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REREX vs. RGAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REREX vs. RGAGX - 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 R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REREX achieves a 12.18% return, which is significantly higher than RGAGX's 10.24% return. Over the past 10 years, REREX has underperformed RGAGX with an annualized return of 9.13%, while RGAGX has yielded a comparatively higher 16.39% annualized return.


REREX

1D
0.55%
1M
6.73%
YTD
12.18%
6M
14.88%
1Y
28.96%
3Y*
15.94%
5Y*
4.99%
10Y*
9.13%

RGAGX

1D
-0.33%
1M
6.84%
YTD
10.24%
6M
9.86%
1Y
26.58%
3Y*
25.54%
5Y*
12.86%
10Y*
16.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REREX vs. RGAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REREX
American Funds EuroPacific Growth Fund Class R-4
12.18%28.87%2.59%15.70%-23.04%2.49%24.81%26.97%-15.23%30.72%
RGAGX
American Funds The Growth Fund of America Class R-6
10.24%20.08%28.41%37.66%-30.53%19.67%38.30%29.22%-2.88%26.53%

Correlation

The correlation between REREX and RGAGX is 0.78, 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

0.78

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 May 4, 2009

0.82

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

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Return for Risk

REREX vs. RGAGX — Risk / Return Rank

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

REREX
REREX Risk / Return Rank: 4040
Overall Rank
REREX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
REREX Sortino Ratio Rank: 4141
Sortino Ratio Rank
REREX Omega Ratio Rank: 4141
Omega Ratio Rank
REREX Calmar Ratio Rank: 3636
Calmar Ratio Rank
REREX Martin Ratio Rank: 4040
Martin Ratio Rank

RGAGX
RGAGX Risk / Return Rank: 3535
Overall Rank
RGAGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RGAGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
RGAGX Omega Ratio Rank: 3737
Omega Ratio Rank
RGAGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RGAGX Martin Ratio Rank: 3535
Martin Ratio Rank
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. RGAGX - 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 R-6 (RGAGX). 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.


REREXRGAGXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratioReturn relative to maximum drawdown

2.28

1.99

+0.29

Martin ratioReturn relative to average drawdown

8.58

7.76

+0.82

REREX vs. RGAGX - Sharpe Ratio Comparison

The current REREX Sharpe Ratio is 1.86, which is comparable to the RGAGX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of REREX and RGAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


REREXRGAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.80

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.64

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.84

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.86

-0.43

Drawdowns

REREX vs. RGAGX - Drawdown Comparison

The maximum REREX drawdown since its inception was -54.00%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for REREX and RGAGX.


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Drawdown Indicators


REREXRGAGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.00%

-36.19%

-17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-13.71%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-15.75%

-21.54%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-36.19%

-1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-36.19%

-1.35%

Current Drawdown

Current decline from peak

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

-11.07%

-5.49%

-5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.50%

-0.17%

Volatility

REREX vs. RGAGX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) has a higher volatility of 5.39% compared to American Funds The Growth Fund of America Class R-6 (RGAGX) at 3.69%. This indicates that REREX's price experiences larger fluctuations and is considered to be riskier than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REREXRGAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

3.69%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

11.65%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

15.15%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

20.25%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

19.69%

-2.77%

REREX vs. RGAGX - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is higher than RGAGX's 0.30% expense ratio.


Dividends

REREX vs. RGAGX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 12.58%, more than RGAGX's 9.97% yield.


PositionTTM20252024202320222021202020192018201720162015
REREX
American Funds EuroPacific Growth Fund Class R-4
12.58%14.12%4.69%3.67%1.78%10.03%0.17%2.86%6.45%4.75%1.28%3.10%
RGAGX
American Funds The Growth Fund of America Class R-6
9.97%10.99%9.29%7.70%4.44%8.49%4.57%7.93%12.36%7.34%6.95%9.22%

Frequently Asked Questions


REREX and RGAGX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REREX has higher volatility (5.39%) compared to RGAGX (3.69%). In terms of maximum drawdown, REREX dropped -54.00% vs RGAGX's -36.19%.

REREX currently has the higher Sharpe Ratio (1.86 vs 1.80), 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.

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