RERGX vs. EMXC
RERGX (American Funds EUPAC Fund Class R-6) and EMXC (iShares MSCI Emerging Markets ex China ETF) are both funds - RERGX is a Foreign Large Cap Equities fund actively managed by American Funds, while EMXC is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. RERGX is actively managed, while EMXC is passively managed. Over the past 5 years, RERGX returned 4.58%/yr vs 12.14%/yr for EMXC. Their correlation of 0.81 suggests significant overlap in exposure. RERGX charges 0.47%/yr vs 0.49%/yr for EMXC.
Performance
RERGX vs. EMXC - Performance Comparison
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Returns By Period
In the year-to-date period, RERGX achieves a 9.59% return, which is significantly lower than EMXC's 37.25% 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%
EMXC
- 1D
- 0.55%
- 1M
- 6.57%
- YTD
- 37.25%
- 6M
- 42.23%
- 1Y
- 67.80%
- 3Y*
- 26.47%
- 5Y*
- 12.14%
- 10Y*
- —
RERGX vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RERGX American Funds EUPAC Fund Class R-6 | 9.59% | 29.34% | 3.00% | 16.11% | -22.77% | 2.84% | 25.27% | 27.40% | -17.33% | 7.47% |
EMXC iShares MSCI Emerging Markets ex China ETF | 37.25% | 35.14% | 2.68% | 18.96% | -19.56% | 8.54% | 12.76% | 15.80% | -12.96% | 7.16% |
Correlation
The correlation between RERGX and EMXC is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2017 | 0.81 |
The correlation between RERGX and EMXC has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
RERGX vs. EMXC — Risk / Return Rank
RERGX
EMXC
RERGX vs. EMXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds EUPAC Fund Class R-6 (RERGX) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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 | EMXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.50 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 4.55 | -2.63 |
| Martin ratioReturn relative to average drawdown | 7.13 | 17.51 | -10.38 |
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Drawdowns
RERGX vs. EMXC - Drawdown Comparison
The maximum RERGX drawdown since its inception was -37.30%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for RERGX and EMXC.
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Drawdown Indicators
| RERGX | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.30% | -42.81% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -14.41% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -19.12% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -37.30% | -28.91% | -8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.30% | — | — |
Current DrawdownCurrent decline from peak | -2.44% | -4.12% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -10.17% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.74% | -0.37% |
Volatility
RERGX vs. EMXC - Volatility Comparison
The current volatility for American Funds EUPAC Fund Class R-6 (RERGX) is 7.18%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.83%. This indicates that RERGX experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RERGX | EMXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 12.83% | -5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 21.90% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 23.90% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 18.00% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 20.07% | -3.06% |
RERGX vs. EMXC - Expense Ratio Comparison
RERGX has a 0.47% expense ratio, which is lower than EMXC's 0.49% expense ratio.
Dividends
RERGX vs. EMXC - Dividend Comparison
RERGX's dividend yield for the trailing twelve months is around 10.22%, more than EMXC's 2.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 2.05% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 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
RERGX and EMXC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMXC has higher volatility (12.83%) compared to RERGX (7.18%). In terms of maximum drawdown, RERGX dropped -37.30% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (2.74 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.
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