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REREX vs. VEUSX
Performance
Risk-Adjusted Performance
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.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-5.82%
-5.88%
REREX
VEUSX

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

YTD

3.80%

1M

-3.97%

6M

-5.44%

1Y

8.59%

5Y (annualized)

1.82%

10Y (annualized)

2.66%

VEUSX

YTD

2.70%

1M

-6.03%

6M

-5.94%

1Y

11.15%

5Y (annualized)

5.95%

10Y (annualized)

4.98%

Key characteristics


REREXVEUSX
Sharpe Ratio0.650.85
Sortino Ratio0.981.23
Omega Ratio1.121.15
Calmar Ratio0.301.11
Martin Ratio2.833.89
Ulcer Index2.90%2.78%
Daily Std Dev12.72%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.


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 VEUSX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

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.


Sharpe ratio
The chart of Sharpe ratio for REREX, currently valued at 0.65, compared to the broader market0.002.004.000.650.85
The chart of Sortino ratio for REREX, currently valued at 0.98, compared to the broader market0.005.0010.000.981.23
The chart of Omega ratio for REREX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.15
The chart of Calmar ratio for REREX, currently valued at 0.30, compared to the broader market0.005.0010.0015.0020.0025.000.301.11
The chart of Martin ratio for REREX, currently valued at 2.83, compared to the broader market0.0020.0040.0060.0080.00100.002.833.89
REREX
VEUSX

The current REREX Sharpe Ratio is 0.65, which is comparable to the VEUSX Sharpe Ratio of 0.85. 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.65
0.85
REREX
VEUSX

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.


TTM20232022202120202019201820172016201520142013
REREX
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%
VEUSX
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.07%
-9.76%
REREX
VEUSX

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.


3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.34%
4.18%
REREX
VEUSX