VFWAX vs. RERGX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. RERGX is managed by American Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWAX or RERGX.
Key characteristics
| VFWAX | RERGX | |
|---|---|---|
| YTD Return | 7.40% | 6.05% |
| 1Y Return | 17.59% | 13.80% |
| 3Y Return (Ann) | 0.89% | -5.12% |
| 5Y Return (Ann) | 5.71% | 2.75% |
| 10Y Return (Ann) | 4.98% | 3.29% |
| Sharpe Ratio | 1.44 | 1.08 |
| Sortino Ratio | 2.04 | 1.57 |
| Omega Ratio | 1.25 | 1.20 |
| Calmar Ratio | 1.29 | 0.49 |
| Martin Ratio | 8.08 | 5.03 |
| Ulcer Index | 2.19% | 2.76% |
| Daily Std Dev | 12.32% | 12.87% |
| Max Drawdown | -34.93% | -40.72% |
| Current Drawdown | -6.58% | -18.34% |
Correlation
The correlation between VFWAX and RERGX is 0.94, 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
VFWAX vs. RERGX - Performance Comparison
In the year-to-date period, VFWAX achieves a 7.40% return, which is significantly higher than RERGX's 6.05% return. Over the past 10 years, VFWAX has outperformed RERGX with an annualized return of 4.98%, while RERGX has yielded a comparatively lower 3.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWAX vs. RERGX - Expense Ratio Comparison
VFWAX has a 0.11% expense ratio, which is lower than RERGX's 0.46% expense ratio.
Risk-Adjusted Performance
VFWAX vs. RERGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) 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.
Dividends
VFWAX vs. RERGX - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.93%, more than RERGX's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.93% | 3.28% | 3.07% | 3.03% | 1.97% | 3.08% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 1.99% | 2.01% | 1.47% | 1.83% | 0.41% | 1.39% | 1.78% | 1.19% | 1.64% | 2.13% | 1.74% | 1.25% |
Drawdowns
VFWAX vs. RERGX - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum RERGX drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for VFWAX and RERGX. For additional features, visit the drawdowns tool.
Volatility
VFWAX vs. RERGX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 4.03% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.67%. This indicates that VFWAX's price experiences larger fluctuations and is considered to be riskier than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.