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DODFX vs. RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODFX and RERGX is 0.77, 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

DODFX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox International Stock Fund (DODFX) 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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Key characteristics

Sharpe Ratio

DODFX:

1.00

RERGX:

0.55

Sortino Ratio

DODFX:

1.31

RERGX:

0.71

Omega Ratio

DODFX:

1.18

RERGX:

1.10

Calmar Ratio

DODFX:

1.01

RERGX:

0.37

Martin Ratio

DODFX:

3.00

RERGX:

1.67

Ulcer Index

DODFX:

4.83%

RERGX:

4.44%

Daily Std Dev

DODFX:

15.73%

RERGX:

16.62%

Max Drawdown

DODFX:

-66.85%

RERGX:

-37.30%

Current Drawdown

DODFX:

-0.57%

RERGX:

-2.49%

Returns By Period

In the year-to-date period, DODFX achieves a 18.48% return, which is significantly higher than RERGX's 11.78% return. Over the past 10 years, DODFX has underperformed RERGX with an annualized return of 5.55%, while RERGX has yielded a comparatively higher 5.89% annualized return.


DODFX

YTD

18.48%

1M

6.03%

6M

14.37%

1Y

14.50%

3Y*

10.68%

5Y*

14.98%

10Y*

5.55%

RERGX

YTD

11.78%

1M

6.04%

6M

7.67%

1Y

8.56%

3Y*

8.60%

5Y*

8.50%

10Y*

5.89%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DODFX vs. RERGX — Risk-Adjusted Performance Rank

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

DODFX
The Risk-Adjusted Performance Rank of DODFX is 7171
Overall Rank
The Sharpe Ratio Rank of DODFX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DODFX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DODFX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DODFX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DODFX is 6565
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 3535
Overall Rank
The Sharpe Ratio Rank of RERGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DODFX Sharpe Ratio is 1.00, which is higher than the RERGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of DODFX 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DODFX vs. RERGX - Dividend Comparison

DODFX's dividend yield for the trailing twelve months is around 1.90%, less than RERGX's 6.33% yield.


TTM20242023202220212020201920182017201620152014
DODFX
Dodge & Cox International Stock Fund
1.90%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%2.37%
RERGX
American Funds EuroPacific Growth Fund Class R-6
6.33%7.08%3.95%2.02%10.19%0.41%3.14%6.77%4.99%1.64%3.44%1.75%

Drawdowns

DODFX vs. RERGX - Drawdown Comparison

The maximum DODFX drawdown since its inception was -66.85%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for DODFX and RERGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DODFX vs. RERGX - Volatility Comparison

The current volatility for Dodge & Cox International Stock Fund (DODFX) is 2.93%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 3.40%. This indicates that DODFX 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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