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DOXFX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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DOXFX vs. RERGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DOXFX
Dodge & Cox International Stock X
0.79%38.90%3.85%16.81%-0.58%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-2.84%29.34%3.00%16.11%-2.42%

Returns By Period

In the year-to-date period, DOXFX achieves a 0.79% return, which is significantly higher than RERGX's -2.84% return.


DOXFX

1D
2.60%
1M
-7.06%
YTD
0.79%
6M
5.41%
1Y
27.20%
3Y*
16.94%
5Y*
10Y*

RERGX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.96%
1Y
21.57%
3Y*
11.01%
5Y*
3.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DOXFX vs. RERGX — Risk / Return Rank

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

DOXFX
DOXFX Risk / Return Rank: 8686
Overall Rank
DOXFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DOXFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DOXFX Omega Ratio Rank: 8686
Omega Ratio Rank
DOXFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DOXFX Martin Ratio Rank: 8484
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 7171
Overall Rank
RERGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RERGX Omega Ratio Rank: 6969
Omega Ratio Rank
RERGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RERGX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOXFX vs. RERGX - Risk-Adjusted Trends 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.


DOXFXRERGXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.38

+0.46

Sortino ratio

Return per unit of downside risk

2.36

1.87

+0.49

Omega ratio

Gain probability vs. loss probability

1.37

1.27

+0.10

Calmar ratio

Return relative to maximum drawdown

2.32

1.68

+0.64

Martin ratio

Return relative to average drawdown

8.82

6.37

+2.44

DOXFX vs. RERGX - Sharpe Ratio Comparison

The current DOXFX Sharpe Ratio is 1.84, which is higher than the RERGX Sharpe Ratio of 1.38. 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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Sharpe Ratios by Period


DOXFXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.38

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.38

+0.88

Correlation

The correlation between DOXFX and RERGX is 0.88, 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.


Dividends

DOXFX vs. RERGX - Dividend Comparison

DOXFX's dividend yield for the trailing twelve months is around 5.11%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
DOXFX
Dodge & Cox International Stock X
5.11%5.15%2.36%2.38%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.36%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

DOXFX vs. RERGX - Drawdown Comparison

The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for DOXFX and RERGX.


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Drawdown Indicators


DOXFXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-14.41%

-37.30%

+22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-12.52%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-37.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.30%

Current Drawdown

Current decline from peak

-8.54%

-10.11%

+1.57%

Average Drawdown

Average peak-to-trough decline

-2.76%

-9.28%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.30%

-0.29%

Volatility

DOXFX vs. RERGX - Volatility Comparison

Dodge & Cox International Stock X (DOXFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX) have volatilities of 7.08% and 7.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOXFXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

7.27%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

11.54%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

16.40%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

16.48%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

16.80%

-2.98%