PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
REREX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REREX and FSPSX is 0.91, 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.


-0.50.00.51.00.9

Performance

REREX vs. FSPSX - 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 Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
75.93%
133.94%
REREX
FSPSX

Key characteristics

Sharpe Ratio

REREX:

0.01

FSPSX:

0.40

Sortino Ratio

REREX:

0.10

FSPSX:

0.63

Omega Ratio

REREX:

1.01

FSPSX:

1.08

Calmar Ratio

REREX:

0.00

FSPSX:

0.52

Martin Ratio

REREX:

0.04

FSPSX:

1.46

Ulcer Index

REREX:

3.32%

FSPSX:

3.45%

Daily Std Dev

REREX:

13.69%

FSPSX:

12.69%

Max Drawdown

REREX:

-52.44%

FSPSX:

-33.69%

Current Drawdown

REREX:

-24.69%

FSPSX:

-9.64%

Returns By Period

In the year-to-date period, REREX achieves a -0.96% return, which is significantly lower than FSPSX's 3.29% return. Over the past 10 years, REREX has underperformed FSPSX with an annualized return of 2.33%, while FSPSX has yielded a comparatively higher 5.19% annualized return.


REREX

YTD

-0.96%

1M

-5.03%

6M

-6.12%

1Y

1.34%

5Y*

0.44%

10Y*

2.33%

FSPSX

YTD

3.29%

1M

-1.48%

6M

-2.46%

1Y

6.02%

5Y*

4.89%

10Y*

5.19%

Compare stocks, funds, or ETFs

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


REREX vs. FSPSX - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


REREX
American Funds EuroPacific Growth Fund Class R-4
Expense ratio chart for REREX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

REREX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class R-4 (REREX) and Fidelity International Index Fund (FSPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for REREX, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.000.010.40
The chart of Sortino ratio for REREX, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.0010.000.100.63
The chart of Omega ratio for REREX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.08
The chart of Calmar ratio for REREX, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.0014.000.000.52
The chart of Martin ratio for REREX, currently valued at 0.04, compared to the broader market0.0020.0040.0060.000.041.46
REREX
FSPSX

The current REREX Sharpe Ratio is 0.01, which is lower than the FSPSX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of REREX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.01
0.40
REREX
FSPSX

Dividends

REREX vs. FSPSX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 0.39%, more than FSPSX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
REREX
American Funds EuroPacific Growth Fund Class R-4
0.39%1.69%1.22%1.47%0.17%1.07%1.37%0.87%1.28%1.78%1.39%0.95%
FSPSX
Fidelity International Index Fund
0.37%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%

Drawdowns

REREX vs. FSPSX - Drawdown Comparison

The maximum REREX drawdown since its inception was -52.44%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for REREX and FSPSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.69%
-9.64%
REREX
FSPSX

Volatility

REREX vs. FSPSX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) has a higher volatility of 5.84% compared to Fidelity International Index Fund (FSPSX) at 3.56%. This indicates that REREX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.84%
3.56%
REREX
FSPSX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab