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VFWPX vs. RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFWPX and RERGX is 0.78, 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

VFWPX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) 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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Key characteristics

Sharpe Ratio

VFWPX:

0.72

RERGX:

0.06

Sortino Ratio

VFWPX:

1.16

RERGX:

0.23

Omega Ratio

VFWPX:

1.16

RERGX:

1.03

Calmar Ratio

VFWPX:

0.92

RERGX:

0.05

Martin Ratio

VFWPX:

2.86

RERGX:

0.26

Ulcer Index

VFWPX:

4.27%

RERGX:

5.97%

Daily Std Dev

VFWPX:

15.89%

RERGX:

17.23%

Max Drawdown

VFWPX:

-34.85%

RERGX:

-40.72%

Current Drawdown

VFWPX:

0.00%

RERGX:

-16.05%

Returns By Period

In the year-to-date period, VFWPX achieves a 11.96% return, which is significantly higher than RERGX's 9.34% return. Over the past 10 years, VFWPX has outperformed RERGX with an annualized return of 5.23%, while RERGX has yielded a comparatively lower 2.70% annualized return.


VFWPX

YTD

11.96%

1M

9.70%

6M

8.18%

1Y

11.28%

5Y*

11.57%

10Y*

5.23%

RERGX

YTD

9.34%

1M

11.29%

6M

1.27%

1Y

0.98%

5Y*

6.20%

10Y*

2.70%

*Annualized

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VFWPX vs. RERGX - Expense Ratio Comparison

VFWPX has a 0.06% expense ratio, which is lower than RERGX's 0.46% expense ratio.


Risk-Adjusted Performance

VFWPX vs. RERGX — Risk-Adjusted Performance Rank

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

VFWPX
The Risk-Adjusted Performance Rank of VFWPX is 7171
Overall Rank
The Sharpe Ratio Rank of VFWPX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWPX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VFWPX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VFWPX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VFWPX is 7070
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 2222
Overall Rank
The Sharpe Ratio Rank of RERGX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 2323
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.

VFWPX 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 Institutional Plus Shares (VFWPX) 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.


The current VFWPX Sharpe Ratio is 0.72, which is higher than the RERGX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of VFWPX 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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Dividends

VFWPX vs. RERGX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.88%, more than RERGX's 1.47% yield.


TTM20242023202220212020201920182017201620152014
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.88%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%
RERGX
American Funds EuroPacific Growth Fund Class R-6
1.47%1.61%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.75%

Drawdowns

VFWPX vs. RERGX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum RERGX drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for VFWPX and RERGX. For additional features, visit the drawdowns tool.


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Volatility

VFWPX vs. RERGX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX) have volatilities of 3.82% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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