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FEUPX vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEUPX and VEA is 0.77, 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.


Performance

FEUPX vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
37.07%
80.76%
FEUPX
VEA

Key characteristics

Sharpe Ratio

FEUPX:

0.00

VEA:

0.59

Sortino Ratio

FEUPX:

0.10

VEA:

1.00

Omega Ratio

FEUPX:

1.01

VEA:

1.13

Calmar Ratio

FEUPX:

-0.01

VEA:

0.80

Martin Ratio

FEUPX:

-0.03

VEA:

2.42

Ulcer Index

FEUPX:

5.96%

VEA:

4.45%

Daily Std Dev

FEUPX:

17.14%

VEA:

17.24%

Max Drawdown

FEUPX:

-40.72%

VEA:

-60.69%

Current Drawdown

FEUPX:

-17.16%

VEA:

-0.06%

Returns By Period

In the year-to-date period, FEUPX achieves a 7.88% return, which is significantly lower than VEA's 12.77% return.


FEUPX

YTD

7.88%

1M

11.90%

6M

0.13%

1Y

0.04%

5Y*

5.52%

10Y*

N/A

VEA

YTD

12.77%

1M

9.42%

6M

8.93%

1Y

10.05%

5Y*

11.73%

10Y*

5.73%

*Annualized

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FEUPX vs. VEA - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is higher than VEA's 0.05% expense ratio.


Risk-Adjusted Performance

FEUPX vs. VEA — Risk-Adjusted Performance Rank

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

FEUPX
The Risk-Adjusted Performance Rank of FEUPX is 2121
Overall Rank
The Sharpe Ratio Rank of FEUPX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FEUPX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FEUPX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FEUPX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FEUPX is 2020
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6868
Overall Rank
The Sharpe Ratio Rank of VEA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEUPX vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and Vanguard FTSE Developed Markets ETF (VEA). 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.


The current FEUPX Sharpe Ratio is 0.00, which is lower than the VEA Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FEUPX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.00
0.59
FEUPX
VEA

Dividends

FEUPX vs. VEA - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 1.49%, less than VEA's 2.91% yield.


TTM20242023202220212020201920182017201620152014
FEUPX
American Funds EuroPacific Growth Fund Class F-3
1.49%1.61%2.01%1.47%1.83%0.41%1.39%1.78%1.20%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.91%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

FEUPX vs. VEA - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -40.72%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for FEUPX and VEA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.16%
-0.06%
FEUPX
VEA

Volatility

FEUPX vs. VEA - Volatility Comparison

The current volatility for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) is 3.80%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 4.68%. This indicates that FEUPX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
3.80%
4.68%
FEUPX
VEA