PIGDX vs. EPDIX
PIGDX (Federated Hermes International Growth Fund) and EPDIX (EuroPac International Dividend Income Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, PIGDX returned -24.69%/yr vs 14.62%/yr for EPDIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. PIGDX charges 0.84%/yr vs 1.25%/yr for EPDIX.
Performance
PIGDX vs. EPDIX - Performance Comparison
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Returns By Period
In the year-to-date period, PIGDX achieves a 10.51% return, which is significantly higher than EPDIX's 9.59% return.
PIGDX
- 1D
- 3.11%
- 1M
- -4.65%
- 6M
- 0.23%
- YTD
- 10.51%
- 1Y
- -73.43%
- 3Y*
- -31.63%
- 5Y*
- -24.69%
- 10Y*
- —
- ALL TIME*
- -5.31%
EPDIX
- 1D
- 1.79%
- 1M
- 3.58%
- 6M
- 0.58%
- YTD
- 9.59%
- 1Y
- 37.63%
- 3Y*
- 21.52%
- 5Y*
- 14.62%
- 10Y*
- 9.45%
- ALL TIME*
- 6.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PIGDX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIGDX Federated Hermes International Growth Fund | 10.51% | -72.44% | 6.47% | 8.80% | -29.43% | 6.85% | 43.18% | 26.99% | -13.33% | 41.55% |
EPDIX EuroPac International Dividend Income Fund | 9.59% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Correlation
The correlation between PIGDX and EPDIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.64 |
The correlation between PIGDX and EPDIX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
PIGDX vs. EPDIX — Risk / Return Rank
PIGDX
EPDIX
PIGDX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Growth Fund (PIGDX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PIGDX | EPDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.47 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 0.64 | 1.45 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 3.43 | -4.40 |
| Martin ratioReturn relative to average drawdown | -1.28 | 8.71 | -9.98 |
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Drawdowns
PIGDX vs. EPDIX - Drawdown Comparison
The maximum PIGDX drawdown since its inception was -79.94%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for PIGDX and EPDIX.
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Drawdown Indicators
| PIGDX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.94% | -38.23% | -41.71% |
Max Drawdown (1Y)Largest decline over 1 year | -78.87% | -10.92% | -67.95% |
Max Drawdown (3Y)Largest decline over 3 years | -78.87% | -13.01% | -65.86% |
Max Drawdown (5Y)Largest decline over 5 years | -79.94% | -20.98% | -58.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.84% | — |
Current DrawdownCurrent decline from peak | -77.31% | -6.30% | -71.01% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -10.74% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.49% | 4.29% | +53.20% |
Volatility
PIGDX vs. EPDIX - Volatility Comparison
Federated Hermes International Growth Fund (PIGDX) has a higher volatility of 6.88% compared to EuroPac International Dividend Income Fund (EPDIX) at 3.77%. This indicates that PIGDX'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
| PIGDX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 3.77% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 12.35% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.30% | 14.80% | +67.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.27% | 14.09% | +25.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.87% | 14.83% | +16.04% |
PIGDX vs. EPDIX - Expense Ratio Comparison
PIGDX has a 0.84% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Dividends
PIGDX vs. EPDIX - Dividend Comparison
PIGDX has not paid dividends to shareholders, while EPDIX's dividend yield for the trailing twelve months is around 6.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 6.83% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
PIGDX Federated Hermes International Growth Fund | 0.00% | 0.00% | 1.98% | 1.24% | 2.03% | 3.98% | 4.51% | 4.64% | 16.19% | 1.26% | 0.00% | 0.00% |
Frequently Asked Questions
PIGDX and EPDIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PIGDX has higher volatility (6.88%) compared to EPDIX (3.77%). In terms of maximum drawdown, PIGDX dropped -79.94% vs EPDIX's -38.23%.
EPDIX currently has the higher Sharpe Ratio (2.54 vs -0.93), 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.
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