SSHQX vs. RERCX
Compare and contrast key facts about State Street Hedged International Developed Equity Index Fund (SSHQX) and American Funds EuroPacific Growth Fund® Class R-3 (RERCX).
SSHQX is managed by State Street Global Advisors. It was launched on May 29, 2015. RERCX is managed by American Funds. It was launched on Apr 16, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSHQX or RERCX.
Performance
SSHQX vs. RERCX - Performance Comparison
Returns By Period
In the year-to-date period, SSHQX achieves a 12.01% return, which is significantly higher than RERCX's 3.53% return.
SSHQX
12.01%
-1.92%
-1.31%
16.91%
5.62%
N/A
RERCX
3.53%
-3.99%
-5.58%
8.26%
1.51%
2.35%
Key characteristics
| SSHQX | RERCX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 0.62 |
| Sortino Ratio | 1.96 | 0.94 |
| Omega Ratio | 1.29 | 1.12 |
| Calmar Ratio | 1.50 | 0.28 |
| Martin Ratio | 7.75 | 2.69 |
| Ulcer Index | 2.13% | 2.93% |
| Daily Std Dev | 11.03% | 12.71% |
| Max Drawdown | -31.95% | -52.70% |
| Current Drawdown | -3.23% | -21.96% |
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SSHQX vs. RERCX - Expense Ratio Comparison
SSHQX has a 0.20% expense ratio, which is lower than RERCX's 1.11% expense ratio.
Correlation
The correlation between SSHQX and RERCX is 0.82, 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.
Risk-Adjusted Performance
SSHQX vs. RERCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Hedged International Developed Equity Index Fund (SSHQX) and American Funds EuroPacific Growth Fund® Class R-3 (RERCX). 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.
Dividends
SSHQX vs. RERCX - Dividend Comparison
SSHQX's dividend yield for the trailing twelve months is around 3.36%, more than RERCX's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSHQX State Street Hedged International Developed Equity Index Fund | 3.36% | 3.77% | 3.38% | 2.93% | 2.03% | 3.08% | 5.69% | 0.00% | 2.16% | 0.63% | 0.00% | 0.00% |
RERCX American Funds EuroPacific Growth Fund® Class R-3 | 1.44% | 1.41% | 0.98% | 1.18% | 0.00% | 0.77% | 1.08% | 0.58% | 0.95% | 1.44% | 1.06% | 0.66% |
Drawdowns
SSHQX vs. RERCX - Drawdown Comparison
The maximum SSHQX drawdown since its inception was -31.95%, smaller than the maximum RERCX drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for SSHQX and RERCX. For additional features, visit the drawdowns tool.
Volatility
SSHQX vs. RERCX - Volatility Comparison
The current volatility for State Street Hedged International Developed Equity Index Fund (SSHQX) is 2.57%, while American Funds EuroPacific Growth Fund® Class R-3 (RERCX) has a volatility of 3.34%. This indicates that SSHQX experiences smaller price fluctuations and is considered to be less risky than RERCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.