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

Correlation

The correlation between FIEUX and RERGX is 0.88, 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.


-0.50.00.51.00.9

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%AugustSeptemberOctoberNovemberDecember2025
-6.48%
-5.84%
FIEUX
RERGX

Key characteristics

Sharpe Ratio

FIEUX:

0.47

RERGX:

0.37

Sortino Ratio

FIEUX:

0.73

RERGX:

0.60

Omega Ratio

FIEUX:

1.08

RERGX:

1.07

Calmar Ratio

FIEUX:

0.21

RERGX:

0.18

Martin Ratio

FIEUX:

1.40

RERGX:

1.27

Ulcer Index

FIEUX:

4.23%

RERGX:

3.69%

Daily Std Dev

FIEUX:

12.66%

RERGX:

12.69%

Max Drawdown

FIEUX:

-59.38%

RERGX:

-40.72%

Current Drawdown

FIEUX:

-22.50%

RERGX:

-20.67%

Returns By Period

In the year-to-date period, FIEUX achieves a -0.06% return, which is significantly lower than RERGX's 0.02% return. Over the past 10 years, FIEUX has underperformed RERGX with an annualized return of 1.85%, while RERGX has yielded a comparatively higher 3.17% annualized return.


FIEUX

YTD

-0.06%

1M

-2.94%

6M

-6.48%

1Y

5.37%

5Y*

0.84%

10Y*

1.85%

RERGX

YTD

0.02%

1M

-3.83%

6M

-5.84%

1Y

4.03%

5Y*

1.11%

10Y*

3.17%

*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.


FIEUX
Fidelity Europe Fund
Expense ratio chart for FIEUX: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%
Expense ratio chart for RERGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

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 3636
Overall Rank
The Sharpe Ratio Rank of FIEUX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FIEUX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FIEUX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FIEUX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FIEUX is 3434
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 3131
Overall Rank
The Sharpe Ratio Rank of RERGX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 3131
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.


Sharpe ratio
The chart of Sharpe ratio for FIEUX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.470.37
The chart of Sortino ratio for FIEUX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.000.730.60
The chart of Omega ratio for FIEUX, currently valued at 1.08, compared to the broader market1.002.003.001.081.07
The chart of Calmar ratio for FIEUX, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.210.18
The chart of Martin ratio for FIEUX, currently valued at 1.40, compared to the broader market0.0020.0040.0060.001.401.27
FIEUX
RERGX

The current FIEUX Sharpe Ratio is 0.47, which is comparable to the RERGX Sharpe Ratio of 0.37. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.47
0.37
FIEUX
RERGX

Dividends

FIEUX vs. RERGX - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 3.28%, more than RERGX's 1.61% yield.


TTM20242023202220212020201920182017201620152014
FIEUX
Fidelity Europe Fund
3.28%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
1.61%1.61%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.74%

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.


-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%AugustSeptemberOctoberNovemberDecember2025
-22.50%
-20.67%
FIEUX
RERGX

Volatility

FIEUX vs. RERGX - Volatility Comparison

Fidelity Europe Fund (FIEUX) has a higher volatility of 3.42% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.08%. This indicates that FIEUX's price experiences larger fluctuations and is considered to be riskier than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.42%
3.08%
FIEUX
RERGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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