NMIEX vs. EPDIX
Compare and contrast key facts about Northern Active M International Equity Fund (NMIEX) and EuroPac International Dividend Income Fund (EPDIX).
NMIEX is managed by Northern Funds. It was launched on Jun 22, 2006. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
NMIEX vs. EPDIX - Performance Comparison
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NMIEX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMIEX Northern Active M International Equity Fund | -2.63% | 34.98% | 4.43% | 20.82% | -17.17% | 14.41% | 11.70% | 22.93% | -13.76% | 29.06% |
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, NMIEX achieves a -2.63% return, which is significantly lower than EPDIX's 5.87% return. Over the past 10 years, NMIEX has underperformed EPDIX with an annualized return of 9.26%, while EPDIX has yielded a comparatively higher 9.85% annualized return.
NMIEX
- 1D
- -0.16%
- 1M
- -12.08%
- YTD
- -2.63%
- 6M
- 0.59%
- 1Y
- 21.57%
- 3Y*
- 14.63%
- 5Y*
- 8.42%
- 10Y*
- 9.26%
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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NMIEX vs. EPDIX - Expense Ratio Comparison
NMIEX has a 0.84% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
NMIEX vs. EPDIX — Risk / Return Rank
NMIEX
EPDIX
NMIEX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Active M International Equity Fund (NMIEX) 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.
| NMIEX | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 2.80 | -1.56 |
Sortino ratioReturn per unit of downside risk | 1.72 | 3.33 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.54 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 4.08 | -2.76 |
Martin ratioReturn relative to average drawdown | 5.38 | 16.78 | -11.40 |
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
| NMIEX | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.80 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.06 | -0.53 |
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 | 0.27 | 0.46 | -0.19 |
Correlation
The correlation between NMIEX and EPDIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NMIEX vs. EPDIX - Dividend Comparison
NMIEX's dividend yield for the trailing twelve months is around 10.72%, more than EPDIX's 6.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMIEX Northern Active M International Equity Fund | 10.72% | 10.43% | 14.92% | 6.95% | 1.53% | 10.42% | 0.80% | 5.83% | 6.65% | 1.34% | 1.73% | 0.75% |
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
NMIEX vs. EPDIX - Drawdown Comparison
The maximum NMIEX drawdown since its inception was -55.92%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for NMIEX and EPDIX.
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Drawdown Indicators
| NMIEX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.92% | -38.23% | -17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -10.92% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -20.98% | -10.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -32.84% | -3.79% |
Current DrawdownCurrent decline from peak | -12.08% | -9.48% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -10.88% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.65% | +0.67% |
Volatility
NMIEX vs. EPDIX - Volatility Comparison
Northern Active M International Equity Fund (NMIEX) and EuroPac International Dividend Income Fund (EPDIX) have volatilities of 6.47% 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
| NMIEX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 6.47% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 11.36% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 16.09% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 14.01% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 14.86% | +1.97% |