PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AEPGX vs. RJF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEPGX and RJF is 0.44, 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.


-0.50.00.51.00.4

Performance

AEPGX vs. RJF - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,838.21%
81,804.76%
AEPGX
RJF

Key characteristics

Sharpe Ratio

AEPGX:

0.98

RJF:

2.39

Sortino Ratio

AEPGX:

1.42

RJF:

3.32

Omega Ratio

AEPGX:

1.18

RJF:

1.44

Calmar Ratio

AEPGX:

0.47

RJF:

3.24

Martin Ratio

AEPGX:

3.97

RJF:

9.51

Ulcer Index

AEPGX:

3.13%

RJF:

6.08%

Daily Std Dev

AEPGX:

12.68%

RJF:

24.15%

Max Drawdown

AEPGX:

-52.42%

RJF:

-69.68%

Current Drawdown

AEPGX:

-17.30%

RJF:

-3.94%

Returns By Period

In the year-to-date period, AEPGX achieves a 8.54% return, which is significantly lower than RJF's 48.15% return. Over the past 10 years, AEPGX has underperformed RJF with an annualized return of 3.22%, while RJF has yielded a comparatively higher 17.35% annualized return.


AEPGX

YTD

8.54%

1M

1.58%

6M

-0.06%

1Y

12.03%

5Y (annualized)

2.54%

10Y (annualized)

3.22%

RJF

YTD

48.15%

1M

1.62%

6M

37.13%

1Y

57.40%

5Y (annualized)

24.02%

10Y (annualized)

17.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEPGX vs. RJF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class A (AEPGX) and Raymond James Financial, Inc. (RJF). 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.


Sharpe ratio
The chart of Sharpe ratio for AEPGX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.982.39
The chart of Sortino ratio for AEPGX, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.0012.001.423.32
The chart of Omega ratio for AEPGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.44
The chart of Calmar ratio for AEPGX, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.473.24
The chart of Martin ratio for AEPGX, currently valued at 3.97, compared to the broader market0.0020.0040.0060.0080.003.979.51
AEPGX
RJF

The current AEPGX Sharpe Ratio is 0.98, which is lower than the RJF Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of AEPGX and RJF, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.98
2.39
AEPGX
RJF

Dividends

AEPGX vs. RJF - Dividend Comparison

AEPGX's dividend yield for the trailing twelve months is around 1.59%, more than RJF's 1.10% yield.


TTM20232022202120202019201820172016201520142013
AEPGX
American Funds EuroPacific Growth Fund Class A
1.59%1.63%1.18%1.45%0.17%1.04%1.36%0.86%1.24%1.75%1.38%0.91%
RJF
Raymond James Financial, Inc.
1.10%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%1.15%1.11%

Drawdowns

AEPGX vs. RJF - Drawdown Comparison

The maximum AEPGX drawdown since its inception was -52.42%, smaller than the maximum RJF drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for AEPGX and RJF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.30%
-3.94%
AEPGX
RJF

Volatility

AEPGX vs. RJF - Volatility Comparison

The current volatility for American Funds EuroPacific Growth Fund Class A (AEPGX) is 3.11%, while Raymond James Financial, Inc. (RJF) has a volatility of 5.57%. This indicates that AEPGX experiences smaller price fluctuations and is considered to be less risky than RJF 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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
3.11%
5.57%
AEPGX
RJF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab