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

Correlation

The correlation between REREX and SSHQX is 0.82, 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.


-0.50.00.51.00.8

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.

20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
19.27%
59.34%
REREX
SSHQX

Key characteristics

Sharpe Ratio

REREX:

0.36

SSHQX:

1.50

Sortino Ratio

REREX:

0.57

SSHQX:

1.96

Omega Ratio

REREX:

1.07

SSHQX:

1.29

Calmar Ratio

REREX:

0.18

SSHQX:

1.53

Martin Ratio

REREX:

1.10

SSHQX:

7.50

Ulcer Index

REREX:

4.32%

SSHQX:

2.24%

Daily Std Dev

REREX:

13.21%

SSHQX:

11.19%

Max Drawdown

REREX:

-52.44%

SSHQX:

-31.95%

Current Drawdown

REREX:

-23.03%

SSHQX:

0.00%

Returns By Period

In the year-to-date period, REREX achieves a 2.01% return, which is significantly lower than SSHQX's 2.28% return.


REREX

YTD

2.01%

1M

-2.65%

6M

-4.40%

1Y

3.80%

5Y*

0.31%

10Y*

2.57%

SSHQX

YTD

2.28%

1M

3.24%

6M

3.10%

1Y

15.75%

5Y*

5.96%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


REREX vs. SSHQX - Expense Ratio Comparison

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


REREX
American Funds EuroPacific Growth Fund Class R-4
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%
Expense ratio chart for SSHQX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

REREX vs. SSHQX — 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

SSHQX
The Risk-Adjusted Performance Rank of SSHQX is 7373
Overall Rank
The Sharpe Ratio Rank of SSHQX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SSHQX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SSHQX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SSHQX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SSHQX is 7474
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. SSHQX - 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 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.


Sharpe ratio
The chart of Sharpe ratio for REREX, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.000.361.50
The chart of Sortino ratio for REREX, currently valued at 0.57, compared to the broader market0.005.0010.000.571.96
The chart of Omega ratio for REREX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.29
The chart of Calmar ratio for REREX, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.181.53
The chart of Martin ratio for REREX, currently valued at 1.10, compared to the broader market0.0020.0040.0060.0080.001.107.50
REREX
SSHQX

The current REREX Sharpe Ratio is 0.36, which is lower than the SSHQX Sharpe Ratio of 1.50. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.36
1.50
REREX
SSHQX

Dividends

REREX vs. SSHQX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 1.22%, less than SSHQX's 3.04% 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%
SSHQX
State Street Hedged International Developed Equity Index Fund
3.04%3.11%3.77%3.38%2.93%2.03%3.08%5.69%0.00%2.16%0.63%0.00%

Drawdowns

REREX vs. SSHQX - Drawdown Comparison

The maximum REREX drawdown since its inception was -52.44%, which is greater than SSHQX's maximum drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for REREX and SSHQX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.03%
0
REREX
SSHQX

Volatility

REREX vs. SSHQX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) has a higher volatility of 5.19% compared to State Street Hedged International Developed Equity Index Fund (SSHQX) at 2.91%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.19%
2.91%
REREX
SSHQX
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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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