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REREX vs. SICNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REREX and SICNX is 0.92, 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. SICNX - 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 Schwab International Core Equity Fund (SICNX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-4.40%
-0.43%
REREX
SICNX

Key characteristics

Sharpe Ratio

REREX:

0.36

SICNX:

1.11

Sortino Ratio

REREX:

0.57

SICNX:

1.58

Omega Ratio

REREX:

1.07

SICNX:

1.19

Calmar Ratio

REREX:

0.18

SICNX:

1.61

Martin Ratio

REREX:

1.10

SICNX:

3.91

Ulcer Index

REREX:

4.32%

SICNX:

3.59%

Daily Std Dev

REREX:

13.21%

SICNX:

12.67%

Max Drawdown

REREX:

-52.44%

SICNX:

-55.95%

Current Drawdown

REREX:

-23.03%

SICNX:

-5.94%

Returns By Period

In the year-to-date period, REREX achieves a 2.01% return, which is significantly higher than SICNX's 1.82% return. Over the past 10 years, REREX has underperformed SICNX with an annualized return of 2.57%, while SICNX has yielded a comparatively higher 5.29% annualized return.


REREX

YTD

2.01%

1M

-2.65%

6M

-4.40%

1Y

3.80%

5Y*

0.31%

10Y*

2.57%

SICNX

YTD

1.82%

1M

1.47%

6M

-0.43%

1Y

13.10%

5Y*

5.28%

10Y*

5.29%

*Annualized

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REREX vs. SICNX - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is lower than SICNX's 0.86% expense ratio.


SICNX
Schwab International Core Equity Fund
Expense ratio chart for SICNX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
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%

Risk-Adjusted Performance

REREX vs. SICNX — Risk-Adjusted Performance Rank

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

REREX
The Risk-Adjusted Performance Rank of REREX is 1515
Overall Rank
The Sharpe Ratio Rank of REREX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of REREX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of REREX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of REREX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of REREX is 1515
Martin Ratio Rank

SICNX
The Risk-Adjusted Performance Rank of SICNX is 5757
Overall Rank
The Sharpe Ratio Rank of SICNX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SICNX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SICNX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SICNX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SICNX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REREX vs. SICNX - 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 Schwab International Core Equity Fund (SICNX). 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 0.36, compared to the broader market-1.000.001.002.003.004.000.361.11
The chart of Sortino ratio for REREX, currently valued at 0.57, compared to the broader market0.005.0010.000.571.58
The chart of Omega ratio for REREX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.19
The chart of Calmar ratio for REREX, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.181.61
The chart of Martin ratio for REREX, currently valued at 1.10, compared to the broader market0.0020.0040.0060.0080.001.103.91
REREX
SICNX

The current REREX Sharpe Ratio is 0.36, which is lower than the SICNX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of REREX and SICNX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.36
1.11
REREX
SICNX

Dividends

REREX vs. SICNX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 1.22%, less than SICNX's 2.57% yield.


TTM20242023202220212020201920182017201620152014
REREX
American Funds EuroPacific Growth Fund Class R-4
1.22%1.25%1.69%1.22%1.47%0.17%1.07%1.37%0.87%1.28%1.78%2.79%
SICNX
Schwab International Core Equity Fund
2.57%2.61%2.67%3.42%2.86%1.04%3.56%2.86%2.33%2.49%2.04%1.66%

Drawdowns

REREX vs. SICNX - Drawdown Comparison

The maximum REREX drawdown since its inception was -52.44%, smaller than the maximum SICNX drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for REREX and SICNX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.03%
-5.94%
REREX
SICNX

Volatility

REREX vs. SICNX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) has a higher volatility of 5.19% compared to Schwab International Core Equity Fund (SICNX) at 3.51%. This indicates that REREX's price experiences larger fluctuations and is considered to be riskier than SICNX 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%AugustSeptemberOctoberNovemberDecember2025
5.19%
3.51%
REREX
SICNX
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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.

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