TPYAX vs. EPDPX
TPYAX (Touchstone International ESG Equity Fund) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, TPYAX returned 9.07%/yr vs 9.15%/yr for EPDPX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. TPYAX charges 1.17%/yr vs 1.52%/yr for EPDPX.
Performance
TPYAX vs. EPDPX - Performance Comparison
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Returns By Period
In the year-to-date period, TPYAX achieves a -1.40% return, which is significantly lower than EPDPX's 9.36% return. Both investments have delivered pretty close results over the past 10 years, with TPYAX having a 9.07% annualized return and EPDPX not far ahead at 9.15%.
TPYAX
- 1D
- 1.80%
- 1M
- -2.19%
- 6M
- 1.44%
- YTD
- -1.40%
- 1Y
- -4.15%
- 3Y*
- 7.22%
- 5Y*
- 2.55%
- 10Y*
- 9.07%
- ALL TIME*
- 6.20%
EPDPX
- 1D
- 1.71%
- 1M
- 3.48%
- 6M
- 0.38%
- YTD
- 9.36%
- 1Y
- 37.19%
- 3Y*
- 21.18%
- 5Y*
- 14.31%
- 10Y*
- 9.15%
- ALL TIME*
- 6.45%
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 |
TPYAX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | -1.40% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
EPDPX EuroPac International Dividend Income Fund Class A | 9.36% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Correlation
The correlation between TPYAX and EPDPX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.62 |
The correlation between TPYAX and EPDPX shifts across timeframes, from 0.44 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TPYAX vs. EPDPX — Risk / Return Rank
TPYAX
EPDPX
TPYAX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.
| TPYAX | EPDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.50 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.44 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.39 | -3.65 |
| Martin ratioReturn relative to average drawdown | -0.62 | 8.57 | -9.19 |
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Drawdowns
TPYAX vs. EPDPX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for TPYAX and EPDPX.
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Drawdown Indicators
| TPYAX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -39.21% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -10.96% | -12.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -13.15% | -10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -21.06% | -15.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -33.34% | -2.80% |
Current DrawdownCurrent decline from peak | -9.33% | -6.43% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -11.15% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 4.33% | +5.55% |
Volatility
TPYAX vs. EPDPX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 5.63% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 3.71%. This indicates that TPYAX's price experiences larger fluctuations and is considered to be riskier than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPYAX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 3.71% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 12.36% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 14.83% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 14.12% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 14.83% | +5.73% |
TPYAX vs. EPDPX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Dividends
TPYAX vs. EPDPX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.08%, less than EPDPX's 6.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDPX EuroPac International Dividend Income Fund Class A | 6.03% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
TPYAX Touchstone International ESG Equity Fund | 1.08% | 1.06% | 10.22% | 4.12% | 2.32% | 7.13% | 0.34% | 46.57% | 12.62% | 4.31% | 2.46% | 10.29% |
Frequently Asked Questions
TPYAX and EPDPX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPYAX has higher volatility (5.63%) compared to EPDPX (3.71%). In terms of maximum drawdown, TPYAX dropped -57.30% vs EPDPX's -39.21%.
EPDPX currently has the higher Sharpe Ratio (2.51 vs -0.30), 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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