DFCEX vs. RERGX
Compare and contrast key facts about DFA Emerging Markets Core Equity Fund (DFCEX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX).
DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005. RERGX is managed by American Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFCEX or RERGX.
Key characteristics
| DFCEX | RERGX | |
|---|---|---|
| YTD Return | 7.15% | 4.16% |
| 1Y Return | 12.74% | 9.07% |
| 3Y Return (Ann) | 0.62% | -5.60% |
| 5Y Return (Ann) | 5.67% | 2.25% |
| 10Y Return (Ann) | 4.49% | 3.07% |
| Sharpe Ratio | 0.98 | 0.68 |
| Sortino Ratio | 1.40 | 1.03 |
| Omega Ratio | 1.18 | 1.13 |
| Calmar Ratio | 0.86 | 0.33 |
| Martin Ratio | 4.58 | 3.05 |
| Ulcer Index | 2.67% | 2.85% |
| Daily Std Dev | 12.42% | 12.70% |
| Max Drawdown | -64.58% | -40.72% |
| Current Drawdown | -8.39% | -19.79% |
Correlation
The correlation between DFCEX and RERGX is 0.84, 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
DFCEX vs. RERGX - Performance Comparison
In the year-to-date period, DFCEX achieves a 7.15% return, which is significantly higher than RERGX's 4.16% return. Over the past 10 years, DFCEX has outperformed RERGX with an annualized return of 4.49%, while RERGX has yielded a comparatively lower 3.07% 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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DFCEX vs. RERGX - Expense Ratio Comparison
DFCEX has a 0.40% expense ratio, which is lower than RERGX's 0.46% expense ratio.
Risk-Adjusted Performance
DFCEX vs. RERGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) 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.
Dividends
DFCEX vs. RERGX - Dividend Comparison
DFCEX's dividend yield for the trailing twelve months is around 3.27%, more than RERGX's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCEX DFA Emerging Markets Core Equity Fund | 3.27% | 3.53% | 3.77% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 2.03% | 2.01% | 1.47% | 1.83% | 0.41% | 1.39% | 1.78% | 1.19% | 1.64% | 2.13% | 1.74% | 1.25% |
Drawdowns
DFCEX vs. RERGX - Drawdown Comparison
The maximum DFCEX drawdown since its inception was -64.58%, which is greater than RERGX's maximum drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for DFCEX and RERGX. For additional features, visit the drawdowns tool.
Volatility
DFCEX vs. RERGX - Volatility Comparison
DFA Emerging Markets Core Equity Fund (DFCEX) has a higher volatility of 3.57% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.34%. This indicates that DFCEX's price experiences larger fluctuations and is considered to be riskier than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.