MNCEX vs. EPDIX
Compare and contrast key facts about Mercer Non-US Core Equity Fund (MNCEX) and EuroPac International Dividend Income Fund (EPDIX).
MNCEX is managed by Mercer Funds. It was launched on Aug 17, 2006. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
MNCEX vs. EPDIX - Performance Comparison
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MNCEX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MNCEX Mercer Non-US Core Equity Fund | -1.72% | 37.46% | 6.24% | 18.86% | -16.89% | 11.36% | 9.63% | 10.44% |
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 5.53% |
Returns By Period
In the year-to-date period, MNCEX achieves a -1.72% return, which is significantly lower than EPDIX's 5.87% return.
MNCEX
- 1D
- 0.50%
- 1M
- -11.16%
- YTD
- -1.72%
- 6M
- 2.51%
- 1Y
- 23.52%
- 3Y*
- 16.40%
- 5Y*
- 8.83%
- 10Y*
- —
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%
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MNCEX vs. EPDIX - Expense Ratio Comparison
MNCEX has a 0.39% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
MNCEX vs. EPDIX — Risk / Return Rank
MNCEX
EPDIX
MNCEX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercer Non-US Core Equity Fund (MNCEX) 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.
| MNCEX | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.80 | -1.44 |
Sortino ratioReturn per unit of downside risk | 1.83 | 3.33 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.54 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 4.08 | -2.11 |
Martin ratioReturn relative to average drawdown | 8.51 | 16.78 | -8.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MNCEX | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.80 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 1.06 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.46 | +0.14 |
Correlation
The correlation between MNCEX and EPDIX is 0.67, 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
MNCEX vs. EPDIX - Dividend Comparison
MNCEX's dividend yield for the trailing twelve months is around 13.88%, more than EPDIX's 6.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNCEX Mercer Non-US Core Equity Fund | 13.88% | 13.64% | 8.97% | 3.60% | 3.14% | 18.31% | 0.00% | 0.00% | 0.00% | 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
MNCEX vs. EPDIX - Drawdown Comparison
The maximum MNCEX drawdown since its inception was -32.79%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for MNCEX and EPDIX.
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Drawdown Indicators
| MNCEX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.79% | -38.23% | +5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -10.92% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -30.57% | -20.98% | -9.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.84% | — |
Current DrawdownCurrent decline from peak | -11.16% | -9.48% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -10.88% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.65% | +0.53% |
Volatility
MNCEX vs. EPDIX - Volatility Comparison
Mercer Non-US Core Equity Fund (MNCEX) and EuroPac International Dividend Income Fund (EPDIX) have volatilities of 6.52% and 6.47%, 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
| MNCEX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 6.47% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 11.36% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 16.09% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 14.01% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 14.86% | +3.35% |