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MIOFX vs. EPDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIOFX vs. EPDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsico International Opportunities Fund (MIOFX) and EuroPac International Dividend Income Fund (EPDIX). The values are adjusted to include any dividend payments, if applicable.

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MIOFX vs. EPDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIOFX
Marsico International Opportunities Fund
-10.27%28.54%36.31%17.96%-23.71%4.93%20.59%31.39%-18.18%44.09%
EPDIX
EuroPac International Dividend Income Fund
5.87%62.35%0.87%7.85%1.53%8.04%9.23%13.33%-10.74%15.81%

Returns By Period

In the year-to-date period, MIOFX achieves a -10.27% return, which is significantly lower than EPDIX's 5.87% return. Both investments have delivered pretty close results over the past 10 years, with MIOFX having a 10.08% annualized return and EPDIX not far behind at 9.85%.


MIOFX

1D
-0.63%
1M
-13.75%
YTD
-10.27%
6M
-14.10%
1Y
13.19%
3Y*
18.88%
5Y*
8.02%
10Y*
10.08%

EPDIX

1D
0.07%
1M
-9.48%
YTD
5.87%
6M
16.80%
1Y
44.92%
3Y*
20.84%
5Y*
14.71%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIOFX vs. EPDIX - Expense Ratio Comparison

MIOFX has a 1.50% expense ratio, which is higher than EPDIX's 1.25% expense ratio.


Return for Risk

MIOFX vs. EPDIX — Risk / Return Rank

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

MIOFX
MIOFX Risk / Return Rank: 2323
Overall Rank
MIOFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MIOFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MIOFX Omega Ratio Rank: 2323
Omega Ratio Rank
MIOFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MIOFX Martin Ratio Rank: 2121
Martin Ratio Rank

EPDIX
EPDIX Risk / Return Rank: 9797
Overall Rank
EPDIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EPDIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EPDIX Omega Ratio Rank: 9595
Omega Ratio Rank
EPDIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EPDIX Martin Ratio Rank: 9797
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.

MIOFX vs. EPDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marsico International Opportunities Fund (MIOFX) 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.


MIOFXEPDIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

2.80

-2.21

Sortino ratio

Return per unit of downside risk

0.97

3.33

-2.36

Omega ratio

Gain probability vs. loss probability

1.13

1.54

-0.41

Calmar ratio

Return relative to maximum drawdown

0.66

4.08

-3.42

Martin ratio

Return relative to average drawdown

2.25

16.78

-14.53

MIOFX vs. EPDIX - Sharpe Ratio Comparison

The current MIOFX Sharpe Ratio is 0.59, which is lower than the EPDIX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MIOFX and EPDIX, 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


MIOFXEPDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.80

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

1.06

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.66

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.46

-0.15

Correlation

The correlation between MIOFX and EPDIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MIOFX vs. EPDIX - Dividend Comparison

MIOFX's dividend yield for the trailing twelve months is around 5.29%, less than EPDIX's 6.72% yield.


TTM20252024202320222021202020192018201720162015
MIOFX
Marsico International Opportunities Fund
5.29%4.75%4.95%0.38%0.17%13.41%2.44%4.20%9.36%0.00%0.00%0.00%
EPDIX
EuroPac International Dividend Income Fund
6.72%7.71%4.09%3.32%2.81%2.31%1.92%2.68%3.00%2.93%2.47%3.88%

Drawdowns

MIOFX vs. EPDIX - Drawdown Comparison

The maximum MIOFX drawdown since its inception was -63.83%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for MIOFX and EPDIX.


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Drawdown Indicators


MIOFXEPDIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.83%

-38.23%

-25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.37%

-10.92%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-20.98%

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-32.84%

-5.91%

Current Drawdown

Current decline from peak

-15.37%

-9.48%

-5.89%

Average Drawdown

Average peak-to-trough decline

-17.22%

-10.88%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.65%

+1.84%

Volatility

MIOFX vs. EPDIX - Volatility Comparison

Marsico International Opportunities Fund (MIOFX) has a higher volatility of 7.97% compared to EuroPac International Dividend Income Fund (EPDIX) at 6.47%. This indicates that MIOFX's price experiences larger fluctuations and is considered to be riskier than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIOFXEPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

6.47%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

11.36%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

16.09%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

14.01%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

14.86%

+3.48%