FEUPX vs. VWO

Last updated Jun 4, 2026

FEUPX (American Funds EuroPacific Growth Fund Class F-3) and VWO (Vanguard FTSE Emerging Markets ETF) are both funds - FEUPX is a Foreign Large Cap Equities fund managed by American Funds, while VWO is a Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 5 years, FEUPX returned 5.37%/yr vs 5.17%/yr for VWO. Their correlation of 0.82 suggests significant overlap in exposure. FEUPX charges 0.46%/yr vs 0.08%/yr for VWO.

Performance

FEUPX vs. VWO - 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 Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FEUPX having a 12.33% return and VWO slightly lower at 12.22%.

FEUPX

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

VWO

• 1D: -1.41%
• 1M: 2.72%
• YTD: 12.22%
• 6M: 13.79%
• 1Y: 30.72%
• 3Y*: 18.02%
• 5Y*: 5.17%
• 10Y*: 8.85%

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

FEUPX vs. VWO - 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%
VWO Vanguard FTSE Emerging Markets ETF	12.22%	25.60%	10.59%	9.25%	-17.98%	1.26%	15.17%	20.75%	-14.76%	24.07%

Correlation

The correlation between FEUPX and VWO is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.82

The correlation between FEUPX and VWO has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

Return for Risk

FEUPX vs. VWO — 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

VWO

VWO Risk / Return Rank: 56
VWO Sharpe Ratio Rank: 56
VWO Sortino Ratio Rank: 55
VWO Omega Ratio Rank: 57
VWO Calmar Ratio Rank: 54
VWO Martin Ratio Rank: 56

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. VWO - 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 Vanguard FTSE Emerging Markets ETF (VWO). 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	VWO	Difference
Sharpe ratio Return per unit of total volatility	1.89	1.94	-0.05
Sortino ratio Return per unit of downside risk	2.69	2.69	-0.01
Omega ratio Gain probability vs. loss probability	1.35	1.36	-0.01
Calmar ratio Return relative to maximum drawdown	2.32	2.76	-0.44
Martin ratio Return relative to average drawdown	8.73	9.96	-1.23
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. VWO - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.89, which is comparable to the VWO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FEUPX and VWO, 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	VWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	1.94	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.30	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.27	+0.26

Drawdowns

FEUPX vs. VWO - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FEUPX and VWO.

Drawdown Indicators

	FEUPX	VWO	Difference
Max Drawdown Largest peak-to-trough decline	-37.31%	-67.68%	+30.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-11.17%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	-17.37%	+1.75%
Max Drawdown (5Y) Largest decline over 5 years	-37.31%	-32.64%	-4.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.39%	—
Current Drawdown Current decline from peak	0.00%	-1.41%	+1.41%
Average Drawdown Average peak-to-trough decline	-10.67%	-15.82%	+5.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.09%	+0.23%

Volatility

FEUPX vs. VWO - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 5.41% and 5.61%, 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.

Volatility by Period

	FEUPX	VWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	5.61%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	12.93%	13.22%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	15.89%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	17.37%	-0.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	19.20%	-2.13%

FEUPX vs. VWO - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is higher than VWO's 0.08% expense ratio.

Dividends

FEUPX vs. VWO - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 12.41%, more than VWO's 2.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
VWO Vanguard FTSE Emerging Markets ETF	2.40%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%

Frequently Asked Questions

Can I hold both FEUPX and VWO in my portfolio?

FEUPX and VWO have a correlation of 0.82, 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 VWO?

VWO has higher volatility (5.61%) compared to FEUPX (5.41%). In terms of maximum drawdown, FEUPX dropped -37.31% vs VWO's -67.68%.

Which has better risk-adjusted returns?

VWO currently has the higher Sharpe Ratio (1.94 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.