PortfoliosLab logo
FOCSX vs. RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOCSX and RERGX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FOCSX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth K6 Fund (FOCSX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
60.92%
54.47%
FOCSX
RERGX

Key characteristics

Sharpe Ratio

FOCSX:

-0.06

RERGX:

0.27

Sortino Ratio

FOCSX:

0.10

RERGX:

0.47

Omega Ratio

FOCSX:

1.01

RERGX:

1.06

Calmar Ratio

FOCSX:

-0.04

RERGX:

0.22

Martin Ratio

FOCSX:

-0.17

RERGX:

1.00

Ulcer Index

FOCSX:

8.78%

RERGX:

4.46%

Daily Std Dev

FOCSX:

25.39%

RERGX:

16.58%

Max Drawdown

FOCSX:

-51.13%

RERGX:

-37.30%

Current Drawdown

FOCSX:

-31.76%

RERGX:

-8.89%

Returns By Period

In the year-to-date period, FOCSX achieves a -12.12% return, which is significantly lower than RERGX's 4.45% return.


FOCSX

YTD

-12.12%

1M

-4.69%

6M

-12.07%

1Y

-0.79%

5Y*

4.69%

10Y*

N/A

RERGX

YTD

4.45%

1M

-1.11%

6M

-0.13%

1Y

4.85%

5Y*

9.12%

10Y*

5.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FOCSX vs. RERGX - Expense Ratio Comparison

FOCSX has a 0.60% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Expense ratio chart for FOCSX: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCSX: 0.60%
Expense ratio chart for RERGX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RERGX: 0.46%

Risk-Adjusted Performance

FOCSX vs. RERGX — Risk-Adjusted Performance Rank

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

FOCSX
The Risk-Adjusted Performance Rank of FOCSX is 1919
Overall Rank
The Sharpe Ratio Rank of FOCSX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCSX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FOCSX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FOCSX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FOCSX is 1818
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 3838
Overall Rank
The Sharpe Ratio Rank of RERGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 4040
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.

FOCSX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth K6 Fund (FOCSX) 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 chart of Sharpe ratio for FOCSX, currently valued at -0.06, compared to the broader market-1.000.001.002.003.00
FOCSX: -0.06
RERGX: 0.27
The chart of Sortino ratio for FOCSX, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.00
FOCSX: 0.10
RERGX: 0.47
The chart of Omega ratio for FOCSX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
FOCSX: 1.01
RERGX: 1.06
The chart of Calmar ratio for FOCSX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.00
FOCSX: -0.04
RERGX: 0.22
The chart of Martin ratio for FOCSX, currently valued at -0.17, compared to the broader market0.0010.0020.0030.0040.0050.00
FOCSX: -0.17
RERGX: 1.00

The current FOCSX Sharpe Ratio is -0.06, which is lower than the RERGX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FOCSX 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.06
0.27
FOCSX
RERGX

Dividends

FOCSX vs. RERGX - Dividend Comparison

FOCSX's dividend yield for the trailing twelve months is around 1.78%, less than RERGX's 6.78% yield.


TTM20242023202220212020201920182017201620152014
FOCSX
Fidelity Small Cap Growth K6 Fund
1.78%1.57%0.23%0.05%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%
RERGX
American Funds EuroPacific Growth Fund Class R-6
6.78%7.08%3.95%2.02%10.19%0.41%3.14%6.77%4.99%1.64%3.43%1.75%

Drawdowns

FOCSX vs. RERGX - Drawdown Comparison

The maximum FOCSX drawdown since its inception was -51.13%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for FOCSX and RERGX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-31.76%
-8.89%
FOCSX
RERGX

Volatility

FOCSX vs. RERGX - Volatility Comparison

Fidelity Small Cap Growth K6 Fund (FOCSX) has a higher volatility of 15.28% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 10.11%. This indicates that FOCSX'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%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.28%
10.11%
FOCSX
RERGX