DOXFX vs. RERGX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. RERGX is managed by American Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOXFX or RERGX.
Key characteristics
| DOXFX | RERGX | |
|---|---|---|
| YTD Return | 6.86% | 5.28% |
| 1Y Return | 13.83% | 10.29% |
| Sharpe Ratio | 1.25 | 1.01 |
| Sortino Ratio | 1.81 | 1.48 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 2.11 | 0.49 |
| Martin Ratio | 5.66 | 4.66 |
| Ulcer Index | 2.88% | 2.79% |
| Daily Std Dev | 13.00% | 12.89% |
| Max Drawdown | -19.24% | -40.72% |
| Current Drawdown | -7.37% | -18.93% |
Correlation
The correlation between DOXFX and RERGX is 0.87, 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
DOXFX vs. RERGX - Performance Comparison
In the year-to-date period, DOXFX achieves a 6.86% return, which is significantly higher than RERGX's 5.28% 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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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 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.
Dividends
DOXFX vs. RERGX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 2.23%, more than RERGX's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 2.23% | 2.38% | 2.30% | 0.00% | 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 | 2.01% | 2.01% | 1.47% | 1.83% | 0.41% | 1.39% | 1.78% | 1.19% | 1.64% | 2.13% | 1.74% | 1.25% |
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.
Volatility
DOXFX vs. RERGX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 3.60% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.31%. This indicates that DOXFX'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.