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AEPGX vs. AMRMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEPGX and AMRMX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

AEPGX vs. AMRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class A (AEPGX) and American Funds American Mutual Fund Class A (AMRMX). The values are adjusted to include any dividend payments, if applicable.

2,700.00%2,800.00%2,900.00%3,000.00%3,100.00%3,200.00%3,300.00%NovemberDecember2025FebruaryMarchApril
3,114.61%
2,961.43%
AEPGX
AMRMX

Key characteristics

Sharpe Ratio

AEPGX:

-0.07

AMRMX:

0.30

Sortino Ratio

AEPGX:

0.02

AMRMX:

0.49

Omega Ratio

AEPGX:

1.00

AMRMX:

1.08

Calmar Ratio

AEPGX:

-0.04

AMRMX:

0.29

Martin Ratio

AEPGX:

-0.19

AMRMX:

0.98

Ulcer Index

AEPGX:

5.96%

AMRMX:

4.51%

Daily Std Dev

AEPGX:

17.12%

AMRMX:

14.97%

Max Drawdown

AEPGX:

-52.41%

AMRMX:

-47.60%

Current Drawdown

AEPGX:

-21.03%

AMRMX:

-9.36%

Returns By Period

In the year-to-date period, AEPGX achieves a 4.34% return, which is significantly higher than AMRMX's -0.99% return. Over the past 10 years, AEPGX has underperformed AMRMX with an annualized return of 1.93%, while AMRMX has yielded a comparatively higher 5.79% annualized return.


AEPGX

YTD

4.34%

1M

-1.15%

6M

-3.52%

1Y

-0.81%

5Y*

5.39%

10Y*

1.93%

AMRMX

YTD

-0.99%

1M

-3.73%

6M

-7.06%

1Y

4.55%

5Y*

9.50%

10Y*

5.79%

*Annualized

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AEPGX vs. AMRMX - Expense Ratio Comparison

AEPGX has a 0.80% expense ratio, which is higher than AMRMX's 0.58% expense ratio.


Expense ratio chart for AEPGX: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AEPGX: 0.80%
Expense ratio chart for AMRMX: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMRMX: 0.58%

Risk-Adjusted Performance

AEPGX vs. AMRMX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEPGX
The Risk-Adjusted Performance Rank of AEPGX is 1818
Overall Rank
The Sharpe Ratio Rank of AEPGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AEPGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AEPGX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AEPGX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of AEPGX is 1717
Martin Ratio Rank

AMRMX
The Risk-Adjusted Performance Rank of AMRMX is 4141
Overall Rank
The Sharpe Ratio Rank of AMRMX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of AMRMX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of AMRMX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AMRMX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of AMRMX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AEPGX vs. AMRMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class A (AEPGX) and American Funds American Mutual Fund Class A (AMRMX). 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.


The chart of Sharpe ratio for AEPGX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
AEPGX: -0.07
AMRMX: 0.30
The chart of Sortino ratio for AEPGX, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.00
AEPGX: 0.02
AMRMX: 0.49
The chart of Omega ratio for AEPGX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
AEPGX: 1.00
AMRMX: 1.08
The chart of Calmar ratio for AEPGX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.00
AEPGX: -0.04
AMRMX: 0.29
The chart of Martin ratio for AEPGX, currently valued at -0.19, compared to the broader market0.0010.0020.0030.0040.0050.00
AEPGX: -0.19
AMRMX: 0.98

The current AEPGX Sharpe Ratio is -0.07, which is lower than the AMRMX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of AEPGX and AMRMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.07
0.30
AEPGX
AMRMX

Dividends

AEPGX vs. AMRMX - Dividend Comparison

AEPGX's dividend yield for the trailing twelve months is around 1.15%, less than AMRMX's 1.77% yield.


TTM20242023202220212020201920182017201620152014
AEPGX
American Funds EuroPacific Growth Fund Class A
1.15%1.20%1.63%1.18%1.45%0.17%1.04%1.36%0.86%1.24%1.75%1.38%
AMRMX
American Funds American Mutual Fund Class A
1.77%1.74%2.12%2.00%1.64%1.92%2.02%2.25%2.00%2.09%2.25%2.01%

Drawdowns

AEPGX vs. AMRMX - Drawdown Comparison

The maximum AEPGX drawdown since its inception was -52.41%, which is greater than AMRMX's maximum drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for AEPGX and AMRMX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.03%
-9.36%
AEPGX
AMRMX

Volatility

AEPGX vs. AMRMX - Volatility Comparison

The current volatility for American Funds EuroPacific Growth Fund Class A (AEPGX) is 10.10%, while American Funds American Mutual Fund Class A (AMRMX) has a volatility of 10.65%. This indicates that AEPGX experiences smaller price fluctuations and is considered to be less risky than AMRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.10%
10.65%
AEPGX
AMRMX