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

Correlation

The correlation between AMRMX and AEPGX is 0.56, 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.


-0.50.00.51.00.6

Performance

AMRMX vs. AEPGX - Performance Comparison

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

3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,006.77%
2,959.20%
AMRMX
AEPGX

Key characteristics

Sharpe Ratio

AMRMX:

1.12

AEPGX:

0.09

Sortino Ratio

AMRMX:

1.45

AEPGX:

0.21

Omega Ratio

AMRMX:

1.23

AEPGX:

1.03

Calmar Ratio

AMRMX:

1.23

AEPGX:

0.05

Martin Ratio

AMRMX:

6.78

AEPGX:

0.35

Ulcer Index

AMRMX:

1.75%

AEPGX:

3.39%

Daily Std Dev

AMRMX:

10.56%

AEPGX:

13.58%

Max Drawdown

AMRMX:

-47.60%

AEPGX:

-52.42%

Current Drawdown

AMRMX:

-8.71%

AEPGX:

-24.65%

Returns By Period

In the year-to-date period, AMRMX achieves a 9.74% return, which is significantly higher than AEPGX's -1.11% return. Over the past 10 years, AMRMX has outperformed AEPGX with an annualized return of 8.74%, while AEPGX has yielded a comparatively lower 2.39% annualized return.


AMRMX

YTD

9.74%

1M

-6.37%

6M

1.57%

1Y

10.94%

5Y*

8.48%

10Y*

8.74%

AEPGX

YTD

-1.11%

1M

-5.16%

6M

-5.77%

1Y

0.05%

5Y*

0.44%

10Y*

2.39%

Compare stocks, funds, or ETFs

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


AMRMX vs. AEPGX - Expense Ratio Comparison

AMRMX has a 0.58% expense ratio, which is lower than AEPGX's 0.80% 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 AMRMX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

AMRMX vs. AEPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Mutual Fund Class A (AMRMX) and American Funds EuroPacific Growth Fund Class A (AEPGX). 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 AMRMX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.120.09
The chart of Sortino ratio for AMRMX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.450.21
The chart of Omega ratio for AMRMX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.03
The chart of Calmar ratio for AMRMX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.0014.001.230.05
The chart of Martin ratio for AMRMX, currently valued at 6.78, compared to the broader market0.0020.0040.0060.006.780.35
AMRMX
AEPGX

The current AMRMX Sharpe Ratio is 1.12, which is higher than the AEPGX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of AMRMX and AEPGX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.12
0.09
AMRMX
AEPGX

Dividends

AMRMX vs. AEPGX - Dividend Comparison

AMRMX's dividend yield for the trailing twelve months is around 1.18%, more than AEPGX's 0.38% yield.


TTM20232022202120202019201820172016201520142013
AMRMX
American Funds American Mutual Fund Class A
1.18%2.12%2.00%1.64%1.92%2.02%2.25%2.00%2.09%2.24%2.00%4.49%
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%

Drawdowns

AMRMX vs. AEPGX - Drawdown Comparison

The maximum AMRMX drawdown since its inception was -47.60%, smaller than the maximum AEPGX drawdown of -52.42%. Use the drawdown chart below to compare losses from any high point for AMRMX and AEPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.71%
-24.65%
AMRMX
AEPGX

Volatility

AMRMX vs. AEPGX - Volatility Comparison

American Funds American Mutual Fund Class A (AMRMX) has a higher volatility of 6.18% compared to American Funds EuroPacific Growth Fund Class A (AEPGX) at 5.73%. This indicates that AMRMX's price experiences larger fluctuations and is considered to be riskier than AEPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.18%
5.73%
AMRMX
AEPGX
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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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