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TAFTX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAFTX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Exempt Fund of California (TAFTX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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TAFTX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAFTX
American Funds Tax-Exempt Fund of California
-0.58%4.73%2.31%5.76%-9.78%1.88%4.43%7.33%0.71%5.96%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-2.84%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, TAFTX achieves a -0.58% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, TAFTX has underperformed RERGX with an annualized return of 1.97%, while RERGX has yielded a comparatively higher 7.97% annualized return.


TAFTX

1D
0.24%
1M
-2.29%
YTD
-0.58%
6M
0.84%
1Y
3.36%
3Y*
3.22%
5Y*
0.71%
10Y*
1.97%

RERGX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.96%
1Y
21.57%
3Y*
11.01%
5Y*
3.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAFTX vs. RERGX - Expense Ratio Comparison

TAFTX has a 0.57% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

TAFTX vs. RERGX — Risk / Return Rank

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

TAFTX
TAFTX Risk / Return Rank: 2727
Overall Rank
TAFTX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TAFTX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TAFTX Omega Ratio Rank: 4242
Omega Ratio Rank
TAFTX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TAFTX Martin Ratio Rank: 2222
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 7171
Overall Rank
RERGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RERGX Omega Ratio Rank: 6969
Omega Ratio Rank
RERGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RERGX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TAFTX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Exempt Fund of California (TAFTX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.


TAFTXRERGXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.38

-0.65

Sortino ratio

Return per unit of downside risk

0.99

1.87

-0.87

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

0.87

1.68

-0.81

Martin ratio

Return relative to average drawdown

2.76

6.37

-3.62

TAFTX vs. RERGX - Sharpe Ratio Comparison

The current TAFTX Sharpe Ratio is 0.73, which is lower than the RERGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TAFTX and RERGX, 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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Sharpe Ratios by Period


TAFTXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.38

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.20

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.48

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.38

+0.89

Correlation

The correlation between TAFTX and RERGX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TAFTX vs. RERGX - Dividend Comparison

TAFTX's dividend yield for the trailing twelve months is around 3.04%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
TAFTX
American Funds Tax-Exempt Fund of California
3.04%3.96%2.64%2.19%1.82%2.19%2.65%3.15%2.93%2.95%3.13%3.32%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.36%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

TAFTX vs. RERGX - Drawdown Comparison

The maximum TAFTX drawdown since its inception was -18.83%, smaller than the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for TAFTX and RERGX.


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Drawdown Indicators


TAFTXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-37.30%

+18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-12.52%

+7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

-37.30%

+22.48%

Max Drawdown (10Y)

Largest decline over 10 years

-14.82%

-37.30%

+22.48%

Current Drawdown

Current decline from peak

-2.58%

-10.11%

+7.53%

Average Drawdown

Average peak-to-trough decline

-1.94%

-9.28%

+7.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

3.30%

-1.66%

Volatility

TAFTX vs. RERGX - Volatility Comparison

The current volatility for American Funds Tax-Exempt Fund of California (TAFTX) is 1.18%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 7.27%. This indicates that TAFTX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAFTXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

7.27%

-6.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

11.54%

-9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

16.40%

-11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

16.48%

-12.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

16.80%

-12.90%