IGFFX vs. RERGX

Last updated Jun 4, 2026

IGFFX (American Funds International Growth and Income Fund Class F-2) and RERGX (American Funds EuroPacific Growth Fund Class R-6) are both mutual funds - IGFFX is a Global Equities fund actively managed by American Funds, while RERGX is a Foreign Large Cap Equities fund managed by American Funds. Over the past 10 years, IGFFX returned 9.89%/yr vs 9.21%/yr for RERGX. With a 0.96 correlation, they move nearly in lockstep. IGFFX charges 0.65%/yr vs 0.46%/yr for RERGX.

Performance

IGFFX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds International Growth and Income Fund Class F-2 (IGFFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGFFX achieves a 13.53% return, which is significantly higher than RERGX's 12.33% return. Over the past 10 years, IGFFX has outperformed RERGX with an annualized return of 9.89%, while RERGX has yielded a comparatively lower 9.21% annualized return.

IGFFX

• 1D: 0.60%
• 1M: 4.86%
• YTD: 13.53%
• 6M: 16.22%
• 1Y: 30.61%
• 3Y*: 19.57%
• 5Y*: 8.91%
• 10Y*: 9.89%

RERGX

• 1D: 0.55%
• 1M: 6.76%
• YTD: 12.33%
• 6M: 15.06%
• 1Y: 29.41%
• 3Y*: 16.36%
• 5Y*: 5.37%
• 10Y*: 9.21%

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

IGFFX vs. RERGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGFFX American Funds International Growth and Income Fund Class F-2	13.53%	35.43%	3.56%	15.57%	-15.26%	10.11%	8.06%	27.41%	-14.18%	26.33%
RERGX American Funds EuroPacific Growth Fund Class R-6	12.33%	29.34%	3.00%	16.11%	-22.77%	2.84%	25.27%	27.40%	-17.33%	31.19%

Correlation

The correlation between IGFFX and RERGX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010	0.96

The correlation between IGFFX and RERGX has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

Return for Risk

IGFFX vs. RERGX — Risk / Return Rank

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

IGFFX

IGFFX Risk / Return Rank: 57
IGFFX Sharpe Ratio Rank: 61
IGFFX Sortino Ratio Rank: 59
IGFFX Omega Ratio Rank: 60
IGFFX Calmar Ratio Rank: 52
IGFFX Martin Ratio Rank: 51

RERGX

RERGX Risk / Return Rank: 40
RERGX Sharpe Ratio Rank: 42
RERGX Sortino Ratio Rank: 41
RERGX Omega Ratio Rank: 42
RERGX Calmar Ratio Rank: 37
RERGX Martin Ratio Rank: 40

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.

IGFFX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds International Growth and Income Fund Class F-2 (IGFFX) 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.

	IGFFX	RERGX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	1.89	+0.42
Sortino ratio: Return per unit of downside risk	3.24	2.69	+0.56
Omega ratio: Gain probability vs. loss probability	1.43	1.35	+0.08
Calmar ratio: Return relative to maximum drawdown	2.78	2.32	+0.46
Martin ratio: Return relative to average drawdown	10.47	8.74	+1.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGFFX vs. RERGX - Sharpe Ratio Comparison

The current IGFFX Sharpe Ratio is 2.31, which is comparable to the RERGX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of IGFFX and RERGX, 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

	IGFFX	RERGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	1.89	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.32	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.55	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.43	+0.06

Drawdowns

IGFFX vs. RERGX - Drawdown Comparison

The maximum IGFFX drawdown since its inception was -35.76%, roughly equal to the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for IGFFX and RERGX.

Drawdown Indicators

	IGFFX	RERGX	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-37.30%	+1.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-12.52%	+1.63%
Max Drawdown (3Y) Largest decline over 3 years	-12.59%	-15.62%	+3.03%
Max Drawdown (5Y) Largest decline over 5 years	-30.34%	-37.30%	+6.96%
Max Drawdown (10Y) Largest decline over 10 years	-35.76%	-37.30%	+1.54%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.76%	-9.21%	+1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	3.31%	-0.43%

Volatility

IGFFX vs. RERGX - Volatility Comparison

The current volatility for American Funds International Growth and Income Fund Class F-2 (IGFFX) is 4.78%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 5.40%. This indicates that IGFFX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGFFX	RERGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	5.40%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	12.91%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	15.38%	-2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.61%	16.67%	-2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.92%	16.93%	-1.01%

IGFFX vs. RERGX - Expense Ratio Comparison

IGFFX has a 0.65% expense ratio, which is higher than RERGX's 0.46% expense ratio.

Dividends

IGFFX vs. RERGX - Dividend Comparison

IGFFX's dividend yield for the trailing twelve months is around 7.49%, less than RERGX's 12.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGFFX American Funds International Growth and Income Fund Class F-2	7.49%	8.38%	3.65%	2.55%	4.28%	7.18%	1.60%	2.62%	3.06%	2.04%	2.59%	3.48%
RERGX American Funds EuroPacific Growth Fund Class R-6	12.42%	13.95%	4.96%	3.95%	2.02%	10.19%	0.41%	3.14%	3.17%	4.99%	1.64%	3.43%

Frequently Asked Questions

Can I hold both IGFFX and RERGX in my portfolio?

With a correlation of 0.96, IGFFX and RERGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IGFFX or RERGX?

RERGX has higher volatility (5.40%) compared to IGFFX (4.78%). In terms of maximum drawdown, IGFFX dropped -35.76% vs RERGX's -37.30%.

Which has better risk-adjusted returns?

IGFFX currently has the higher Sharpe Ratio (2.31 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.