REREX vs. VEUSX
Compare and contrast key facts about American Funds EuroPacific Growth Fund Class R-4 (REREX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX).
REREX is managed by American Funds. VEUSX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REREX or VEUSX.
Performance
REREX vs. VEUSX - Performance Comparison
Returns By Period
In the year-to-date period, REREX achieves a 3.80% return, which is significantly higher than VEUSX's 2.70% return. Over the past 10 years, REREX has underperformed VEUSX with an annualized return of 2.66%, while VEUSX has yielded a comparatively higher 4.98% annualized return.
REREX
3.80%
-3.97%
-5.44%
8.59%
1.82%
2.66%
VEUSX
2.70%
-6.03%
-5.94%
11.15%
5.95%
4.98%
Key characteristics
REREX | VEUSX | |
---|---|---|
Sharpe Ratio | 0.65 | 0.85 |
Sortino Ratio | 0.98 | 1.23 |
Omega Ratio | 1.12 | 1.15 |
Calmar Ratio | 0.30 | 1.11 |
Martin Ratio | 2.83 | 3.89 |
Ulcer Index | 2.90% | 2.78% |
Daily Std Dev | 12.72% | 12.79% |
Max Drawdown | -52.44% | -63.28% |
Current Drawdown | -21.07% | -9.76% |
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REREX vs. VEUSX - Expense Ratio Comparison
REREX has a 0.81% expense ratio, which is higher than VEUSX's 0.10% expense ratio.
Correlation
The correlation between REREX and VEUSX is 0.88, 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.
Risk-Adjusted Performance
REREX vs. VEUSX - 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 European Stock Index Fund Admiral Shares (VEUSX). 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.
Dividends
REREX vs. VEUSX - Dividend Comparison
REREX's dividend yield for the trailing twelve months is around 1.71%, less than VEUSX's 3.11% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
American Funds EuroPacific Growth Fund Class R-4 | 1.71% | 1.69% | 1.22% | 1.47% | 0.17% | 1.07% | 1.37% | 0.87% | 1.28% | 1.78% | 1.39% | 0.95% |
Vanguard European Stock Index Fund Admiral Shares | 3.11% | 3.13% | 3.23% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% | 4.62% | 2.78% |
Drawdowns
REREX vs. VEUSX - Drawdown Comparison
The maximum REREX drawdown since its inception was -52.44%, smaller than the maximum VEUSX drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for REREX and VEUSX. For additional features, visit the drawdowns tool.
Volatility
REREX vs. VEUSX - Volatility Comparison
The current volatility for American Funds EuroPacific Growth Fund Class R-4 (REREX) is 3.34%, while Vanguard European Stock Index Fund Admiral Shares (VEUSX) has a volatility of 4.18%. This indicates that REREX experiences smaller price fluctuations and is considered to be less risky than VEUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.