PortfoliosLab logo
RERGX vs. VTMNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RERGX and VTMNX is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

RERGX vs. VTMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class R-6 (RERGX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
152.42%
227.06%
RERGX
VTMNX

Key characteristics

Sharpe Ratio

RERGX:

0.00

VTMNX:

0.71

Sortino Ratio

RERGX:

0.12

VTMNX:

1.07

Omega Ratio

RERGX:

1.02

VTMNX:

1.14

Calmar Ratio

RERGX:

0.00

VTMNX:

0.88

Martin Ratio

RERGX:

0.01

VTMNX:

2.59

Ulcer Index

RERGX:

5.86%

VTMNX:

4.50%

Daily Std Dev

RERGX:

17.12%

VTMNX:

16.43%

Max Drawdown

RERGX:

-40.72%

VTMNX:

-60.58%

Current Drawdown

RERGX:

-20.35%

VTMNX:

-0.78%

Returns By Period

In the year-to-date period, RERGX achieves a 3.74% return, which is significantly lower than VTMNX's 9.93% return. Over the past 10 years, RERGX has underperformed VTMNX with an annualized return of 2.18%, while VTMNX has yielded a comparatively higher 5.31% annualized return.


RERGX

YTD

3.74%

1M

-3.13%

6M

-4.12%

1Y

-1.56%

5Y*

5.63%

10Y*

2.18%

VTMNX

YTD

9.93%

1M

0.00%

6M

5.28%

1Y

10.70%

5Y*

11.89%

10Y*

5.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RERGX vs. VTMNX - Expense Ratio Comparison

RERGX has a 0.46% expense ratio, which is higher than VTMNX's 0.05% expense ratio.


Expense ratio chart for RERGX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RERGX: 0.46%
Expense ratio chart for VTMNX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTMNX: 0.05%

Risk-Adjusted Performance

RERGX vs. VTMNX — Risk-Adjusted Performance Rank

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

RERGX
The Risk-Adjusted Performance Rank of RERGX is 2626
Overall Rank
The Sharpe Ratio Rank of RERGX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 2626
Martin Ratio Rank

VTMNX
The Risk-Adjusted Performance Rank of VTMNX is 7171
Overall Rank
The Sharpe Ratio Rank of VTMNX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMNX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VTMNX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTMNX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTMNX is 6767
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.

RERGX vs. VTMNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class R-6 (RERGX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX). 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 chart of Sharpe ratio for RERGX, currently valued at 0.00, compared to the broader market-1.000.001.002.003.00
RERGX: 0.00
VTMNX: 0.71
The chart of Sortino ratio for RERGX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
RERGX: 0.12
VTMNX: 1.07
The chart of Omega ratio for RERGX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
RERGX: 1.02
VTMNX: 1.14
The chart of Calmar ratio for RERGX, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.00
RERGX: 0.00
VTMNX: 0.88
The chart of Martin ratio for RERGX, currently valued at 0.01, compared to the broader market0.0010.0020.0030.0040.0050.00
RERGX: 0.01
VTMNX: 2.59

The current RERGX Sharpe Ratio is 0.00, which is lower than the VTMNX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of RERGX and VTMNX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.00
0.71
RERGX
VTMNX

Dividends

RERGX vs. VTMNX - Dividend Comparison

RERGX's dividend yield for the trailing twelve months is around 1.55%, less than VTMNX's 2.98% yield.


TTM20242023202220212020201920182017201620152014
RERGX
American Funds EuroPacific Growth Fund Class R-6
1.55%1.61%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.75%
VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
2.98%3.36%3.15%2.91%3.15%2.04%3.05%3.34%2.77%3.06%2.92%3.71%

Drawdowns

RERGX vs. VTMNX - Drawdown Comparison

The maximum RERGX drawdown since its inception was -40.72%, smaller than the maximum VTMNX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for RERGX and VTMNX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.35%
-0.78%
RERGX
VTMNX

Volatility

RERGX vs. VTMNX - Volatility Comparison

American Funds EuroPacific Growth Fund Class R-6 (RERGX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) have volatilities of 10.16% and 10.42%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.16%
10.42%
RERGX
VTMNX