IGC.L vs. EPI
Compare and contrast key facts about India Capital Growth Fund (IGC.L) and WisdomTree India Earnings Fund (EPI).
EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGC.L or EPI.
Key characteristics
| IGC.L | EPI | |
|---|---|---|
| YTD Return | 6.94% | 14.54% |
| 1Y Return | 16.35% | 28.55% |
| 3Y Return (Ann) | 13.34% | 9.27% |
| 5Y Return (Ann) | 19.68% | 15.97% |
| 10Y Return (Ann) | 12.66% | 8.89% |
| Sharpe Ratio | 0.56 | 1.67 |
| Sortino Ratio | 0.92 | 2.06 |
| Omega Ratio | 1.13 | 1.33 |
| Calmar Ratio | 0.63 | 3.50 |
| Martin Ratio | 2.15 | 10.58 |
| Ulcer Index | 6.78% | 2.60% |
| Daily Std Dev | 26.06% | 16.48% |
| Max Drawdown | -86.00% | -66.21% |
| Current Drawdown | -4.15% | -7.60% |
Correlation
The correlation between IGC.L and EPI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IGC.L vs. EPI - Performance Comparison
In the year-to-date period, IGC.L achieves a 6.94% return, which is significantly lower than EPI's 14.54% return. Over the past 10 years, IGC.L has outperformed EPI with an annualized return of 12.66%, while EPI has yielded a comparatively lower 8.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
IGC.L vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for India Capital Growth Fund (IGC.L) and WisdomTree India Earnings Fund (EPI). 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.
Dividends
IGC.L vs. EPI - Dividend Comparison
Neither IGC.L nor EPI has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGC.L India Capital Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
IGC.L vs. EPI - Drawdown Comparison
The maximum IGC.L drawdown since its inception was -86.00%, which is greater than EPI's maximum drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for IGC.L and EPI. For additional features, visit the drawdowns tool.
Volatility
IGC.L vs. EPI - Volatility Comparison
India Capital Growth Fund (IGC.L) has a higher volatility of 7.96% compared to WisdomTree India Earnings Fund (EPI) at 3.75%. This indicates that IGC.L's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.