DFWVX vs. RERGX

Last updated Aug 4, 2026

DFWVX (DFA World ex U.S. Value Portfolio Fund) and RERGX (American Funds EUPAC Fund Class R-6) are both Foreign Large Cap Equities funds. Over the past 10 years, DFWVX returned 29.21%/yr vs 8.82%/yr for RERGX. Their correlation of 0.87 means they have usually moved in the same direction. DFWVX charges 0.40%/yr vs 0.47%/yr for RERGX.

Performance

DFWVX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Value Portfolio Fund (DFWVX) and American Funds EUPAC Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFWVX achieves a 15.79% return, which is significantly higher than RERGX's 10.30% return. Over the past 10 years, DFWVX has outperformed RERGX with an annualized return of 29.21%, while RERGX has yielded a comparatively lower 8.82% annualized return.

DFWVX

• 1D: -0.15%
• 1M: 2.33%
• 6M: 8.50%
• YTD: 15.79%
• 1Y: 34.59%
• 3Y*: 21.25%
• 5Y*: 17.26%
• 10Y*: 29.21%
• ALL TIME*: 21.55%

RERGX

• 1D: 0.65%
• 1M: -0.13%
• 6M: 4.27%
• YTD: 10.30%
• 1Y: 25.47%
• 3Y*: 14.15%
• 5Y*: 5.25%
• 10Y*: 8.82%
• ALL TIME*: 7.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFWVX DFA World ex U.S. Value Portfolio Fund	$0.00	$0.00	$0.00
RERGX American Funds EUPAC Fund Class R-6	$0.00	$0.00	$0.00

DFWVX vs. RERGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFWVX DFA World ex U.S. Value Portfolio Fund	15.79%	40.30%	6.66%	17.37%	-6.41%	32.65%	-0.40%	344.89%	-16.69%	28.21%
RERGX American Funds EUPAC Fund Class R-6	10.30%	29.34%	3.00%	16.11%	-22.77%	2.84%	25.27%	27.40%	-17.33%	31.19%

Correlation

The correlation between DFWVX and RERGX is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (5Y) Shows whether the relationship held over a longer period.	0.88
Correlation (10Y) Provides a long-term view across more market conditions.	0.86
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.87

The correlation between DFWVX and RERGX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

Return for Risk

DFWVX vs. RERGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFWVX

DFWVX Risk / Return Rank: 90
DFWVX Sharpe Ratio Rank: 93
DFWVX Sortino Ratio Rank: 89
DFWVX Omega Ratio Rank: 88
DFWVX Calmar Ratio Rank: 90
DFWVX Martin Ratio Rank: 89

RERGX

RERGX Risk / Return Rank: 48
RERGX Sharpe Ratio Rank: 48
RERGX Sortino Ratio Rank: 47
RERGX Omega Ratio Rank: 49
RERGX Calmar Ratio Rank: 48
RERGX Martin Ratio Rank: 46

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFWVX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) and American Funds EUPAC 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFWVX	RERGX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.42	+1.05
Sortino ratio: Return per unit of downside risk	3.33	2.03	+1.31
Omega ratio: Gain probability vs. loss probability	1.46	1.26	+0.19
Calmar ratio: Return relative to maximum drawdown	3.50	1.97	+1.54
Martin ratio: Return relative to average drawdown	12.33	6.96	+5.36

DFWVX vs. RERGX - Sharpe Ratio Comparison

The current DFWVX Sharpe Ratio is 2.47, which is higher than the RERGX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DFWVX and RERGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFWVX vs. RERGX - Drawdown Comparison

The maximum DFWVX drawdown since its inception was -41.32%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for DFWVX and RERGX.

Drawdown Indicators

	DFWVX	RERGX	Difference
Max Drawdown Largest peak-to-trough decline	-41.32%	-37.30%	-4.02%
Max Drawdown (1Y) Largest decline over 1 year	-9.91%	-12.52%	+2.61%
Max Drawdown (3Y) Largest decline over 3 years	-14.11%	-15.62%	+1.51%
Max Drawdown (5Y) Largest decline over 5 years	-24.59%	-37.30%	+12.71%
Max Drawdown (10Y) Largest decline over 10 years	-41.32%	-37.30%	-4.02%
Current Drawdown Current decline from peak	-1.29%	-2.88%	+1.59%
Average Drawdown Average peak-to-trough decline	-7.03%	-9.15%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	3.53%	-0.72%

Volatility

DFWVX vs. RERGX - Volatility Comparison

The current volatility for DFA World ex U.S. Value Portfolio Fund (DFWVX) is 4.82%, while American Funds EUPAC Fund Class R-6 (RERGX) has a volatility of 5.67%. This indicates that DFWVX 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.

Volatility by Period

	DFWVX	RERGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	5.67%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	12.34%	15.25%	-2.91%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	17.35%	-3.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	17.00%	-0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.79%	16.88%	+17.91%

DFWVX vs. RERGX - Expense Ratio Comparison

DFWVX has a 0.40% expense ratio, which is lower than RERGX's 0.47% expense ratio.

Dividends

DFWVX vs. RERGX - Dividend Comparison

DFWVX's dividend yield for the trailing twelve months is around 3.33%, less than RERGX's 16.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFWVX DFA World ex U.S. Value Portfolio Fund	3.33%	3.66%	4.28%	4.30%	3.75%	15.97%	2.43%	110.54%	5.26%	2.70%	2.92%	2.77%
RERGX American Funds EUPAC Fund Class R-6	16.65%	13.95%	4.96%	3.95%	2.02%	10.19%	0.41%	3.14%	3.17%	4.99%	1.64%	3.43%

Frequently Asked Questions

Can I hold both DFWVX and RERGX in my portfolio?

DFWVX and RERGX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFWVX or RERGX?

RERGX has higher volatility (5.67%) compared to DFWVX (4.82%). In terms of maximum drawdown, DFWVX dropped -41.32% vs RERGX's -37.30%.

Which has better risk-adjusted returns?

DFWVX currently has the higher Sharpe Ratio (2.47 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.