FEUPX vs. IVLU
Compare and contrast key facts about American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and iShares MSCI Intl Value Factor ETF (IVLU).
FEUPX is managed by American Funds. It was launched on Apr 16, 1984. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015.
Performance
FEUPX vs. IVLU - Performance Comparison
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FEUPX vs. IVLU - 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% |
IVLU iShares MSCI Intl Value Factor ETF | 6.02% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 18.28% |
Returns By Period
In the year-to-date period, FEUPX achieves a -2.85% return, which is significantly lower than IVLU's 6.02% return.
FEUPX
- 1D
- 2.74%
- 1M
- -8.18%
- YTD
- -2.85%
- 6M
- 0.94%
- 1Y
- 21.56%
- 3Y*
- 11.00%
- 5Y*
- 3.33%
- 10Y*
- —
IVLU
- 1D
- 1.66%
- 1M
- -4.00%
- YTD
- 6.02%
- 6M
- 15.03%
- 1Y
- 38.64%
- 3Y*
- 22.89%
- 5Y*
- 14.15%
- 10Y*
- 10.76%
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FEUPX vs. IVLU - Expense Ratio Comparison
FEUPX has a 0.46% expense ratio, which is higher than IVLU's 0.30% expense ratio.
Return for Risk
FEUPX vs. IVLU — Risk / Return Rank
FEUPX
IVLU
FEUPX vs. IVLU - 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 iShares MSCI Intl Value Factor ETF (IVLU). 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 | IVLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 2.15 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.87 | 2.85 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.24 | -1.56 |
Martin ratioReturn relative to average drawdown | 6.37 | 12.46 | -6.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEUPX | IVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.15 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.87 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.45 | -0.01 |
Correlation
The correlation between FEUPX and IVLU is 0.80, 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
FEUPX vs. IVLU - Dividend Comparison
FEUPX's dividend yield for the trailing twelve months is around 14.34%, more than IVLU's 3.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUPX American Funds EuroPacific Growth Fund Class F-3 | 14.34% | 13.94% | 4.96% | 3.94% | 2.02% | 10.18% | 0.40% | 3.14% | 3.17% | 3.28% | 0.00% | 0.00% |
IVLU iShares MSCI Intl Value Factor ETF | 3.50% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Drawdowns
FEUPX vs. IVLU - Drawdown Comparison
The maximum FEUPX drawdown since its inception was -37.31%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for FEUPX and IVLU.
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Drawdown Indicators
| FEUPX | IVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.31% | -41.85% | +4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -11.89% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.31% | -26.04% | -11.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.85% | — |
Current DrawdownCurrent decline from peak | -10.13% | -6.21% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -10.82% | -8.69% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.09% | +0.21% |
Volatility
FEUPX vs. IVLU - Volatility Comparison
American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and iShares MSCI Intl Value Factor ETF (IVLU) have volatilities of 7.25% and 7.14%, 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
| FEUPX | IVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 7.14% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 11.26% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.40% | 18.05% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 16.35% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.65% | -0.64% |