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AEPGX vs. NEWFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AEPGX vs. NEWFX - 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 New World Fund (NEWFX). The values are adjusted to include any dividend payments, if applicable.

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AEPGX vs. NEWFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEPGX
American Funds EuroPacific Growth Fund Class A
-2.93%28.88%2.63%15.65%-23.06%-1.64%24.80%26.94%-15.21%30.74%
NEWFX
American Funds New World Fund
-1.57%28.16%6.45%15.75%-22.08%4.69%24.79%27.51%-12.32%32.56%

Returns By Period

In the year-to-date period, AEPGX achieves a -2.93% return, which is significantly lower than NEWFX's -1.57% return. Over the past 10 years, AEPGX has underperformed NEWFX with an annualized return of 7.45%, while NEWFX has yielded a comparatively higher 9.32% annualized return.


AEPGX

1D
2.75%
1M
-8.20%
YTD
-2.93%
6M
0.77%
1Y
21.14%
3Y*
10.59%
5Y*
2.11%
10Y*
7.45%

NEWFX

1D
2.62%
1M
-8.59%
YTD
-1.57%
6M
1.91%
1Y
23.53%
3Y*
13.41%
5Y*
4.37%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AEPGX vs. NEWFX - Expense Ratio Comparison

AEPGX has a 0.80% expense ratio, which is lower than NEWFX's 0.96% expense ratio.


Return for Risk

AEPGX vs. NEWFX — Risk / Return Rank

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

AEPGX
AEPGX Risk / Return Rank: 6969
Overall Rank
AEPGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AEPGX Sortino Ratio Rank: 7272
Sortino Ratio Rank
AEPGX Omega Ratio Rank: 6767
Omega Ratio Rank
AEPGX Calmar Ratio Rank: 6868
Calmar Ratio Rank
AEPGX Martin Ratio Rank: 6464
Martin Ratio Rank

NEWFX
NEWFX Risk / Return Rank: 7878
Overall Rank
NEWFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NEWFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
NEWFX Omega Ratio Rank: 7878
Omega Ratio Rank
NEWFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NEWFX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AEPGX vs. NEWFX - Risk-Adjusted Trends Comparison

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


AEPGXNEWFXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.56

-0.20

Sortino ratio

Return per unit of downside risk

1.83

2.16

-0.32

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratio

Return relative to maximum drawdown

1.64

1.79

-0.15

Martin ratio

Return relative to average drawdown

6.22

7.45

-1.23

AEPGX vs. NEWFX - Sharpe Ratio Comparison

The current AEPGX Sharpe Ratio is 1.35, which is comparable to the NEWFX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of AEPGX and NEWFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AEPGXNEWFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.56

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.29

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

+0.01

Correlation

The correlation between AEPGX and NEWFX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AEPGX vs. NEWFX - Dividend Comparison

AEPGX's dividend yield for the trailing twelve months is around 14.10%, more than NEWFX's 5.80% yield.


TTM20252024202320222021202020192018201720162015
AEPGX
American Funds EuroPacific Growth Fund Class A
14.10%13.69%4.56%3.57%1.72%5.15%0.17%2.79%6.33%4.66%1.24%3.05%
NEWFX
American Funds New World Fund
5.80%5.71%3.66%2.46%0.89%6.89%0.10%3.65%2.26%1.90%0.92%0.60%

Drawdowns

AEPGX vs. NEWFX - Drawdown Comparison

The maximum AEPGX drawdown since its inception was -53.98%, roughly equal to the maximum NEWFX drawdown of -56.71%. Use the drawdown chart below to compare losses from any high point for AEPGX and NEWFX.


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Drawdown Indicators


AEPGXNEWFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.98%

-56.71%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-13.03%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-33.68%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-33.68%

-4.82%

Current Drawdown

Current decline from peak

-10.16%

-10.76%

+0.60%

Average Drawdown

Average peak-to-trough decline

-11.52%

-11.80%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.14%

+0.17%

Volatility

AEPGX vs. NEWFX - Volatility Comparison

American Funds EuroPacific Growth Fund Class A (AEPGX) and American Funds New World Fund (NEWFX) have volatilities of 7.25% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEPGXNEWFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

7.10%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

11.01%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

15.63%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

15.17%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

15.98%

+0.84%