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American Funds EuroPacific Growth Fund Class F-1 (AEGFX) Sharpe Ratio: 1.07

Mutual Fund · Currency in USD · Last updated Jul 25, 2026

The EuroPacific Growth Fund seeks long-term growth of capital by investing in companies based chiefly in Europe and the Pacific Basin, ranging from small firms to large corporations. The fund uses a multiple-portfolio-manager system and may also hold emerging markets equities. Class F-1 shares are sold through fee-based advisory programs and carry no sales load.

AEGFX's Sharpe Ratio of 1.07 indicates that for each unit of volatility, it generates 1.07 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AEGFX Sharpe Ratio Rank

AEGFX Sharpe Ratio Rank: 34.134
Below Average

AEGFX ranks above 34.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

AEGFX Sharpe Ratio Market Positioning

The chart shows AEGFX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 3.74+
  • Median: 1.34 — half of all investments score higher

How it compares to other similar mutual funds

The table compares American Funds EuroPacific Growth Fund Class F-1's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how AEGFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GTMIXGMO Tax-Managed International Equities Fund2.60
SAHMXSA International Value Fund2.57
PTSIXPIMCO RAE PLUS International Fund2.45
SWRLXTouchstone International Equity Fund2.44
VIHAXVanguard International High Dividend Yield Index Fund Admiral Shares2.25
GTCIXGlenmede Quantitative International Equity Portfolio2.22
EPDIXEuroPac International Dividend Income Fund2.21
DCINXDunham International Stock Fund2.20
SIDNXHartford Schroders International Multi-Cap Value Fund2.20
EPDPXEuroPac International Dividend Income Fund Class A2.18
AEGFXAmerican Funds EuroPacific Growth Fund Class F-11.07

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AEGFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AEGFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AEGFX fit in your portfolio?

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