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

Correlation

The correlation between DOXFX and RERGX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DOXFX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox International Stock X (DOXFX) 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

DOXFX:

0.75

RERGX:

0.05

Sortino Ratio

DOXFX:

1.18

RERGX:

0.24

Omega Ratio

DOXFX:

1.16

RERGX:

1.03

Calmar Ratio

DOXFX:

0.90

RERGX:

0.06

Martin Ratio

DOXFX:

2.60

RERGX:

0.28

Ulcer Index

DOXFX:

4.98%

RERGX:

5.97%

Daily Std Dev

DOXFX:

15.79%

RERGX:

17.20%

Max Drawdown

DOXFX:

-19.24%

RERGX:

-40.72%

Current Drawdown

DOXFX:

-0.10%

RERGX:

-15.48%

Returns By Period

In the year-to-date period, DOXFX achieves a 16.03% return, which is significantly higher than RERGX's 10.09% return.


DOXFX

YTD

16.03%

1M

10.16%

6M

12.77%

1Y

11.79%

5Y*

N/A

10Y*

N/A

RERGX

YTD

10.09%

1M

10.58%

6M

4.25%

1Y

0.82%

5Y*

6.47%

10Y*

2.77%

*Annualized

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DOXFX vs. RERGX - Expense Ratio Comparison

DOXFX has a 0.52% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Risk-Adjusted Performance

DOXFX vs. RERGX — Risk-Adjusted Performance Rank

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

DOXFX
The Risk-Adjusted Performance Rank of DOXFX is 7272
Overall Rank
The Sharpe Ratio Rank of DOXFX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DOXFX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DOXFX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DOXFX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DOXFX is 6767
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 2323
Overall Rank
The Sharpe Ratio Rank of RERGX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 2424
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.

DOXFX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) 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 DOXFX Sharpe Ratio is 0.75, which is higher than the RERGX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of DOXFX 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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Dividends

DOXFX vs. RERGX - Dividend Comparison

DOXFX's dividend yield for the trailing twelve months is around 2.03%, more than RERGX's 1.46% yield.


TTM20242023202220212020201920182017201620152014
DOXFX
Dodge & Cox International Stock X
2.03%2.36%2.38%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RERGX
American Funds EuroPacific Growth Fund Class R-6
1.46%1.61%2.01%2.02%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.75%

Drawdowns

DOXFX vs. RERGX - Drawdown Comparison

The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum RERGX drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for DOXFX and RERGX. For additional features, visit the drawdowns tool.


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Volatility

DOXFX vs. RERGX - Volatility Comparison

The current volatility for Dodge & Cox International Stock X (DOXFX) is 3.36%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 3.60%. This indicates that DOXFX 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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