DODFX vs. RERGX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX).
DODFX is managed by Dodge & Cox. RERGX is managed by American Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODFX or RERGX.
Performance
DODFX vs. RERGX - Performance Comparison
Returns By Period
In the year-to-date period, DODFX achieves a 6.73% return, which is significantly higher than RERGX's 4.16% return. Over the past 10 years, DODFX has outperformed RERGX with an annualized return of 4.66%, while RERGX has yielded a comparatively lower 3.07% annualized return.
DODFX
6.73%
-4.86%
-1.87%
12.73%
7.30%
4.66%
RERGX
4.16%
-3.95%
-5.23%
9.07%
2.25%
3.07%
Key characteristics
| DODFX | RERGX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 0.68 |
| Sortino Ratio | 1.49 | 1.03 |
| Omega Ratio | 1.18 | 1.13 |
| Calmar Ratio | 1.70 | 0.33 |
| Martin Ratio | 4.47 | 3.05 |
| Ulcer Index | 2.94% | 2.85% |
| Daily Std Dev | 12.79% | 12.70% |
| Max Drawdown | -63.23% | -40.72% |
| Current Drawdown | -7.41% | -19.79% |
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DODFX vs. RERGX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than RERGX's 0.46% expense ratio.
Correlation
The correlation between DODFX and RERGX is 0.90, 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.
Risk-Adjusted Performance
DODFX vs. RERGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) 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
DODFX vs. RERGX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 2.14%, more than RERGX's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.14% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
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
DODFX vs. RERGX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than RERGX's maximum drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for DODFX and RERGX. For additional features, visit the drawdowns tool.
Volatility
DODFX vs. RERGX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 3.57% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.34%. This indicates that DODFX'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.