RERCX vs. SCHF

Last updated Jun 3, 2026

RERCX (American Funds EuroPacific Growth Fund® Class R-3) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, RERCX returned 8.75%/yr vs 10.37%/yr for SCHF. Their correlation of 0.92 suggests significant overlap in exposure. RERCX charges 1.11%/yr vs 0.06%/yr for SCHF.

Performance

RERCX vs. SCHF - 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 Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RERCX achieves a 11.45% return, which is significantly lower than SCHF's 16.56% return. Over the past 10 years, RERCX has underperformed SCHF with an annualized return of 8.75%, while SCHF has yielded a comparatively higher 10.37% annualized return.

RERCX

• 1D: 0.25%
• 1M: 6.32%
• YTD: 11.45%
• 6M: 14.99%
• 1Y: 27.39%
• 3Y*: 15.39%
• 5Y*: 4.40%
• 10Y*: 8.75%

SCHF

• 1D: 0.54%
• 1M: 5.58%
• YTD: 16.56%
• 6M: 20.34%
• 1Y: 32.90%
• 3Y*: 20.25%
• 5Y*: 10.24%
• 10Y*: 10.37%

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

RERCX vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RERCX American Funds EuroPacific Growth Fund® Class R-3	11.45%	28.50%	2.28%	15.34%	-23.27%	2.19%	24.43%	26.60%	-15.48%	30.33%
SCHF Schwab International Equity ETF	16.56%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%

Correlation

The correlation between RERCX and SCHF is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Nov 4, 2009	0.92

The correlation between RERCX and SCHF has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Return for Risk

RERCX vs. SCHF — Risk / Return Rank

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

RERCX

RERCX Risk / Return Rank: 39
RERCX Sharpe Ratio Rank: 40
RERCX Sortino Ratio Rank: 40
RERCX Omega Ratio Rank: 41
RERCX Calmar Ratio Rank: 34
RERCX Martin Ratio Rank: 39

SCHF

SCHF Risk / Return Rank: 62
SCHF Sharpe Ratio Rank: 62
SCHF Sortino Ratio Rank: 61
SCHF Omega Ratio Rank: 61
SCHF Calmar Ratio Rank: 60
SCHF Martin Ratio Rank: 64

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. SCHF - 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 Schwab International Equity ETF (SCHF). 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.

	RERCX	SCHF	Difference
Sharpe ratio Return per unit of total volatility	1.86	2.10	-0.24
Sortino ratio Return per unit of downside risk	2.65	2.89	-0.24
Omega ratio Gain probability vs. loss probability	1.34	1.38	-0.03
Calmar ratio Return relative to maximum drawdown	2.24	3.00	-0.76
Martin ratio Return relative to average drawdown	8.44	11.70	-3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RERCX vs. SCHF - Sharpe Ratio Comparison

The current RERCX Sharpe Ratio is 1.86, which is comparable to the SCHF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of RERCX and SCHF, 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

	RERCX	SCHF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	2.10	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.63	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.61	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.44	-0.03

Drawdowns

RERCX vs. SCHF - Drawdown Comparison

The maximum RERCX drawdown since its inception was -54.15%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for RERCX and SCHF.

Drawdown Indicators

	RERCX	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-54.15%	-34.87%	-19.28%
Max Drawdown (1Y) Largest decline over 1 year	-12.56%	-11.48%	-1.08%
Max Drawdown (3Y) Largest decline over 3 years	-15.88%	-13.41%	-2.47%
Max Drawdown (5Y) Largest decline over 5 years	-37.73%	-29.14%	-8.59%
Max Drawdown (10Y) Largest decline over 10 years	-37.73%	-34.87%	-2.86%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.51%	-7.38%	-4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	2.95%	+0.39%

Volatility

RERCX vs. SCHF - Volatility Comparison

The current volatility for American Funds EuroPacific Growth Fund® Class R-3 (RERCX) is 5.44%, while Schwab International Equity ETF (SCHF) has a volatility of 5.73%. This indicates that RERCX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RERCX	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	5.73%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	12.92%	13.32%	-0.40%
Volatility (1Y) Calculated over the trailing 1-year period	15.41%	15.75%	-0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	16.38%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	17.19%	-0.27%

RERCX vs. SCHF - Expense Ratio Comparison

RERCX has a 1.11% expense ratio, which is higher than SCHF's 0.06% expense ratio.

Dividends

RERCX vs. SCHF - Dividend Comparison

RERCX's dividend yield for the trailing twelve months is around 12.51%, more than SCHF's 2.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RERCX American Funds EuroPacific Growth Fund® Class R-3	12.51%	13.94%	4.37%	3.40%	1.54%	9.75%	0.00%	2.56%	6.16%	4.45%	0.95%	2.77%
SCHF Schwab International Equity ETF	2.93%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Frequently Asked Questions

Can I hold both RERCX and SCHF in my portfolio?

With a correlation of 0.90, RERCX and SCHF 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, RERCX or SCHF?

SCHF has higher volatility (5.73%) compared to RERCX (5.44%). In terms of maximum drawdown, RERCX dropped -54.15% vs SCHF's -34.87%.

Which has better risk-adjusted returns?

SCHF currently has the higher Sharpe Ratio (2.10 vs 1.86), 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.