REREX vs. FXAIX
Compare and contrast key facts about American Funds EuroPacific Growth Fund Class R-4 (REREX) and Fidelity 500 Index Fund (FXAIX).
REREX is managed by American Funds. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REREX or FXAIX.
Performance
REREX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, REREX achieves a 3.80% return, which is significantly lower than FXAIX's 24.55% return. Over the past 10 years, REREX has underperformed FXAIX with an annualized return of 2.66%, while FXAIX has yielded a comparatively higher 13.02% annualized return.
REREX
3.80%
-3.97%
-5.44%
8.59%
1.82%
2.66%
FXAIX
24.55%
0.19%
11.42%
31.85%
15.34%
13.02%
Key characteristics
| REREX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.65 | 2.63 |
| Sortino Ratio | 0.98 | 3.52 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.30 | 3.81 |
| Martin Ratio | 2.83 | 17.22 |
| Ulcer Index | 2.90% | 1.87% |
| Daily Std Dev | 12.72% | 12.24% |
| Max Drawdown | -52.44% | -33.79% |
| Current Drawdown | -21.07% | -2.14% |
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REREX vs. FXAIX - Expense Ratio Comparison
REREX has a 0.81% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between REREX and FXAIX is 0.78, 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
REREX vs. FXAIX - 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 500 Index Fund (FXAIX). 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
REREX vs. FXAIX - Dividend Comparison
REREX's dividend yield for the trailing twelve months is around 1.71%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REREX American Funds EuroPacific Growth Fund Class R-4 | 1.71% | 1.69% | 1.22% | 1.47% | 0.17% | 1.07% | 1.37% | 0.87% | 1.28% | 1.78% | 1.39% | 0.95% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
REREX vs. FXAIX - Drawdown Comparison
The maximum REREX drawdown since its inception was -52.44%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for REREX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
REREX vs. FXAIX - Volatility Comparison
The current volatility for American Funds EuroPacific Growth Fund Class R-4 (REREX) is 3.34%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.05%. This indicates that REREX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.