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CWBFX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWBFX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital World Bond Fund (CWBFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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CWBFX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWBFX
American Funds Capital World Bond Fund
-2.63%7.78%-3.25%5.81%-17.52%-5.17%9.91%7.66%-1.81%7.26%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-2.84%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, CWBFX achieves a -2.63% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, CWBFX has underperformed RERGX with an annualized return of 0.15%, while RERGX has yielded a comparatively higher 7.97% annualized return.


CWBFX

1D
0.13%
1M
-4.32%
YTD
-2.63%
6M
-2.45%
1Y
1.95%
3Y*
1.50%
5Y*
-2.49%
10Y*
0.15%

RERGX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.96%
1Y
21.57%
3Y*
11.01%
5Y*
3.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWBFX vs. RERGX - Expense Ratio Comparison

CWBFX has a 0.95% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

CWBFX vs. RERGX — Risk / Return Rank

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

CWBFX
CWBFX Risk / Return Rank: 1616
Overall Rank
CWBFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CWBFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CWBFX Omega Ratio Rank: 1111
Omega Ratio Rank
CWBFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CWBFX Martin Ratio Rank: 2020
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 7171
Overall Rank
RERGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RERGX Omega Ratio Rank: 6969
Omega Ratio Rank
RERGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RERGX Martin Ratio Rank: 6666
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.

CWBFX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Bond Fund (CWBFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.


CWBFXRERGXDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.38

-1.01

Sortino ratio

Return per unit of downside risk

0.56

1.87

-1.31

Omega ratio

Gain probability vs. loss probability

1.07

1.27

-0.20

Calmar ratio

Return relative to maximum drawdown

0.58

1.68

-1.10

Martin ratio

Return relative to average drawdown

2.05

6.37

-4.32

CWBFX vs. RERGX - Sharpe Ratio Comparison

The current CWBFX Sharpe Ratio is 0.37, which is lower than the RERGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CWBFX and RERGX, 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


CWBFXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.38

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.20

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.48

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.38

+0.47

Correlation

The correlation between CWBFX and RERGX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CWBFX vs. RERGX - Dividend Comparison

CWBFX's dividend yield for the trailing twelve months is around 2.84%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
CWBFX
American Funds Capital World Bond Fund
2.84%2.68%3.01%2.47%1.99%2.63%3.18%2.26%1.87%1.80%2.05%0.58%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.36%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

CWBFX vs. RERGX - Drawdown Comparison

The maximum CWBFX drawdown since its inception was -27.91%, smaller than the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for CWBFX and RERGX.


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Drawdown Indicators


CWBFXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-37.30%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-12.52%

+8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.34%

-37.30%

+10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-27.91%

-37.30%

+9.39%

Current Drawdown

Current decline from peak

-16.19%

-10.11%

-6.08%

Average Drawdown

Average peak-to-trough decline

-4.14%

-9.28%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

3.30%

-2.04%

Volatility

CWBFX vs. RERGX - Volatility Comparison

The current volatility for American Funds Capital World Bond Fund (CWBFX) is 2.04%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 7.27%. This indicates that CWBFX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWBFXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

7.27%

-5.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

11.54%

-8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.48%

16.40%

-10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

16.48%

-9.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

16.80%

-11.17%