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FIEUX vs. RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIEUX and RERGX is 0.71, 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

FIEUX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Europe Fund (FIEUX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIEUX:

0.72

RERGX:

0.01

Sortino Ratio

FIEUX:

1.20

RERGX:

0.20

Omega Ratio

FIEUX:

1.16

RERGX:

1.03

Calmar Ratio

FIEUX:

0.60

RERGX:

0.04

Martin Ratio

FIEUX:

2.98

RERGX:

0.19

Ulcer Index

FIEUX:

4.67%

RERGX:

5.97%

Daily Std Dev

FIEUX:

17.20%

RERGX:

17.16%

Max Drawdown

FIEUX:

-59.38%

RERGX:

-40.72%

Current Drawdown

FIEUX:

-7.85%

RERGX:

-15.24%

Returns By Period

In the year-to-date period, FIEUX achieves a 18.83% return, which is significantly higher than RERGX's 10.41% return. Over the past 10 years, FIEUX has underperformed RERGX with an annualized return of 2.14%, while RERGX has yielded a comparatively higher 2.84% annualized return.


FIEUX

YTD

18.83%

1M

7.49%

6M

19.85%

1Y

12.91%

5Y*

8.61%

10Y*

2.14%

RERGX

YTD

10.41%

1M

10.80%

6M

5.68%

1Y

0.23%

5Y*

6.52%

10Y*

2.84%

*Annualized

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FIEUX vs. RERGX - Expense Ratio Comparison

FIEUX has a 1.06% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Risk-Adjusted Performance

FIEUX vs. RERGX — Risk-Adjusted Performance Rank

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

FIEUX
The Risk-Adjusted Performance Rank of FIEUX is 6969
Overall Rank
The Sharpe Ratio Rank of FIEUX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FIEUX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FIEUX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FIEUX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FIEUX is 7171
Martin Ratio Rank

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

FIEUX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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 FIEUX Sharpe Ratio is 0.72, which is higher than the RERGX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of FIEUX and RERGX, 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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Dividends

FIEUX vs. RERGX - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 2.76%, more than RERGX's 1.46% yield.


TTM20242023202220212020201920182017201620152014
FIEUX
Fidelity Europe Fund
2.76%3.28%1.62%0.00%2.87%1.15%4.44%1.01%0.97%1.14%2.78%2.59%
RERGX
American Funds EuroPacific Growth Fund Class R-6
1.46%1.61%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.75%

Drawdowns

FIEUX vs. RERGX - Drawdown Comparison

The maximum FIEUX drawdown since its inception was -59.38%, which is greater than RERGX's maximum drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for FIEUX and RERGX. For additional features, visit the drawdowns tool.


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Volatility

FIEUX vs. RERGX - Volatility Comparison

Fidelity Europe Fund (FIEUX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX) have volatilities of 3.27% and 3.37%, 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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