IDE vs. EPVIX

Last updated Jun 4, 2026

IDE (Voya Infrastructure, Industrials and Materials Fund) and EPVIX (EuroPac International Value Fund Class I) are both mutual funds - IDE is a Industrials Equities fund managed by Voya, while EPVIX is a Foreign Large Cap Equities fund actively managed by Euro Pacific. Over the past 10 years, IDE returned 11.95%/yr vs 9.35%/yr for EPVIX. At a 0.47 correlation, their price movements are largely independent. IDE charges 0.01%/yr vs 1.48%/yr for EPVIX.

Performance

IDE vs. EPVIX - Performance Comparison

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

Returns By Period

In the year-to-date period, IDE achieves a 17.18% return, which is significantly higher than EPVIX's 1.95% return. Over the past 10 years, IDE has outperformed EPVIX with an annualized return of 11.95%, while EPVIX has yielded a comparatively lower 9.35% annualized return.

IDE

• 1D: 0.00%
• 1M: 3.94%
• YTD: 17.18%
• 6M: 22.83%
• 1Y: 36.83%
• 3Y*: 26.96%
• 5Y*: 13.42%
• 10Y*: 11.95%

EPVIX

• 1D: -0.56%
• 1M: 0.63%
• YTD: 1.95%
• 6M: 5.96%
• 1Y: 25.96%
• 3Y*: 18.09%
• 5Y*: 10.70%
• 10Y*: 9.35%

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

IDE vs. EPVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDE Voya Infrastructure, Industrials and Materials Fund	17.18%	35.77%	11.96%	22.04%	-16.54%	26.27%	-1.06%	13.49%	-24.48%	39.58%
EPVIX EuroPac International Value Fund Class I	1.95%	47.53%	5.33%	10.19%	0.74%	7.36%	18.77%	16.98%	-14.24%	15.35%

Correlation

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

Return for Risk

IDE vs. EPVIX — Risk / Return Rank

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

IDE

IDE Risk / Return Rank: 63
IDE Sharpe Ratio Rank: 81
IDE Sortino Ratio Rank: 66
IDE Omega Ratio Rank: 75
IDE Calmar Ratio Rank: 46
IDE Martin Ratio Rank: 44

EPVIX

EPVIX Risk / Return Rank: 26
EPVIX Sharpe Ratio Rank: 30
EPVIX Sortino Ratio Rank: 24
EPVIX Omega Ratio Rank: 30
EPVIX Calmar Ratio Rank: 25
EPVIX Martin Ratio Rank: 22

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.

IDE vs. EPVIX - Risk-Adjusted Trends Comparison

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

	IDE	EPVIX	Difference
Sharpe ratio Return per unit of total volatility	2.64	1.57	+1.07
Sortino ratio Return per unit of downside risk	3.40	2.02	+1.38
Omega ratio Gain probability vs. loss probability	1.49	1.29	+0.20
Calmar ratio Return relative to maximum drawdown	2.58	1.83	+0.75
Martin ratio Return relative to average drawdown	9.25	5.56	+3.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDE vs. EPVIX - Sharpe Ratio Comparison

The current IDE Sharpe Ratio is 2.64, which is higher than the EPVIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of IDE and EPVIX, 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

	IDE	EPVIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	1.57	+1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.76	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.61	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.39	+0.01

Drawdowns

IDE vs. EPVIX - Drawdown Comparison

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

Drawdown Indicators

	IDE	EPVIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.43%	-46.04%	-6.39%
Max Drawdown (1Y) Largest decline over 1 year	-14.34%	-13.93%	-0.41%
Max Drawdown (3Y) Largest decline over 3 years	-18.30%	-13.93%	-4.37%
Max Drawdown (5Y) Largest decline over 5 years	-29.36%	-21.73%	-7.63%
Max Drawdown (10Y) Largest decline over 10 years	-52.43%	-31.79%	-20.64%
Current Drawdown Current decline from peak	-0.29%	-8.64%	+8.35%
Average Drawdown Average peak-to-trough decline	-11.30%	-14.26%	+2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	4.57%	-0.58%

Volatility

IDE vs. EPVIX - Volatility Comparison

The current volatility for Voya Infrastructure, Industrials and Materials Fund (IDE) is 2.63%, while EuroPac International Value Fund Class I (EPVIX) has a volatility of 4.26%. This indicates that IDE experiences smaller price fluctuations and is considered to be less risky than EPVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDE	EPVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	4.26%	-1.63%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	13.53%	-1.94%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	16.34%	-2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	14.14%	+3.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.91%	15.31%	+5.60%

IDE vs. EPVIX - Expense Ratio Comparison

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

Dividends

IDE vs. EPVIX - Dividend Comparison

IDE's dividend yield for the trailing twelve months is around 9.36%, more than EPVIX's 7.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPVIX EuroPac International Value Fund Class I	7.54%	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	9.36%	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 IDE and EPVIX in my portfolio?

IDE and EPVIX 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, IDE or EPVIX?

EPVIX has higher volatility (4.26%) compared to IDE (2.63%). In terms of maximum drawdown, IDE dropped -52.43% vs EPVIX's -46.04%.

Which has better risk-adjusted returns?

IDE currently has the higher Sharpe Ratio (2.64 vs 1.57), 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.