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RERCX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RERCX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund® Class R-3 (RERCX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

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RERCX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RERCX
American Funds EuroPacific Growth Fund® Class R-3
-2.99%28.50%2.28%15.34%-23.27%2.19%24.43%26.60%-15.48%30.33%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-3.17%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

In the year-to-date period, RERCX achieves a -2.99% return, which is significantly higher than AWSHX's -3.17% return. Over the past 10 years, RERCX has underperformed AWSHX with an annualized return of 7.58%, while AWSHX has yielded a comparatively higher 12.07% annualized return.


RERCX

1D
2.74%
1M
-8.24%
YTD
-2.99%
6M
0.62%
1Y
20.79%
3Y*
10.26%
5Y*
2.65%
10Y*
7.58%

AWSHX

1D
2.21%
1M
-5.85%
YTD
-3.17%
6M
-1.40%
1Y
12.98%
3Y*
16.12%
5Y*
11.18%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RERCX vs. AWSHX - Expense Ratio Comparison

RERCX has a 1.11% expense ratio, which is higher than AWSHX's 0.58% expense ratio.


Return for Risk

RERCX vs. AWSHX — Risk / Return Rank

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

RERCX
RERCX Risk / Return Rank: 6565
Overall Rank
RERCX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RERCX Sortino Ratio Rank: 6868
Sortino Ratio Rank
RERCX Omega Ratio Rank: 6464
Omega Ratio Rank
RERCX Calmar Ratio Rank: 6363
Calmar Ratio Rank
RERCX Martin Ratio Rank: 5959
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 4848
Overall Rank
AWSHX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 4242
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 4242
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 5454
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 6262
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.

RERCX vs. AWSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund® Class R-3 (RERCX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


RERCXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.86

+0.47

Sortino ratio

Return per unit of downside risk

1.81

1.34

+0.47

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.61

1.35

+0.26

Martin ratio

Return relative to average drawdown

6.11

6.00

+0.11

RERCX vs. AWSHX - Sharpe Ratio Comparison

The current RERCX Sharpe Ratio is 1.33, which is higher than the AWSHX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of RERCX and AWSHX, 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


RERCXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.86

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.80

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.74

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.62

-0.24

Correlation

The correlation between RERCX and AWSHX is 0.76, 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

RERCX vs. AWSHX - Dividend Comparison

RERCX's dividend yield for the trailing twelve months is around 14.37%, more than AWSHX's 10.44% yield.


TTM20252024202320222021202020192018201720162015
RERCX
American Funds EuroPacific Growth Fund® Class R-3
14.37%13.94%4.37%3.40%1.54%9.75%0.00%2.56%6.16%4.45%0.95%2.77%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.44%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

RERCX vs. AWSHX - Drawdown Comparison

The maximum RERCX drawdown since its inception was -54.15%, roughly equal to the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for RERCX and AWSHX.


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Drawdown Indicators


RERCXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-53.95%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-10.37%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.73%

-18.64%

-19.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.73%

-34.65%

-3.08%

Current Drawdown

Current decline from peak

-10.17%

-6.35%

-3.82%

Average Drawdown

Average peak-to-trough decline

-11.57%

-6.43%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.32%

+0.99%

Volatility

RERCX vs. AWSHX - Volatility Comparison

American Funds EuroPacific Growth Fund® Class R-3 (RERCX) has a higher volatility of 7.26% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 4.41%. This indicates that RERCX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RERCXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

4.41%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

8.28%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

15.30%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

14.12%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

16.33%

+0.46%