REREX vs. GFFFX

Last updated Jun 24, 2026

REREX (American Funds EuroPacific Growth Fund Class R-4) and GFFFX (American Funds The Growth Fund of America Class F-2) are both Large Cap Growth Equities funds from American Funds. Over the past 10 years, REREX returned 9.86%/yr vs 16.52%/yr for GFFFX. Their correlation of 0.82 suggests significant overlap in exposure. REREX charges 0.81%/yr vs 0.40%/yr for GFFFX.

Performance

REREX vs. GFFFX - 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 American Funds The Growth Fund of America Class F-2 (GFFFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REREX achieves a 13.39% return, which is significantly higher than GFFFX's 8.83% return. Over the past 10 years, REREX has underperformed GFFFX with an annualized return of 9.86%, while GFFFX has yielded a comparatively higher 16.52% annualized return.

REREX

• 1D: 0.80%
• 1M: 4.67%
• YTD: 13.39%
• 6M: 13.43%
• 1Y: 30.52%
• 3Y*: 16.41%
• 5Y*: 5.15%
• 10Y*: 9.86%

GFFFX

• 1D: -0.52%
• 1M: 1.98%
• YTD: 8.83%
• 6M: 7.92%
• 1Y: 23.03%
• 3Y*: 24.19%
• 5Y*: 11.70%
• 10Y*: 16.52%

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

REREX vs. GFFFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REREX American Funds EuroPacific Growth Fund Class R-4	13.39%	28.87%	2.59%	15.70%	-23.04%	2.49%	24.81%	26.97%	-15.23%	30.72%
GFFFX American Funds The Growth Fund of America Class F-2	8.83%	19.96%	28.28%	37.51%	-30.61%	19.55%	38.16%	28.43%	-2.96%	26.38%

Correlation

The correlation between REREX and GFFFX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.82

The correlation between REREX and GFFFX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

Return for Risk

REREX vs. GFFFX — Risk / Return Rank

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

REREX

REREX Risk / Return Rank: 47
REREX Sharpe Ratio Rank: 48
REREX Sortino Ratio Rank: 46
REREX Omega Ratio Rank: 49
REREX Calmar Ratio Rank: 46
REREX Martin Ratio Rank: 47

GFFFX

GFFFX Risk / Return Rank: 30
GFFFX Sharpe Ratio Rank: 31
GFFFX Sortino Ratio Rank: 29
GFFFX Omega Ratio Rank: 31
GFFFX Calmar Ratio Rank: 26
GFFFX Martin Ratio Rank: 32

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.

REREX vs. GFFFX - 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 American Funds The Growth Fund of America Class F-2 (GFFFX). 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.

	REREX	GFFFX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.49	+0.39
Sortino ratio: Return per unit of downside risk	2.63	2.06	+0.56
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.08
Calmar ratio: Return relative to maximum drawdown	2.47	1.77	+0.70
Martin ratio: Return relative to average drawdown	9.18	6.78	+2.40

REREX vs. GFFFX - Sharpe Ratio Comparison

The current REREX Sharpe Ratio is 1.89, which is comparable to the GFFFX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of REREX and GFFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

REREX vs. GFFFX - Drawdown Comparison

The maximum REREX drawdown since its inception was -54.00%, which is greater than GFFFX's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for REREX and GFFFX.

Drawdown Indicators

	REREX	GFFFX	Difference
Max Drawdown Largest peak-to-trough decline	-54.00%	-36.26%	-17.74%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-13.74%	+1.20%
Max Drawdown (3Y) Largest decline over 3 years	-15.75%	-21.55%	+5.80%
Max Drawdown (5Y) Largest decline over 5 years	-37.54%	-36.26%	-1.28%
Max Drawdown (10Y) Largest decline over 10 years	-37.54%	-36.26%	-1.28%
Current Drawdown Current decline from peak	0.00%	-1.55%	+1.55%
Average Drawdown Average peak-to-trough decline	-11.05%	-5.56%	-5.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	3.58%	-0.21%

Volatility

REREX vs. GFFFX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) and American Funds The Growth Fund of America Class F-2 (GFFFX) have volatilities of 6.77% and 6.79%, 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.

Volatility by Period

	REREX	GFFFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.77%	6.79%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	14.27%	13.02%	+1.25%
Volatility (1Y) Calculated over the trailing 1-year period	16.48%	16.31%	+0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.89%	20.43%	-3.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.98%	19.78%	-2.80%

REREX vs. GFFFX - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is higher than GFFFX's 0.40% expense ratio.

Dividends

REREX vs. GFFFX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 16.48%, more than GFFFX's 10.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFFFX American Funds The Growth Fund of America Class F-2	10.06%	10.95%	9.23%	7.64%	4.32%	8.42%	4.51%	7.38%	12.29%	7.27%	6.87%	9.13%
REREX American Funds EuroPacific Growth Fund Class R-4	16.48%	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

Can I hold both REREX and GFFFX in my portfolio?

REREX and GFFFX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REREX or GFFFX?

GFFFX has higher volatility (6.79%) compared to REREX (6.77%). In terms of maximum drawdown, REREX dropped -54.00% vs GFFFX's -36.26%.

Which has better risk-adjusted returns?

REREX currently has the higher Sharpe Ratio (1.89 vs 1.49), 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.