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REREX vs. SSHQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REREX vs. SSHQX - 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 State Street Hedged International Developed Equity Index Fund (SSHQX). The values are adjusted to include any dividend payments, if applicable.

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REREX vs. SSHQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REREX
American Funds EuroPacific Growth Fund Class R-4
-2.91%28.87%2.59%15.70%-23.04%2.49%24.81%26.97%-15.23%30.72%
SSHQX
State Street Hedged International Developed Equity Index Fund
2.41%23.42%13.71%19.74%-4.73%19.32%-89.75%24.83%-9.27%16.85%

Returns By Period

In the year-to-date period, REREX achieves a -2.91% return, which is significantly lower than SSHQX's 2.41% return. Over the past 10 years, REREX has outperformed SSHQX with an annualized return of 7.90%, while SSHQX has yielded a comparatively lower -11.24% annualized return.


REREX

1D
2.74%
1M
-8.20%
YTD
-2.91%
6M
0.78%
1Y
21.15%
3Y*
10.60%
5Y*
2.96%
10Y*
7.90%

SSHQX

1D
1.89%
1M
-4.81%
YTD
2.41%
6M
8.34%
1Y
21.02%
3Y*
16.59%
5Y*
12.47%
10Y*
-11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REREX vs. SSHQX - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is higher than SSHQX's 0.20% expense ratio.


Return for Risk

REREX vs. SSHQX — Risk / Return Rank

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

REREX
REREX Risk / Return Rank: 6868
Overall Rank
REREX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
REREX Sortino Ratio Rank: 7070
Sortino Ratio Rank
REREX Omega Ratio Rank: 6666
Omega Ratio Rank
REREX Calmar Ratio Rank: 6666
Calmar Ratio Rank
REREX Martin Ratio Rank: 6262
Martin Ratio Rank

SSHQX
SSHQX Risk / Return Rank: 7373
Overall Rank
SSHQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SSHQX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SSHQX Omega Ratio Rank: 7676
Omega Ratio Rank
SSHQX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SSHQX Martin Ratio Rank: 7373
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. SSHQX - 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 State Street Hedged International Developed Equity Index Fund (SSHQX). 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.


REREXSSHQXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.36

-0.01

Sortino ratio

Return per unit of downside risk

1.84

1.89

-0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratio

Return relative to maximum drawdown

1.64

1.77

-0.13

Martin ratio

Return relative to average drawdown

6.23

7.39

-1.16

REREX vs. SSHQX - Sharpe Ratio Comparison

The current REREX Sharpe Ratio is 1.35, which is comparable to the SSHQX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of REREX and SSHQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REREXSSHQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.36

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.94

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

-0.35

+0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.36

+0.76

Correlation

The correlation between REREX and SSHQX is 0.81, 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.


Dividends

REREX vs. SSHQX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 14.54%, more than SSHQX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
REREX
American Funds EuroPacific Growth Fund Class R-4
14.54%14.12%4.69%3.67%1.78%10.03%0.17%2.86%6.45%4.75%1.28%3.10%
SSHQX
State Street Hedged International Developed Equity Index Fund
3.52%3.60%3.11%3.77%22.27%2.93%2.03%5.14%7.33%3.12%4.30%0.00%

Drawdowns

REREX vs. SSHQX - Drawdown Comparison

The maximum REREX drawdown since its inception was -54.00%, smaller than the maximum SSHQX drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for REREX and SSHQX.


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Drawdown Indicators


REREXSSHQXDifference

Max Drawdown

Largest peak-to-trough decline

-54.00%

-92.12%

+38.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-11.15%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-14.79%

-22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-92.12%

+54.58%

Current Drawdown

Current decline from peak

-10.14%

-80.46%

+70.32%

Average Drawdown

Average peak-to-trough decline

-11.13%

-51.83%

+40.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.74%

+0.57%

Volatility

REREX vs. SSHQX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) has a higher volatility of 7.25% compared to State Street Hedged International Developed Equity Index Fund (SSHQX) at 6.05%. This indicates that REREX's price experiences larger fluctuations and is considered to be riskier than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REREXSSHQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

6.05%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

9.40%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

15.69%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

13.32%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

32.23%

-15.44%