RERCX vs. SSHQX
Compare and contrast key facts about American Funds EuroPacific Growth Fund® Class R-3 (RERCX) and State Street Hedged International Developed Equity Index Fund (SSHQX).
RERCX is managed by American Funds. It was launched on Apr 16, 1984. SSHQX is managed by State Street Global Advisors. It was launched on May 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RERCX or SSHQX.
Performance
RERCX vs. SSHQX - Performance Comparison
Returns By Period
In the year-to-date period, RERCX achieves a 3.53% return, which is significantly lower than SSHQX's 12.01% return.
RERCX
3.53%
-3.99%
-5.58%
8.26%
1.51%
2.35%
SSHQX
12.01%
-1.92%
-1.31%
16.91%
5.62%
N/A
Key characteristics
| RERCX | SSHQX | |
|---|---|---|
| Sharpe Ratio | 0.62 | 1.49 |
| Sortino Ratio | 0.94 | 1.96 |
| Omega Ratio | 1.12 | 1.29 |
| Calmar Ratio | 0.28 | 1.50 |
| Martin Ratio | 2.69 | 7.75 |
| Ulcer Index | 2.93% | 2.13% |
| Daily Std Dev | 12.71% | 11.03% |
| Max Drawdown | -52.70% | -31.95% |
| Current Drawdown | -21.96% | -3.23% |
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RERCX vs. SSHQX - Expense Ratio Comparison
RERCX has a 1.11% expense ratio, which is higher than SSHQX's 0.20% expense ratio.
Correlation
The correlation between RERCX and SSHQX is 0.82, 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.
Risk-Adjusted Performance
RERCX vs. SSHQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund® Class R-3 (RERCX) and State Street Hedged International Developed Equity Index Fund (SSHQX). 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.
Dividends
RERCX vs. SSHQX - Dividend Comparison
RERCX's dividend yield for the trailing twelve months is around 1.44%, less than SSHQX's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RERCX American Funds EuroPacific Growth Fund® Class R-3 | 1.44% | 1.41% | 0.98% | 1.18% | 0.00% | 0.77% | 1.08% | 0.58% | 0.95% | 1.44% | 1.06% | 0.66% |
SSHQX State Street Hedged International Developed Equity Index Fund | 3.36% | 3.77% | 3.38% | 2.93% | 2.03% | 3.08% | 5.69% | 0.00% | 2.16% | 0.63% | 0.00% | 0.00% |
Drawdowns
RERCX vs. SSHQX - Drawdown Comparison
The maximum RERCX drawdown since its inception was -52.70%, which is greater than SSHQX's maximum drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for RERCX and SSHQX. For additional features, visit the drawdowns tool.
Volatility
RERCX vs. SSHQX - Volatility Comparison
American Funds EuroPacific Growth Fund® Class R-3 (RERCX) has a higher volatility of 3.34% compared to State Street Hedged International Developed Equity Index Fund (SSHQX) at 2.57%. This indicates that RERCX's price experiences larger fluctuations and is considered to be riskier than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.