The European Equity Fund (EEA) Sharpe Ratio: 1.20

EEA's Sharpe Ratio of 1.20 indicates that for each unit of volatility, it generates 1.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.

EEA Sharpe Ratio Rank

Below Average

EEA ranks above 26.6% 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

EEA Sharpe Ratio Market Positioning

The chart shows EEA'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%): 1.16 or lower
Yellow zone (middle 50%): 1.16 to 2.07
Green zone (top 25%): 2.07 or higher
Top 1%: 4.00+
Median: 1.69 — half of all investments score higher

How it compares to other similar mutual funds

The table compares The European Equity Fund's Sharpe Ratio with other mutual funds in the Europe Equities category across multiple time periods, showing how EEA'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 Jun 26, 2026.

Symbol	Name	1Y Sharpe Ratio
UEPIX	ProFunds Europe 30 Fund	2.34
DSEUX	DoubleLine Shiller Enhanced International CAPE	1.91
CEE	The Central and Eastern Europe Fund	1.69
AEDAX	Invesco EQV European Equity Fund	1.64
JEGI.L	JPMorgan European Growth & Income plc	1.56
CMIUX	Six Circles Managed Equity Portfolio International Unconstrained Fund	1.27
EEA	The European Equity Fund	1.20
VESIX	Vanguard European Stock Index Fund Institutional Shares	1.11
VEUPX	Vanguard European Stock Index Fund Institutional Plus Shares	1.11
VEUSX	Vanguard European Stock Index Fund Admiral Shares	1.11

Benchmark Against

Benchmark

S&P 500 Index

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Historical Sharpe Ratio

The chart shows EEA'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 EEA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EEA fit in your portfolio?

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