FEUPX vs. PPYPX

Last updated Jun 4, 2026

FEUPX (American Funds EuroPacific Growth Fund Class F-3) and PPYPX (PIMCO RAE International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FEUPX returned 5.37%/yr vs 8.51%/yr for PPYPX. Their correlation of 0.81 suggests significant overlap in exposure. FEUPX charges 0.46%/yr vs 0.60%/yr for PPYPX.

Performance

FEUPX vs. PPYPX - 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 PIMCO RAE International Fund (PPYPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEUPX achieves a 12.33% return, which is significantly lower than PPYPX's 13.80% return.

FEUPX

• 1D: 0.55%
• 1M: 6.77%
• YTD: 12.33%
• 6M: 15.08%
• 1Y: 29.41%
• 3Y*: 16.37%
• 5Y*: 5.37%
• 10Y*: —

PPYPX

• 1D: 0.10%
• 1M: 2.11%
• YTD: 13.80%
• 6M: 12.84%
• 1Y: 28.07%
• 3Y*: 18.03%
• 5Y*: 8.51%
• 10Y*: 8.89%

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

FEUPX vs. PPYPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEUPX American Funds EuroPacific Growth Fund Class F-3	12.33%	29.34%	3.00%	16.12%	-22.78%	2.86%	25.24%	27.42%	-17.33%	22.64%
PPYPX PIMCO RAE International Fund	13.80%	31.34%	-1.15%	18.13%	-8.73%	10.68%	2.05%	16.43%	-15.49%	19.77%

Correlation

The correlation between FEUPX and PPYPX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.81

The correlation between FEUPX and PPYPX shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FEUPX vs. PPYPX — Risk / Return Rank

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

FEUPX

FEUPX Risk / Return Rank: 41
FEUPX Sharpe Ratio Rank: 42
FEUPX Sortino Ratio Rank: 41
FEUPX Omega Ratio Rank: 42
FEUPX Calmar Ratio Rank: 38
FEUPX Martin Ratio Rank: 41

PPYPX

PPYPX Risk / Return Rank: 58
PPYPX Sharpe Ratio Rank: 53
PPYPX Sortino Ratio Rank: 46
PPYPX Omega Ratio Rank: 49
PPYPX Calmar Ratio Rank: 80
PPYPX Martin Ratio Rank: 61

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. PPYPX - 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 PIMCO RAE International Fund (PPYPX). 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	PPYPX	Difference
Sharpe ratio Return per unit of total volatility	1.89	2.14	-0.26
Sortino ratio Return per unit of downside risk	2.69	2.86	-0.17
Omega ratio Gain probability vs. loss probability	1.35	1.38	-0.04
Calmar ratio Return relative to maximum drawdown	2.32	3.64	-1.33
Martin ratio Return relative to average drawdown	8.73	12.09	-3.35
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. PPYPX - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.89, which is comparable to the PPYPX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FEUPX and PPYPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEUPX	PPYPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	2.14	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.44	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.47	+0.06

Drawdowns

FEUPX vs. PPYPX - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, smaller than the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for FEUPX and PPYPX.

Drawdown Indicators

	FEUPX	PPYPX	Difference
Max Drawdown Largest peak-to-trough decline	-37.31%	-42.48%	+5.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-7.48%	-5.04%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	-14.00%	-1.62%
Max Drawdown (5Y) Largest decline over 5 years	-37.31%	-35.65%	-1.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.48%	—
Current Drawdown Current decline from peak	0.00%	-1.46%	+1.46%
Average Drawdown Average peak-to-trough decline	-10.67%	-10.15%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.25%	+1.07%

Volatility

FEUPX vs. PPYPX - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) has a higher volatility of 5.41% compared to PIMCO RAE International Fund (PPYPX) at 3.03%. This indicates that FEUPX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUPX	PPYPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	3.03%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	12.93%	9.93%	+3.00%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	12.77%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	19.54%	-2.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	19.02%	-1.95%

FEUPX vs. PPYPX - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is lower than PPYPX's 0.60% expense ratio.

Dividends

FEUPX vs. PPYPX - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 12.41%, more than PPYPX's 6.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FEUPX American Funds EuroPacific Growth Fund Class F-3	12.41%	13.94%	4.96%	3.94%	2.02%	10.18%	0.40%	3.14%	3.17%	3.28%	0.00%
PPYPX PIMCO RAE International Fund	6.84%	7.78%	6.57%	10.09%	7.20%	27.06%	2.23%	4.20%	5.96%	2.53%	2.41%

Frequently Asked Questions

Can I hold both FEUPX and PPYPX in my portfolio?

FEUPX and PPYPX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEUPX or PPYPX?

FEUPX has higher volatility (5.41%) compared to PPYPX (3.03%). In terms of maximum drawdown, FEUPX dropped -37.31% vs PPYPX's -42.48%.

Which has better risk-adjusted returns?

PPYPX currently has the higher Sharpe Ratio (2.14 vs 1.89), 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.