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SSHQX vs. REREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSHQX and REREX 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.


-0.50.00.51.00.8

Performance

SSHQX vs. REREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Hedged International Developed Equity Index Fund (SSHQX) and American Funds EuroPacific Growth Fund Class R-4 (REREX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.10%
-4.70%
SSHQX
REREX

Key characteristics

Sharpe Ratio

SSHQX:

1.50

REREX:

0.36

Sortino Ratio

SSHQX:

1.96

REREX:

0.57

Omega Ratio

SSHQX:

1.29

REREX:

1.07

Calmar Ratio

SSHQX:

1.53

REREX:

0.18

Martin Ratio

SSHQX:

7.50

REREX:

1.10

Ulcer Index

SSHQX:

2.24%

REREX:

4.32%

Daily Std Dev

SSHQX:

11.19%

REREX:

13.21%

Max Drawdown

SSHQX:

-31.95%

REREX:

-52.44%

Current Drawdown

SSHQX:

0.00%

REREX:

-23.03%

Returns By Period

In the year-to-date period, SSHQX achieves a 2.28% return, which is significantly higher than REREX's 2.01% return.


SSHQX

YTD

2.28%

1M

3.24%

6M

3.10%

1Y

15.75%

5Y*

5.96%

10Y*

N/A

REREX

YTD

2.01%

1M

-2.65%

6M

-4.40%

1Y

3.80%

5Y*

0.31%

10Y*

2.57%

*Annualized

Compare stocks, funds, or ETFs

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


SSHQX vs. REREX - Expense Ratio Comparison

SSHQX has a 0.20% expense ratio, which is lower than REREX's 0.81% expense ratio.


REREX
American Funds EuroPacific Growth Fund Class R-4
Expense ratio chart for REREX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for SSHQX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SSHQX vs. REREX — Risk-Adjusted Performance Rank

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

SSHQX
The Risk-Adjusted Performance Rank of SSHQX is 7373
Overall Rank
The Sharpe Ratio Rank of SSHQX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SSHQX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SSHQX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SSHQX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SSHQX is 7474
Martin Ratio Rank

REREX
The Risk-Adjusted Performance Rank of REREX is 1515
Overall Rank
The Sharpe Ratio Rank of REREX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of REREX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of REREX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of REREX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of REREX is 1515
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.

SSHQX vs. REREX - 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-4 (REREX). 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.


Sharpe ratio
The chart of Sharpe ratio for SSHQX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.500.36
The chart of Sortino ratio for SSHQX, currently valued at 1.96, compared to the broader market0.005.0010.001.960.57
The chart of Omega ratio for SSHQX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.07
The chart of Calmar ratio for SSHQX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.001.530.18
The chart of Martin ratio for SSHQX, currently valued at 7.50, compared to the broader market0.0020.0040.0060.0080.007.501.10
SSHQX
REREX

The current SSHQX Sharpe Ratio is 1.50, which is higher than the REREX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SSHQX and REREX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.50
0.36
SSHQX
REREX

Dividends

SSHQX vs. REREX - Dividend Comparison

SSHQX's dividend yield for the trailing twelve months is around 3.04%, more than REREX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
SSHQX
State Street Hedged International Developed Equity Index Fund
3.04%3.11%3.77%3.38%2.93%2.03%3.08%5.69%0.00%2.16%0.63%0.00%
REREX
American Funds EuroPacific Growth Fund Class R-4
1.22%1.25%1.69%1.22%1.47%0.17%1.07%1.37%0.87%1.28%1.78%2.79%

Drawdowns

SSHQX vs. REREX - Drawdown Comparison

The maximum SSHQX drawdown since its inception was -31.95%, smaller than the maximum REREX drawdown of -52.44%. Use the drawdown chart below to compare losses from any high point for SSHQX and REREX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-23.03%
SSHQX
REREX

Volatility

SSHQX vs. REREX - Volatility Comparison

The current volatility for State Street Hedged International Developed Equity Index Fund (SSHQX) is 2.91%, while American Funds EuroPacific Growth Fund Class R-4 (REREX) has a volatility of 5.19%. This indicates that SSHQX experiences smaller price fluctuations and is considered to be less risky than REREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
2.91%
5.19%
SSHQX
REREX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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