AEPGX vs. SPLG
Compare and contrast key facts about American Funds EuroPacific Growth Fund Class A (AEPGX) and SPDR Portfolio S&P 500 ETF (SPLG).
AEPGX is managed by American Funds. It was launched on Apr 16, 1984. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEPGX or SPLG.
Key characteristics
AEPGX | SPLG | |
---|---|---|
YTD Return | 4.44% | 6.01% |
1Y Return | 9.27% | 22.69% |
3Y Return (Ann) | -3.93% | 8.05% |
5Y Return (Ann) | 4.51% | 13.42% |
10Y Return (Ann) | 4.47% | 12.55% |
Sharpe Ratio | 0.67 | 1.95 |
Daily Std Dev | 13.32% | 11.63% |
Max Drawdown | -65.47% | -54.50% |
Current Drawdown | -15.32% | -4.01% |
Correlation
The correlation between AEPGX and SPLG is 0.72, 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.
Performance
AEPGX vs. SPLG - Performance Comparison
In the year-to-date period, AEPGX achieves a 4.44% return, which is significantly lower than SPLG's 6.01% return. Over the past 10 years, AEPGX has underperformed SPLG with an annualized return of 4.47%, while SPLG has yielded a comparatively higher 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AEPGX vs. SPLG - Expense Ratio Comparison
AEPGX has a 0.80% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
AEPGX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class A (AEPGX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
AEPGX vs. SPLG - Dividend Comparison
AEPGX's dividend yield for the trailing twelve months is around 3.42%, more than SPLG's 1.40% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
American Funds EuroPacific Growth Fund Class A | 3.42% | 3.57% | 1.72% | 5.15% | 0.17% | 2.79% | 6.34% | 4.66% | 1.24% | 3.05% | 1.38% | 0.91% |
SPDR Portfolio S&P 500 ETF | 1.40% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
AEPGX vs. SPLG - Drawdown Comparison
The maximum AEPGX drawdown since its inception was -65.47%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for AEPGX and SPLG. For additional features, visit the drawdowns tool.
Volatility
AEPGX vs. SPLG - Volatility Comparison
The current volatility for American Funds EuroPacific Growth Fund Class A (AEPGX) is 3.59%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 3.90%. This indicates that AEPGX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.