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FEUPX vs. MAILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FEUPX vs. MAILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
-1.49%15.60%0.46%19.67%-24.24%9.32%21.82%31.77%-21.45%27.75%

Returns By Period

In the year-to-date period, FEUPX achieves a -2.85% return, which is significantly lower than MAILX's -1.49% return.


FEUPX

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

MAILX

1D
3.12%
1M
-7.93%
YTD
-1.49%
6M
1.55%
1Y
12.33%
3Y*
7.60%
5Y*
0.48%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEUPX vs. MAILX - Expense Ratio Comparison

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


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: 6969
Overall Rank
FEUPX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FEUPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FEUPX Omega Ratio Rank: 6868
Omega Ratio Rank
FEUPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FEUPX Martin Ratio Rank: 6464
Martin Ratio Rank

MAILX
MAILX Risk / Return Rank: 2828
Overall Rank
MAILX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MAILX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MAILX Omega Ratio Rank: 2626
Omega Ratio Rank
MAILX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAILX Martin Ratio Rank: 2929
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.


FEUPXMAILXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.76

+0.62

Sortino ratio

Return per unit of downside risk

1.87

1.12

+0.75

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.11

Calmar ratio

Return relative to maximum drawdown

1.68

0.95

+0.73

Martin ratio

Return relative to average drawdown

6.37

3.54

+2.83

FEUPX vs. MAILX - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.38, which is higher than the MAILX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FEUPX and MAILX, 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


FEUPXMAILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.76

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.03

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.22

+0.22

Correlation

The correlation between FEUPX and MAILX is 0.91, 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. MAILX - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 14.34%, more than MAILX's 1.82% yield.


TTM20252024202320222021202020192018201720162015
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%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
1.82%1.79%0.90%1.08%1.13%7.30%0.33%1.11%1.83%1.39%1.62%0.65%

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 (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

-10.13%

-9.61%

-0.52%

Average Drawdown

Average peak-to-trough decline

-10.82%

-16.22%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.31%

-0.01%

Volatility

FEUPX vs. MAILX - Volatility Comparison

The current volatility for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) is 7.25%, while BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a volatility of 7.88%. This indicates that FEUPX experiences smaller price fluctuations and is considered to be less risky 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

7.25%

7.88%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

11.31%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

16.79%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

17.69%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

18.29%

-1.28%