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FEUPX vs. MAILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUPX vs. MAILX - 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 BlackRock International Fund of BlackRock Series, Inc. (MAILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FEUPX having a 12.66% return and MAILX slightly higher at 12.68%.


FEUPX

1D
0.89%
1M
3.87%
YTD
12.66%
6M
13.55%
1Y
30.28%
3Y*
15.20%
5Y*
5.58%
10Y*

MAILX

1D
1.42%
1M
3.31%
YTD
12.68%
6M
13.65%
1Y
24.52%
3Y*
11.10%
5Y*
2.68%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUPX vs. MAILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEUPX
American Funds EuroPacific Growth Fund Class F-3
12.66%29.34%3.00%16.12%-22.78%2.86%25.24%27.42%-17.33%22.64%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
12.68%15.60%0.46%19.67%-24.24%9.32%21.82%31.77%-21.45%28.39%

Correlation

The correlation between FEUPX and MAILX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.91

The correlation between FEUPX and MAILX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

FEUPX vs. MAILX — Risk / Return Rank

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

FEUPX
FEUPX Risk / Return Rank: 4343
Overall Rank
FEUPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FEUPX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FEUPX Omega Ratio Rank: 4444
Omega Ratio Rank
FEUPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FEUPX Martin Ratio Rank: 4444
Martin Ratio Rank

MAILX
MAILX Risk / Return Rank: 3131
Overall Rank
MAILX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MAILX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MAILX Omega Ratio Rank: 3131
Omega Ratio Rank
MAILX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MAILX Martin Ratio Rank: 3434
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.

FEUPX vs. MAILX - 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 BlackRock International Fund of BlackRock Series, Inc. (MAILX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FEUPXMAILXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.35

1.92

+0.43

Martin ratioReturn relative to average drawdown

8.73

7.16

+1.57

FEUPX vs. MAILX - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.78, which is comparable to the MAILX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FEUPX and MAILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FEUPX vs. MAILX - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, smaller than the maximum MAILX drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for FEUPX and MAILX.


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Drawdown Indicators


FEUPXMAILXDifference

Max Drawdown

Largest peak-to-trough decline

-37.31%

-59.57%

+22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-12.34%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.62%

-17.36%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.31%

-41.68%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-10.62%

-16.11%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.30%

+0.06%

Volatility

FEUPX vs. MAILX - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) has a higher volatility of 6.85% compared to BlackRock International Fund of BlackRock Series, Inc. (MAILX) at 6.29%. This indicates that FEUPX's price experiences larger fluctuations and is considered to be riskier than MAILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUPXMAILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.29%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

13.59%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

15.83%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

18.02%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

18.40%

-1.25%

FEUPX vs. MAILX - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is lower than MAILX's 0.65% expense ratio.


Dividends

FEUPX vs. MAILX - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 16.28%, more than MAILX's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
FEUPX
American Funds EuroPacific Growth Fund Class F-3
16.28%13.94%4.96%3.94%2.02%10.18%0.40%3.14%3.17%3.28%0.00%0.00%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
1.59%1.79%0.90%1.08%1.13%7.30%0.33%1.11%1.83%1.39%1.62%0.65%

Frequently Asked Questions


FEUPX and MAILX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEUPX has higher volatility (6.85%) compared to MAILX (6.29%). In terms of maximum drawdown, FEUPX dropped -37.31% vs MAILX's -59.57%.

FEUPX currently has the higher Sharpe Ratio (1.78 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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