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TEPAX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEPAX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Exempt Preservation Portfolio (TEPAX) 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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TEPAX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEPAX
American Funds Tax-Exempt Preservation Portfolio
-0.02%4.36%2.14%3.63%-4.36%-0.03%3.52%4.14%0.90%2.43%
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, TEPAX achieves a -0.02% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, TEPAX has underperformed RERGX with an annualized return of 1.51%, while RERGX has yielded a comparatively higher 7.97% annualized return.


TEPAX

1D
0.10%
1M
-1.42%
YTD
-0.02%
6M
0.67%
1Y
3.50%
3Y*
2.87%
5Y*
1.14%
10Y*
1.51%

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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TEPAX vs. RERGX - Expense Ratio Comparison

TEPAX has a 0.34% expense ratio, which is lower than RERGX's 0.46% expense ratio.


Return for Risk

TEPAX vs. RERGX — Risk / Return Rank

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

TEPAX
TEPAX Risk / Return Rank: 8282
Overall Rank
TEPAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TEPAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TEPAX Omega Ratio Rank: 9595
Omega Ratio Rank
TEPAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TEPAX Martin Ratio Rank: 7171
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.

TEPAX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Exempt Preservation Portfolio (TEPAX) 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.


TEPAXRERGXDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.38

+0.37

Sortino ratio

Return per unit of downside risk

2.30

1.87

+0.44

Omega ratio

Gain probability vs. loss probability

1.52

1.27

+0.25

Calmar ratio

Return relative to maximum drawdown

1.85

1.68

+0.17

Martin ratio

Return relative to average drawdown

7.26

6.37

+0.88

TEPAX vs. RERGX - Sharpe Ratio Comparison

The current TEPAX Sharpe Ratio is 1.75, which is comparable to the RERGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TEPAX 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


TEPAXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.38

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.20

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.48

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.38

+0.45

Correlation

The correlation between TEPAX and RERGX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TEPAX vs. RERGX - Dividend Comparison

TEPAX's dividend yield for the trailing twelve months is around 2.40%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
TEPAX
American Funds Tax-Exempt Preservation Portfolio
2.40%2.39%2.44%1.96%1.11%0.87%1.44%1.79%1.72%1.79%2.22%2.36%
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

TEPAX vs. RERGX - Drawdown Comparison

The maximum TEPAX drawdown since its inception was -7.13%, smaller than the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for TEPAX and RERGX.


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Drawdown Indicators


TEPAXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-7.13%

-37.30%

+30.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-12.52%

+10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-7.12%

-37.30%

+30.18%

Max Drawdown (10Y)

Largest decline over 10 years

-7.13%

-37.30%

+30.17%

Current Drawdown

Current decline from peak

-1.62%

-10.11%

+8.49%

Average Drawdown

Average peak-to-trough decline

-1.25%

-9.28%

+8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

3.30%

-2.77%

Volatility

TEPAX vs. RERGX - Volatility Comparison

The current volatility for American Funds Tax-Exempt Preservation Portfolio (TEPAX) is 0.62%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 7.27%. This indicates that TEPAX 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


TEPAXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

7.27%

-6.65%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

11.54%

-10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

2.14%

16.40%

-14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.93%

16.48%

-14.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.06%

16.80%

-14.74%