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

Correlation

The correlation between VTRIX and RERGX is 0.92, 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.


-0.50.00.51.00.9

Performance

VTRIX vs. RERGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-10.51%
-1.25%
VTRIX
RERGX

Key characteristics

Sharpe Ratio

VTRIX:

-0.31

RERGX:

0.51

Sortino Ratio

VTRIX:

-0.28

RERGX:

0.78

Omega Ratio

VTRIX:

0.95

RERGX:

1.10

Calmar Ratio

VTRIX:

-0.29

RERGX:

0.26

Martin Ratio

VTRIX:

-1.33

RERGX:

2.05

Ulcer Index

VTRIX:

3.68%

RERGX:

3.19%

Daily Std Dev

VTRIX:

15.90%

RERGX:

12.85%

Max Drawdown

VTRIX:

-59.40%

RERGX:

-40.72%

Current Drawdown

VTRIX:

-17.02%

RERGX:

-19.62%

Returns By Period

In the year-to-date period, VTRIX achieves a -7.11% return, which is significantly lower than RERGX's 4.38% return. Over the past 10 years, VTRIX has outperformed RERGX with an annualized return of 3.61%, while RERGX has yielded a comparatively lower 3.29% annualized return.


VTRIX

YTD

-7.11%

1M

-9.79%

6M

-10.48%

1Y

-5.76%

5Y*

2.41%

10Y*

3.61%

RERGX

YTD

4.38%

1M

-0.39%

6M

-0.75%

1Y

5.54%

5Y*

1.84%

10Y*

3.29%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTRIX vs. RERGX - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is lower than RERGX's 0.46% expense ratio.


RERGX
American Funds EuroPacific Growth Fund Class R-6
Expense ratio chart for RERGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for VTRIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

VTRIX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) 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.


Sharpe ratio
The chart of Sharpe ratio for VTRIX, currently valued at -0.31, compared to the broader market-1.000.001.002.003.004.00-0.310.51
The chart of Sortino ratio for VTRIX, currently valued at -0.28, compared to the broader market-2.000.002.004.006.008.0010.00-0.280.78
The chart of Omega ratio for VTRIX, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.003.500.951.10
The chart of Calmar ratio for VTRIX, currently valued at -0.29, compared to the broader market0.005.0010.00-0.290.26
The chart of Martin ratio for VTRIX, currently valued at -1.33, compared to the broader market0.0020.0040.0060.00-1.332.05
VTRIX
RERGX

The current VTRIX Sharpe Ratio is -0.31, which is lower than the RERGX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VTRIX 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
0.51
VTRIX
RERGX

Dividends

VTRIX vs. RERGX - Dividend Comparison

VTRIX has not paid dividends to shareholders, while RERGX's dividend yield for the trailing twelve months is around 0.45%.


TTM20232022202120202019201820172016201520142013
VTRIX
Vanguard International Value Fund
0.00%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%1.86%
RERGX
American Funds EuroPacific Growth Fund Class R-6
0.45%2.01%1.47%1.83%0.41%1.39%1.78%1.19%1.64%2.13%1.74%1.25%

Drawdowns

VTRIX vs. RERGX - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -59.40%, which is greater than RERGX's maximum drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for VTRIX and RERGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.02%
-19.62%
VTRIX
RERGX

Volatility

VTRIX vs. RERGX - Volatility Comparison

Vanguard International Value Fund (VTRIX) has a higher volatility of 10.53% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 3.27%. This indicates that VTRIX'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.53%
3.27%
VTRIX
RERGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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