FEUPX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and S&P 500 Index (^GSPC).

FEUPX is managed by American Funds. It was launched on Apr 16, 1984.

Performance

FEUPX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

FEUPX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEUPX American Funds EuroPacific Growth Fund Class F-3	-2.85%	29.34%	3.00%	16.12%	-22.78%	2.86%	25.24%	27.42%	-17.33%	22.64%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	17.29%

Returns By Period

In the year-to-date period, FEUPX achieves a -2.85% return, which is significantly higher than ^GSPC's -3.95% return.

FEUPX

• 1D: 2.74%
• 1M: -8.18%
• YTD: -2.85%
• 6M: 0.94%
• 1Y: 21.56%
• 3Y*: 11.00%
• 5Y*: 3.33%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FEUPX vs. ^GSPC — Risk / Return Rank

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

FEUPX

FEUPX Risk / Return Rank: 69
FEUPX Sharpe Ratio Rank: 74
FEUPX Sortino Ratio Rank: 72
FEUPX Omega Ratio Rank: 68
FEUPX Calmar Ratio Rank: 68
FEUPX Martin Ratio Rank: 64

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

FEUPX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and S&P 500 Index (^GSPC). 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.

	FEUPX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.38	0.92	+0.46
Sortino ratio Return per unit of downside risk	1.87	1.41	+0.45
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	1.68	1.41	+0.26
Martin ratio Return relative to average drawdown	6.37	6.61	-0.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEUPX vs. ^GSPC - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.38, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FEUPX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FEUPX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	0.92	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.61	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.46	-0.02

Correlation

The correlation between FEUPX and ^GSPC 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.

Drawdowns

FEUPX vs. ^GSPC - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FEUPX and ^GSPC.

Drawdown Indicators

	FEUPX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-37.31%	-56.78%	+19.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-12.14%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-37.31%	-25.43%	-11.88%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-10.13%	-5.78%	-4.35%
Average Drawdown Average peak-to-trough decline	-10.82%	-10.75%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	2.60%	+0.70%

Volatility

FEUPX vs. ^GSPC - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) has a higher volatility of 7.25% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that FEUPX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUPX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.25%	5.37%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	9.55%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	16.40%	18.33%	-1.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	16.90%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.01%	18.05%	-1.04%