PortfoliosLab logoPortfoliosLab logo
REREX vs. BRXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REREX vs. BRXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class R-4 (REREX) and MFS Blended Research International Equity Fund (BRXIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, REREX achieves a 9.37% return, which is significantly lower than BRXIX's 16.50% return. Over the past 10 years, REREX has underperformed BRXIX with an annualized return of 8.57%, while BRXIX has yielded a comparatively higher 11.38% annualized return.


REREX

1D
3.15%
1M
-0.80%
6M
3.67%
YTD
9.37%
1Y
24.22%
3Y*
13.21%
5Y*
4.73%
10Y*
8.57%
ALL TIME*
7.72%

BRXIX

1D
3.06%
1M
1.20%
6M
9.14%
YTD
16.50%
1Y
34.79%
3Y*
22.83%
5Y*
13.06%
10Y*
11.38%
ALL TIME*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

REREX vs. BRXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REREX
American Funds EuroPacific Growth Fund Class R-4
9.37%28.87%2.59%15.70%-23.04%2.49%24.81%26.97%-15.23%30.72%
BRXIX
MFS Blended Research International Equity Fund
16.50%39.87%11.82%14.42%-13.36%13.38%9.09%22.13%-15.56%25.21%

Correlation

The correlation between REREX and BRXIX is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2015

0.93

The correlation between REREX and BRXIX has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

REREX vs. BRXIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

REREX
REREX Risk / Return Rank: 4747
Overall Rank
REREX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
REREX Sortino Ratio Rank: 4848
Sortino Ratio Rank
REREX Omega Ratio Rank: 4949
Omega Ratio Rank
REREX Calmar Ratio Rank: 4747
Calmar Ratio Rank
REREX Martin Ratio Rank: 4545
Martin Ratio Rank

BRXIX
BRXIX Risk / Return Rank: 8585
Overall Rank
BRXIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BRXIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BRXIX Omega Ratio Rank: 8383
Omega Ratio Rank
BRXIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BRXIX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

REREX vs. BRXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class R-4 (REREX) and MFS Blended Research International Equity Fund (BRXIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


REREXBRXIXDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

1.79

2.94

-1.16

Martin ratioReturn relative to average drawdown

6.32

10.93

-4.61

REREX vs. BRXIX - Sharpe Ratio Comparison

The current REREX Sharpe Ratio is 1.29, which is lower than the BRXIX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of REREX and BRXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

REREX vs. BRXIX - Drawdown Comparison

The maximum REREX drawdown since its inception was -54.00%, which is greater than BRXIX's maximum drawdown of -36.21%. Use the drawdown chart below to compare losses from any high point for REREX and BRXIX.


Loading charts...

Drawdown Indicators


REREXBRXIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.00%

-36.21%

-17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-11.21%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-15.75%

-12.72%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-26.48%

-11.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-36.21%

-1.33%

Current Drawdown

Current decline from peak

-3.54%

-1.70%

-1.84%

Average Drawdown

Average peak-to-trough decline

-11.01%

-6.84%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.01%

+0.53%

Volatility

REREX vs. BRXIX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) and MFS Blended Research International Equity Fund (BRXIX) have volatilities of 5.65% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


REREXBRXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

5.61%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

13.85%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

15.65%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

15.02%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

15.64%

+1.22%

REREX vs. BRXIX - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is higher than BRXIX's 0.64% expense ratio.


Dividends

REREX vs. BRXIX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 17.09%, more than BRXIX's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BRXIX
MFS Blended Research International Equity Fund
3.62%4.21%4.81%2.81%2.68%7.23%2.32%2.91%6.83%1.13%0.53%0.54%
REREX
American Funds EuroPacific Growth Fund Class R-4
17.09%14.12%4.69%3.67%1.78%10.03%0.17%2.86%6.45%4.75%1.28%3.10%

Frequently Asked Questions


With a correlation of 0.93, REREX and BRXIX 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.

REREX has higher volatility (5.65%) compared to BRXIX (5.61%). In terms of maximum drawdown, REREX dropped -54.00% vs BRXIX's -36.21%.

BRXIX currently has the higher Sharpe Ratio (2.11 vs 1.29), 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.

Portfolio Optimizer

Find the right allocation for REREX and BRXIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer