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FEUPX vs. RGAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUPX vs. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEUPX achieves a 13.56% return, which is significantly higher than RGAGX's 8.89% return.


FEUPX

1D
0.81%
1M
4.71%
YTD
13.56%
6M
13.62%
1Y
30.97%
3Y*
16.84%
5Y*
5.53%
10Y*

RGAGX

1D
-0.52%
1M
1.99%
YTD
8.89%
6M
7.98%
1Y
23.17%
3Y*
24.32%
5Y*
11.82%
10Y*
16.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUPX vs. RGAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEUPX
American Funds EuroPacific Growth Fund Class F-3
13.56%29.34%3.00%16.12%-22.78%2.86%25.24%27.42%-17.33%22.64%
RGAGX
American Funds The Growth Fund of America Class R-6
8.89%20.08%28.41%37.66%-30.53%19.67%38.30%29.22%-2.88%21.00%

Correlation

The correlation between FEUPX and RGAGX is 0.79, 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

0.79

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

0.78

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

0.81

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

0.80

The correlation between FEUPX and RGAGX has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

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Return for Risk

FEUPX vs. RGAGX — Risk / Return Rank

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

FEUPX
FEUPX Risk / Return Rank: 4848
Overall Rank
FEUPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FEUPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FEUPX Omega Ratio Rank: 5050
Omega Ratio Rank
FEUPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FEUPX Martin Ratio Rank: 4848
Martin Ratio Rank

RGAGX
RGAGX Risk / Return Rank: 3030
Overall Rank
RGAGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
RGAGX Sortino Ratio Rank: 2929
Sortino Ratio Rank
RGAGX Omega Ratio Rank: 3131
Omega Ratio Rank
RGAGX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RGAGX Martin Ratio Rank: 3232
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. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). 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.


FEUPXRGAGXDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

2.51

1.79

+0.73

Martin ratioReturn relative to average drawdown

9.34

6.83

+2.51

FEUPX vs. RGAGX - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.91, which is comparable to the RGAGX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FEUPX and RGAGX, 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. RGAGX - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, roughly equal to the maximum RGAGX drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for FEUPX and RGAGX.


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Drawdown Indicators


FEUPXRGAGXDifference

Max Drawdown

Largest peak-to-trough decline

-37.31%

-36.19%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-13.71%

+1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.62%

-21.54%

+5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-37.31%

-36.19%

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

Current Drawdown

Current decline from peak

0.00%

-1.55%

+1.55%

Average Drawdown

Average peak-to-trough decline

-10.62%

-5.48%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.57%

-0.21%

Volatility

FEUPX vs. RGAGX - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and American Funds The Growth Fund of America Class R-6 (RGAGX) have volatilities of 6.78% and 6.79%, 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


FEUPXRGAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.79%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

13.01%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

16.30%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

20.43%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

19.78%

-2.63%

FEUPX vs. RGAGX - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is higher than RGAGX's 0.30% expense ratio.


Dividends

FEUPX vs. RGAGX - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 16.15%, more than RGAGX's 10.09% yield.


PositionTTM20252024202320222021202020192018201720162015
FEUPX
American Funds EuroPacific Growth Fund Class F-3
16.15%13.94%4.96%3.94%2.02%10.18%0.40%3.14%3.17%3.28%0.00%0.00%
RGAGX
American Funds The Growth Fund of America Class R-6
10.09%10.99%9.29%7.70%4.44%8.49%4.57%7.93%12.36%7.34%6.95%9.22%

Frequently Asked Questions


FEUPX and RGAGX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGAGX has higher volatility (6.79%) compared to FEUPX (6.78%). In terms of maximum drawdown, FEUPX dropped -37.31% vs RGAGX's -36.19%.

FEUPX currently has the higher Sharpe Ratio (1.91 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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