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

Correlation

The correlation between AEPGX and SCHD is 0.67, 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.


-0.50.00.51.00.7

Performance

AEPGX vs. SCHD - Performance Comparison

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

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
77.83%
394.81%
AEPGX
SCHD

Key characteristics

Sharpe Ratio

AEPGX:

0.09

SCHD:

1.20

Sortino Ratio

AEPGX:

0.21

SCHD:

1.76

Omega Ratio

AEPGX:

1.03

SCHD:

1.21

Calmar Ratio

AEPGX:

0.05

SCHD:

1.69

Martin Ratio

AEPGX:

0.35

SCHD:

5.86

Ulcer Index

AEPGX:

3.39%

SCHD:

2.30%

Daily Std Dev

AEPGX:

13.58%

SCHD:

11.25%

Max Drawdown

AEPGX:

-52.42%

SCHD:

-33.37%

Current Drawdown

AEPGX:

-24.65%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, AEPGX achieves a -1.11% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, AEPGX has underperformed SCHD with an annualized return of 2.39%, while SCHD has yielded a comparatively higher 10.86% annualized return.


AEPGX

YTD

-1.11%

1M

-5.16%

6M

-5.77%

1Y

0.05%

5Y*

0.44%

10Y*

2.39%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

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


AEPGX vs. SCHD - Expense Ratio Comparison

AEPGX has a 0.80% expense ratio, which is higher than SCHD's 0.06% expense ratio.


AEPGX
American Funds EuroPacific Growth Fund Class A
Expense ratio chart for AEPGX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

AEPGX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class A (AEPGX) and Schwab US Dividend Equity ETF (SCHD). 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 0.09, compared to the broader market-1.000.001.002.003.004.000.091.20
The chart of Sortino ratio for AEPGX, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.000.211.76
The chart of Omega ratio for AEPGX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.21
The chart of Calmar ratio for AEPGX, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.000.051.69
The chart of Martin ratio for AEPGX, currently valued at 0.35, compared to the broader market0.0020.0040.0060.000.355.86
AEPGX
SCHD

The current AEPGX Sharpe Ratio is 0.09, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AEPGX and SCHD, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.09
1.20
AEPGX
SCHD

Dividends

AEPGX vs. SCHD - Dividend Comparison

AEPGX's dividend yield for the trailing twelve months is around 0.38%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
AEPGX
American Funds EuroPacific Growth Fund Class A
0.38%1.63%1.18%1.45%0.17%1.04%1.36%0.86%1.24%1.75%1.38%0.91%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AEPGX vs. SCHD - Drawdown Comparison

The maximum AEPGX drawdown since its inception was -52.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AEPGX and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.65%
-6.72%
AEPGX
SCHD

Volatility

AEPGX vs. SCHD - Volatility Comparison

American Funds EuroPacific Growth Fund Class A (AEPGX) has a higher volatility of 5.73% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that AEPGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.73%
3.88%
AEPGX
SCHD
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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.

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