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FPBFX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPBFX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Pacific Basin Fund (FPBFX) 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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FPBFX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPBFX
Fidelity Pacific Basin Fund
4.80%37.15%9.26%14.07%-23.71%2.28%32.92%32.21%-18.08%40.06%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-2.84%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, FPBFX achieves a 4.80% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, FPBFX has outperformed RERGX with an annualized return of 11.36%, while RERGX has yielded a comparatively lower 7.97% annualized return.


FPBFX

1D
4.02%
1M
-6.88%
YTD
4.80%
6M
4.92%
1Y
38.92%
3Y*
17.67%
5Y*
6.30%
10Y*
11.36%

RERGX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.96%
1Y
21.57%
3Y*
11.01%
5Y*
3.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPBFX vs. RERGX - Expense Ratio Comparison

FPBFX has a 1.04% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

FPBFX vs. RERGX — Risk / Return Rank

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

FPBFX
FPBFX Risk / Return Rank: 8989
Overall Rank
FPBFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FPBFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FPBFX Omega Ratio Rank: 8484
Omega Ratio Rank
FPBFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FPBFX Martin Ratio Rank: 9191
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 7171
Overall Rank
RERGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RERGX Omega Ratio Rank: 6969
Omega Ratio Rank
RERGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RERGX Martin Ratio Rank: 6666
Martin Ratio Rank
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.

FPBFX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Pacific Basin Fund (FPBFX) 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.


FPBFXRERGXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.38

+0.46

Sortino ratio

Return per unit of downside risk

2.40

1.87

+0.53

Omega ratio

Gain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratio

Return relative to maximum drawdown

2.87

1.68

+1.19

Martin ratio

Return relative to average drawdown

10.85

6.37

+4.48

FPBFX vs. RERGX - Sharpe Ratio Comparison

The current FPBFX Sharpe Ratio is 1.84, which is higher than the RERGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FPBFX 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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Sharpe Ratios by Period


FPBFXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.38

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.20

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.48

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.38

+0.04

Correlation

The correlation between FPBFX and RERGX is 0.83, 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.


Dividends

FPBFX vs. RERGX - Dividend Comparison

FPBFX's dividend yield for the trailing twelve months is around 7.82%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
FPBFX
Fidelity Pacific Basin Fund
7.82%8.19%5.99%5.36%8.76%14.97%4.45%0.75%10.88%4.36%2.38%3.61%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.36%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

FPBFX vs. RERGX - Drawdown Comparison

The maximum FPBFX drawdown since its inception was -69.06%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for FPBFX and RERGX.


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Drawdown Indicators


FPBFXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-69.06%

-37.30%

-31.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-12.52%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

-37.30%

-0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

-37.30%

-2.55%

Current Drawdown

Current decline from peak

-8.72%

-10.11%

+1.39%

Average Drawdown

Average peak-to-trough decline

-17.65%

-9.28%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.30%

+0.19%

Volatility

FPBFX vs. RERGX - Volatility Comparison

Fidelity Pacific Basin Fund (FPBFX) has a higher volatility of 10.35% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 7.27%. This indicates that FPBFX'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.


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Volatility by Period


FPBFXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

7.27%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

11.54%

+4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

16.40%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

16.48%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

16.80%

+0.70%