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REREX vs. VEUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REREX vs. VEUSX - 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 European Stock Index Fund Admiral Shares (VEUSX). The values are adjusted to include any dividend payments, if applicable.

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REREX vs. VEUSX - 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%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
-1.01%35.41%2.01%19.99%-16.06%16.28%6.43%24.22%-14.81%27.04%

Returns By Period

In the year-to-date period, REREX achieves a -2.91% return, which is significantly lower than VEUSX's -1.01% return. Over the past 10 years, REREX has underperformed VEUSX with an annualized return of 7.90%, while VEUSX has yielded a comparatively higher 8.91% 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%

VEUSX

1D
2.98%
1M
-6.28%
YTD
-1.01%
6M
3.46%
1Y
20.78%
3Y*
14.25%
5Y*
8.67%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

REREX vs. VEUSX — 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

VEUSX
VEUSX Risk / Return Rank: 6767
Overall Rank
VEUSX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VEUSX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VEUSX Omega Ratio Rank: 6464
Omega Ratio Rank
VEUSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEUSX Martin Ratio Rank: 6565
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. VEUSX - 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 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.


REREXVEUSXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.25

+0.10

Sortino ratio

Return per unit of downside risk

1.84

1.73

+0.11

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.64

1.65

-0.01

Martin ratio

Return relative to average drawdown

6.23

6.31

-0.08

REREX vs. VEUSX - Sharpe Ratio Comparison

The current REREX Sharpe Ratio is 1.35, which is comparable to the VEUSX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of REREX and VEUSX, 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


REREXVEUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.25

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.51

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.49

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.10

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.


Dividends

REREX vs. VEUSX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 14.54%, more than VEUSX's 2.99% 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%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
2.99%2.84%3.58%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%

Drawdowns

REREX vs. VEUSX - Drawdown Comparison

The maximum REREX drawdown since its inception was -54.00%, 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.


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Drawdown Indicators


REREXVEUSXDifference

Max Drawdown

Largest peak-to-trough decline

-54.00%

-63.28%

+9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-11.97%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-32.72%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-36.87%

-0.67%

Current Drawdown

Current decline from peak

-10.14%

-8.61%

-1.53%

Average Drawdown

Average peak-to-trough decline

-11.13%

-13.02%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.13%

+0.18%

Volatility

REREX vs. VEUSX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-4 (REREX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX) have volatilities of 7.25% and 7.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REREXVEUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

7.49%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

10.99%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

16.95%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

17.20%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

18.15%

-1.36%