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

Correlation

The correlation between REREX and VEA 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. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.89%
-2.85%
REREX
VEA

Key characteristics

Sharpe Ratio

REREX:

0.07

VEA:

0.30

Sortino Ratio

REREX:

0.19

VEA:

0.49

Omega Ratio

REREX:

1.02

VEA:

1.06

Calmar Ratio

REREX:

0.04

VEA:

0.36

Martin Ratio

REREX:

0.30

VEA:

1.16

Ulcer Index

REREX:

3.40%

VEA:

3.32%

Daily Std Dev

REREX:

13.64%

VEA:

12.98%

Max Drawdown

REREX:

-52.44%

VEA:

-60.70%

Current Drawdown

REREX:

-24.93%

VEA:

-10.79%

Returns By Period

In the year-to-date period, REREX achieves a -1.28% return, which is significantly lower than VEA's 1.07% return. Over the past 10 years, REREX has underperformed VEA with an annualized return of 2.33%, while VEA has yielded a comparatively higher 5.08% annualized return.


REREX

YTD

-1.28%

1M

-5.29%

6M

-5.88%

1Y

-0.12%

5Y*

0.37%

10Y*

2.33%

VEA

YTD

1.07%

1M

-3.53%

6M

-3.50%

1Y

3.87%

5Y*

4.47%

10Y*

5.08%

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. VEA - Expense Ratio Comparison

REREX has a 0.81% expense ratio, which is higher than VEA's 0.05% 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 VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

REREX vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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 0.07, compared to the broader market-1.000.001.002.003.004.000.070.30
The chart of Sortino ratio for REREX, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.000.190.49
The chart of Omega ratio for REREX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.06
The chart of Calmar ratio for REREX, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.000.040.36
The chart of Martin ratio for REREX, currently valued at 0.30, compared to the broader market0.0020.0040.0060.000.301.16
REREX
VEA

The current REREX Sharpe Ratio is 0.07, which is lower than the VEA Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of REREX and VEA, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.07
0.30
REREX
VEA

Dividends

REREX vs. VEA - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 0.39%, less than VEA's 1.88% yield.


TTM20232022202120202019201820172016201520142013
REREX
American Funds EuroPacific Growth Fund Class R-4
0.39%1.69%1.22%1.47%0.17%1.07%1.37%0.87%1.28%1.78%1.39%0.95%
VEA
Vanguard FTSE Developed Markets ETF
1.88%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Drawdowns

REREX vs. VEA - Drawdown Comparison

The maximum REREX drawdown since its inception was -52.44%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for REREX and VEA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.93%
-10.79%
REREX
VEA

Volatility

REREX vs. VEA - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) has a higher volatility of 5.84% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.77%. This indicates that REREX's price experiences larger fluctuations and is considered to be riskier than VEA 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%JulyAugustSeptemberOctoberNovemberDecember
5.84%
3.77%
REREX
VEA
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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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