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

Correlation

The correlation between VTMNX and RERGX is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VTMNX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

190.00%200.00%210.00%220.00%230.00%240.00%250.00%NovemberDecember2025FebruaryMarchApril
227.64%
232.17%
VTMNX
RERGX

Key characteristics

Sharpe Ratio

VTMNX:

0.65

RERGX:

0.27

Sortino Ratio

VTMNX:

1.00

RERGX:

0.47

Omega Ratio

VTMNX:

1.14

RERGX:

1.06

Calmar Ratio

VTMNX:

0.81

RERGX:

0.22

Martin Ratio

VTMNX:

2.38

RERGX:

1.00

Ulcer Index

VTMNX:

4.50%

RERGX:

4.46%

Daily Std Dev

VTMNX:

16.43%

RERGX:

16.58%

Max Drawdown

VTMNX:

-60.58%

RERGX:

-37.30%

Current Drawdown

VTMNX:

-0.60%

RERGX:

-8.89%

Returns By Period

In the year-to-date period, VTMNX achieves a 10.13% return, which is significantly higher than RERGX's 4.45% return. Both investments have delivered pretty close results over the past 10 years, with VTMNX having a 5.33% annualized return and RERGX not far behind at 5.07%.


VTMNX

YTD

10.13%

1M

1.26%

6M

5.86%

1Y

11.39%

5Y*

11.92%

10Y*

5.33%

RERGX

YTD

4.45%

1M

-1.11%

6M

-0.13%

1Y

4.85%

5Y*

9.12%

10Y*

5.07%

*Annualized

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VTMNX vs. RERGX - Expense Ratio Comparison

VTMNX has a 0.05% expense ratio, which is lower than RERGX's 0.46% expense ratio.


Expense ratio chart for RERGX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RERGX: 0.46%
Expense ratio chart for VTMNX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTMNX: 0.05%

Risk-Adjusted Performance

VTMNX vs. RERGX — Risk-Adjusted Performance Rank

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

VTMNX
The Risk-Adjusted Performance Rank of VTMNX is 6767
Overall Rank
The Sharpe Ratio Rank of VTMNX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMNX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTMNX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTMNX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VTMNX is 6363
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 3838
Overall Rank
The Sharpe Ratio Rank of RERGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 4040
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.

VTMNX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) 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 chart of Sharpe ratio for VTMNX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
VTMNX: 0.65
RERGX: 0.27
The chart of Sortino ratio for VTMNX, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
VTMNX: 1.00
RERGX: 0.47
The chart of Omega ratio for VTMNX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
VTMNX: 1.14
RERGX: 1.06
The chart of Calmar ratio for VTMNX, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.00
VTMNX: 0.81
RERGX: 0.22
The chart of Martin ratio for VTMNX, currently valued at 2.38, compared to the broader market0.0010.0020.0030.0040.00
VTMNX: 2.38
RERGX: 1.00

The current VTMNX Sharpe Ratio is 0.65, which is higher than the RERGX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of VTMNX 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.65
0.27
VTMNX
RERGX

Dividends

VTMNX vs. RERGX - Dividend Comparison

VTMNX's dividend yield for the trailing twelve months is around 2.98%, less than RERGX's 6.78% yield.


TTM20242023202220212020201920182017201620152014
VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
2.98%3.36%3.15%2.91%3.16%2.04%3.05%3.35%2.77%3.06%2.92%3.71%
RERGX
American Funds EuroPacific Growth Fund Class R-6
6.78%7.08%3.95%2.02%10.19%0.41%3.14%6.77%4.99%1.64%3.43%1.75%

Drawdowns

VTMNX vs. RERGX - Drawdown Comparison

The maximum VTMNX drawdown since its inception was -60.58%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for VTMNX and RERGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.60%
-8.89%
VTMNX
RERGX

Volatility

VTMNX vs. RERGX - Volatility Comparison

Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX) have volatilities of 10.36% and 10.11%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.36%
10.11%
VTMNX
RERGX