RERGX vs. DAADX

Last updated Jun 13, 2026

RERGX (American Funds EUPAC Fund Class R-6) and DAADX (DFA Emerging Markets ex China Core Equity Portfolio) are both mutual funds - RERGX is a Foreign Large Cap Equities fund actively managed by American Funds, while DAADX is a Emerging Markets Diversified fund managed by Dimensional. Over the past 3 years, RERGX returned 14.88%/yr vs 24.46%/yr for DAADX. A 0.79 correlation means they provide meaningful diversification when combined. RERGX charges 0.47%/yr vs 0.43%/yr for DAADX.

Performance

RERGX vs. DAADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EUPAC Fund Class R-6 (RERGX) and DFA Emerging Markets ex China Core Equity Portfolio (DAADX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RERGX achieves a 9.59% return, which is significantly lower than DAADX's 32.00% return.

RERGX

• 1D: 3.38%
• 1M: 3.35%
• YTD: 9.59%
• 6M: 11.78%
• 1Y: 25.32%
• 3Y*: 14.88%
• 5Y*: 4.58%
• 10Y*: 9.31%

DAADX

• 1D: 4.75%
• 1M: 4.75%
• YTD: 32.00%
• 6M: 36.05%
• 1Y: 54.16%
• 3Y*: 24.46%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RERGX vs. DAADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RERGX American Funds EUPAC Fund Class R-6	9.59%	29.34%	3.00%	16.11%	-22.77%	-2.80%
DAADX DFA Emerging Markets ex China Core Equity Portfolio	32.00%	27.59%	3.44%	24.58%	-15.81%	0.20%

Correlation

The correlation between RERGX and DAADX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 11, 2021	0.79

The correlation between RERGX and DAADX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

Return for Risk

RERGX vs. DAADX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RERGX

RERGX Risk / Return Rank: 40
RERGX Sharpe Ratio Rank: 41
RERGX Sortino Ratio Rank: 40
RERGX Omega Ratio Rank: 43
RERGX Calmar Ratio Rank: 38
RERGX Martin Ratio Rank: 40

DAADX

DAADX Risk / Return Rank: 89
DAADX Sharpe Ratio Rank: 93
DAADX Sortino Ratio Rank: 83
DAADX Omega Ratio Rank: 87
DAADX Calmar Ratio Rank: 91
DAADX Martin Ratio Rank: 91

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.

RERGX vs. DAADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EUPAC Fund Class R-6 (RERGX) and DFA Emerging Markets ex China Core Equity Portfolio (DAADX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RERGX	DAADX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.73	-1.26
Sortino ratio: Return per unit of downside risk	2.09	3.37	-1.28
Omega ratio: Gain probability vs. loss probability	1.28	1.54	-0.26
Calmar ratio: Return relative to maximum drawdown	1.92	4.03	-2.11
Martin ratio: Return relative to average drawdown	7.13	15.33	-8.20

RERGX vs. DAADX - Sharpe Ratio Comparison

The current RERGX Sharpe Ratio is 1.47, which is lower than the DAADX Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of RERGX and DAADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RERGX vs. DAADX - Drawdown Comparison

The maximum RERGX drawdown since its inception was -37.30%, which is greater than DAADX's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for RERGX and DAADX.

Drawdown Indicators

	RERGX	DAADX	Difference
Max Drawdown Largest peak-to-trough decline	-37.30%	-24.98%	-12.32%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-13.14%	+0.62%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	-18.78%	+3.16%
Max Drawdown (5Y) Largest decline over 5 years	-37.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.30%	—	—
Current Drawdown Current decline from peak	-2.44%	-4.45%	+2.01%
Average Drawdown Average peak-to-trough decline	-9.20%	-6.74%	-2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	3.44%	-0.07%

Volatility

RERGX vs. DAADX - Volatility Comparison

The current volatility for American Funds EUPAC Fund Class R-6 (RERGX) is 7.18%, while DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has a volatility of 11.14%. This indicates that RERGX experiences smaller price fluctuations and is considered to be less risky than DAADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RERGX	DAADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.18%	11.14%	-3.96%
Volatility (6M) Calculated over the trailing 6-month period	14.16%	17.78%	-3.62%
Volatility (1Y) Calculated over the trailing 1-year period	16.42%	19.42%	-3.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	15.06%	+1.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.01%	15.06%	+1.95%

RERGX vs. DAADX - Expense Ratio Comparison

RERGX has a 0.47% expense ratio, which is higher than DAADX's 0.43% expense ratio.

Dividends

RERGX vs. DAADX - Dividend Comparison

RERGX's dividend yield for the trailing twelve months is around 10.22%, more than DAADX's 1.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAADX DFA Emerging Markets ex China Core Equity Portfolio	1.90%	2.28%	2.64%	2.82%	3.02%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RERGX American Funds EUPAC Fund Class R-6	10.22%	13.95%	4.96%	3.95%	2.02%	10.19%	0.41%	3.14%	3.17%	4.99%	1.64%	3.43%

Frequently Asked Questions

Can I hold both RERGX and DAADX in my portfolio?

RERGX and DAADX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RERGX or DAADX?

DAADX has higher volatility (11.14%) compared to RERGX (7.18%). In terms of maximum drawdown, RERGX dropped -37.30% vs DAADX's -24.98%.

Which has better risk-adjusted returns?

DAADX currently has the higher Sharpe Ratio (2.73 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.