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RNPGX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RNPGX and FTIHX is 0.75, 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

RNPGX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New Perspective Fund Class R-6 (RNPGX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RNPGX:

0.31

FTIHX:

0.62

Sortino Ratio

RNPGX:

0.57

FTIHX:

0.99

Omega Ratio

RNPGX:

1.08

FTIHX:

1.14

Calmar Ratio

RNPGX:

0.27

FTIHX:

0.77

Martin Ratio

RNPGX:

1.15

FTIHX:

2.35

Ulcer Index

RNPGX:

5.43%

FTIHX:

4.33%

Daily Std Dev

RNPGX:

18.84%

FTIHX:

15.77%

Max Drawdown

RNPGX:

-38.44%

FTIHX:

-35.75%

Current Drawdown

RNPGX:

-9.81%

FTIHX:

-0.74%

Returns By Period

In the year-to-date period, RNPGX achieves a 2.41% return, which is significantly lower than FTIHX's 10.20% return.


RNPGX

YTD

2.41%

1M

10.75%

6M

-3.71%

1Y

5.39%

5Y*

8.56%

10Y*

6.05%

FTIHX

YTD

10.20%

1M

10.86%

6M

6.31%

1Y

9.45%

5Y*

10.55%

10Y*

N/A

*Annualized

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RNPGX vs. FTIHX - Expense Ratio Comparison

RNPGX has a 0.42% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Risk-Adjusted Performance

RNPGX vs. FTIHX — Risk-Adjusted Performance Rank

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

RNPGX
The Risk-Adjusted Performance Rank of RNPGX is 4545
Overall Rank
The Sharpe Ratio Rank of RNPGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of RNPGX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of RNPGX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of RNPGX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of RNPGX is 4545
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 6969
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX 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.

RNPGX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New Perspective Fund Class R-6 (RNPGX) and Fidelity Total International Index Fund (FTIHX). 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 RNPGX Sharpe Ratio is 0.31, which is lower than the FTIHX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of RNPGX and FTIHX, 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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Dividends

RNPGX vs. FTIHX - Dividend Comparison

RNPGX's dividend yield for the trailing twelve months is around 0.90%, less than FTIHX's 2.61% yield.


TTM20242023202220212020201920182017201620152014
RNPGX
American Funds New Perspective Fund Class R-6
0.90%0.92%1.25%1.21%0.65%0.40%1.81%1.55%0.75%1.16%1.05%8.26%
FTIHX
Fidelity Total International Index Fund
2.61%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

RNPGX vs. FTIHX - Drawdown Comparison

The maximum RNPGX drawdown since its inception was -38.44%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for RNPGX and FTIHX. For additional features, visit the drawdowns tool.


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Volatility

RNPGX vs. FTIHX - Volatility Comparison

American Funds New Perspective Fund Class R-6 (RNPGX) has a higher volatility of 5.55% compared to Fidelity Total International Index Fund (FTIHX) at 4.00%. This indicates that RNPGX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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