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FEUPX vs. DBEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEUPX and DBEF 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

FEUPX vs. DBEF - 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 Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FEUPX:

0.55

DBEF:

0.57

Sortino Ratio

FEUPX:

0.70

DBEF:

0.84

Omega Ratio

FEUPX:

1.10

DBEF:

1.12

Calmar Ratio

FEUPX:

0.37

DBEF:

0.61

Martin Ratio

FEUPX:

1.67

DBEF:

2.68

Ulcer Index

FEUPX:

4.44%

DBEF:

3.33%

Daily Std Dev

FEUPX:

16.62%

DBEF:

17.09%

Max Drawdown

FEUPX:

-37.31%

DBEF:

-32.46%

Current Drawdown

FEUPX:

-2.48%

DBEF:

-0.82%

Returns By Period

In the year-to-date period, FEUPX achieves a 11.79% return, which is significantly higher than DBEF's 8.72% return.


FEUPX

YTD

11.79%

1M

5.88%

6M

7.68%

1Y

9.10%

3Y*

8.61%

5Y*

8.50%

10Y*

N/A

DBEF

YTD

8.72%

1M

4.65%

6M

8.66%

1Y

9.70%

3Y*

13.79%

5Y*

14.20%

10Y*

8.25%

*Annualized

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FEUPX vs. DBEF - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is higher than DBEF's 0.36% expense ratio.


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

Risk-Adjusted Performance

FEUPX vs. DBEF — Risk-Adjusted Performance Rank

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

FEUPX
The Risk-Adjusted Performance Rank of FEUPX is 3535
Overall Rank
The Sharpe Ratio Rank of FEUPX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FEUPX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FEUPX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FEUPX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FEUPX is 3939
Martin Ratio Rank

DBEF
The Risk-Adjusted Performance Rank of DBEF is 5454
Overall Rank
The Sharpe Ratio Rank of DBEF is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEF is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DBEF is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DBEF is 6161
Calmar Ratio Rank
The Martin Ratio Rank of DBEF is 6565
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.

FEUPX vs. DBEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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 FEUPX Sharpe Ratio is 0.55, which is comparable to the DBEF Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FEUPX and DBEF, 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

FEUPX vs. DBEF - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 6.33%, more than DBEF's 1.18% yield.


TTM20242023202220212020201920182017201620152014
FEUPX
American Funds EuroPacific Growth Fund Class F-3
6.33%7.07%3.94%2.02%10.18%0.41%3.14%6.76%5.00%0.00%0.00%0.00%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
1.18%1.29%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%5.08%

Drawdowns

FEUPX vs. DBEF - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, which is greater than DBEF's maximum drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for FEUPX and DBEF.


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

Volatility

FEUPX vs. DBEF - Volatility Comparison

The current volatility for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) is 3.40%, while Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a volatility of 3.76%. This indicates that FEUPX experiences smaller price fluctuations and is considered to be less risky than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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