. EPDPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GIEYX GuideStone Funds International Equity Fund	6.24%	28.09%	6.71%	18.38%	-16.02%	9.60%	7.78%	23.50%	-15.08%	29.81%
EPDPX EuroPac International Dividend Income Fund Class A	6.32%	61.93%	0.72%	7.46%	1.27%	7.78%	8.83%	13.05%	-11.02%	15.53%

Correlation

The correlation between GIEYX and EPDPX is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014	0.74

The correlation between GIEYX and EPDPX has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

Return for Risk

GIEYX vs. EPDPX — Risk / Return Rank

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

GIEYX

GIEYX Risk / Return Rank: 23
GIEYX Sharpe Ratio Rank: 22
GIEYX Sortino Ratio Rank: 22
GIEYX Omega Ratio Rank: 22
GIEYX Calmar Ratio Rank: 22
GIEYX Martin Ratio Rank: 26

EPDPX

EPDPX Risk / Return Rank: 67
EPDPX Sharpe Ratio Rank: 76
EPDPX Sortino Ratio Rank: 63
EPDPX Omega Ratio Rank: 69
EPDPX Calmar Ratio Rank: 72
EPDPX Martin Ratio Rank: 55

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.

GIEYX vs. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds International Equity Fund (GIEYX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.

	GIEYX	EPDPX	Difference
Sharpe ratio: Return per unit of total volatility	1.11	2.33	-1.21
Sortino ratio: Return per unit of downside risk	1.64	2.98	-1.34
Omega ratio: Gain probability vs. loss probability	1.21	1.42	-0.21
Calmar ratio: Return relative to maximum drawdown	1.44	3.09	-1.66
Martin ratio: Return relative to average drawdown	5.36	10.34	-4.99

GIEYX vs. EPDPX - Sharpe Ratio Comparison

The current GIEYX Sharpe Ratio is 1.11, which is lower than the EPDPX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of GIEYX and EPDPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GIEYX vs. EPDPX - Drawdown Comparison

The maximum GIEYX drawdown since its inception was -64.13%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for GIEYX and EPDPX.

Drawdown Indicators

	GIEYX	EPDPX	Difference
Max Drawdown Largest peak-to-trough decline	-64.13%	-39.21%	-24.92%
Max Drawdown (1Y) Largest decline over 1 year	-11.52%	-10.96%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-13.31%	-13.15%	-0.16%
Max Drawdown (5Y) Largest decline over 5 years	-29.72%	-21.06%	-8.66%
Max Drawdown (10Y) Largest decline over 10 years	-36.30%	-33.34%	-2.96%
Current Drawdown Current decline from peak	-2.20%	-9.04%	+6.84%
Average Drawdown Average peak-to-trough decline	-15.32%	-11.17%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	3.27%	-0.18%

Volatility

GIEYX vs. EPDPX - Volatility Comparison

GuideStone Funds International Equity Fund (GIEYX) and EuroPac International Dividend Income Fund Class A (EPDPX) have volatilities of 5.27% and 5.24%, 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.

Volatility by Period

	GIEYX	EPDPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	5.24%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	12.54%	12.50%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	14.89%	14.57%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	14.15%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	14.86%	+1.48%

GIEYX vs. EPDPX - Expense Ratio Comparison

GIEYX has a 0.88% expense ratio, which is lower than EPDPX's 1.52% expense ratio.

Dividends

GIEYX vs. EPDPX - Dividend Comparison

GIEYX's dividend yield for the trailing twelve months is around 9.76%, more than EPDPX's 6.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDPX EuroPac International Dividend Income Fund Class A	6.30%	6.55%	3.82%	3.08%	2.56%	2.07%	1.70%	2.43%	2.66%	2.69%	2.24%	3.58%
GIEYX GuideStone Funds International Equity Fund	9.76%	10.37%	8.78%	3.98%	1.98%	8.37%	1.02%	5.15%	14.06%	8.55%	2.87%	3.73%

Frequently Asked Questions

Can I hold both GIEYX and EPDPX in my portfolio?

GIEYX and EPDPX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GIEYX or EPDPX?

GIEYX has higher volatility (5.27%) compared to EPDPX (5.24%). In terms of maximum drawdown, GIEYX dropped -64.13% vs EPDPX's -39.21%.

Which has better risk-adjusted returns?

EPDPX currently has the higher Sharpe Ratio (2.33 vs 1.11), 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.