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

Correlation

The correlation between REREX and VEUSX is 0.73, 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.


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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Key characteristics

Sharpe Ratio

REREX:

0.42

VEUSX:

0.83

Sortino Ratio

REREX:

0.58

VEUSX:

1.11

Omega Ratio

REREX:

1.08

VEUSX:

1.15

Calmar Ratio

REREX:

0.28

VEUSX:

0.89

Martin Ratio

REREX:

1.30

VEUSX:

2.46

Ulcer Index

REREX:

4.51%

VEUSX:

5.07%

Daily Std Dev

REREX:

16.66%

VEUSX:

16.85%

Max Drawdown

REREX:

-53.36%

VEUSX:

-63.28%

Current Drawdown

REREX:

-4.14%

VEUSX:

-0.71%

Returns By Period

In the year-to-date period, REREX achieves a 11.16% return, which is significantly lower than VEUSX's 20.24% return. Over the past 10 years, REREX has underperformed VEUSX with an annualized return of 5.46%, while VEUSX has yielded a comparatively higher 6.35% annualized return.


REREX

YTD

11.16%

1M

6.54%

6M

7.86%

1Y

6.31%

3Y*

9.31%

5Y*

9.04%

10Y*

5.46%

VEUSX

YTD

20.24%

1M

5.35%

6M

18.53%

1Y

13.04%

3Y*

12.98%

5Y*

13.87%

10Y*

6.35%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

REREX vs. VEUSX — 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 3636
Overall Rank
The Sharpe Ratio Rank of REREX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of REREX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of REREX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of REREX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of REREX is 3939
Martin Ratio Rank

VEUSX
The Risk-Adjusted Performance Rank of VEUSX is 7171
Overall Rank
The Sharpe Ratio Rank of VEUSX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUSX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VEUSX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VEUSX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VEUSX is 6565
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. 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.


The current REREX Sharpe Ratio is 0.42, which is lower than the VEUSX Sharpe Ratio of 0.83. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

REREX vs. VEUSX - Dividend Comparison

REREX's dividend yield for the trailing twelve months is around 6.18%, more than VEUSX's 2.89% yield.


TTM20242023202220212020201920182017201620152014
REREX
American Funds EuroPacific Growth Fund Class R-4
6.18%6.86%3.67%1.78%10.03%0.17%2.86%6.45%4.74%1.28%3.10%1.40%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
2.89%3.58%3.13%3.23%3.02%2.08%3.26%3.92%2.70%3.52%3.24%4.62%

Drawdowns

REREX vs. VEUSX - Drawdown Comparison

The maximum REREX drawdown since its inception was -53.36%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 3.01% and 3.15%, 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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