WFSPX vs. RERGX
WFSPX (iShares S&P 500 Index Fund) and RERGX (American Funds EUPAC Fund Class R-6) are both mutual funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while RERGX is a Foreign Large Cap Equities fund actively managed by American Funds. WFSPX is passively managed, while RERGX is actively managed. Over the past 10 years, WFSPX returned 15.32%/yr vs 9.31%/yr for RERGX. A 0.78 correlation means they provide meaningful diversification when combined. WFSPX charges 0.03%/yr vs 0.47%/yr for RERGX.
Performance
WFSPX vs. RERGX - Performance Comparison
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Returns By Period
In the year-to-date period, WFSPX achieves a 8.57% return, which is significantly lower than RERGX's 9.59% return. Over the past 10 years, WFSPX has outperformed RERGX with an annualized return of 15.32%, while RERGX has yielded a comparatively lower 9.31% annualized return.
WFSPX
- 1D
- 1.75%
- 1M
- -1.31%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 25.13%
- 3Y*
- 21.02%
- 5Y*
- 13.30%
- 10Y*
- 15.32%
RERGX
- 1D
- 3.38%
- 1M
- 0.82%
- YTD
- 9.59%
- 6M
- 11.78%
- 1Y
- 25.32%
- 3Y*
- 14.88%
- 5Y*
- 4.58%
- 10Y*
- 9.31%
WFSPX vs. RERGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 8.57% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
RERGX American Funds EUPAC Fund Class R-6 | 9.59% | 29.34% | 3.00% | 16.11% | -22.77% | 2.84% | 25.27% | 27.40% | -17.33% | 31.19% |
Correlation
The correlation between WFSPX and RERGX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.78 |
The correlation between WFSPX and RERGX has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.
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Return for Risk
WFSPX vs. RERGX — Risk / Return Rank
WFSPX
RERGX
WFSPX vs. RERGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and American Funds EUPAC 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFSPX | RERGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.92 | +0.81 |
| Martin ratioReturn relative to average drawdown | 12.42 | 7.13 | +5.29 |
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Drawdowns
WFSPX vs. RERGX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for WFSPX and RERGX.
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Drawdown Indicators
| WFSPX | RERGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -37.30% | -20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -12.52% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -15.62% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -37.30% | +12.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -37.30% | +3.56% |
Current DrawdownCurrent decline from peak | -2.79% | -2.44% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -9.20% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.37% | -1.42% |
Volatility
WFSPX vs. RERGX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.43%, while American Funds EUPAC Fund Class R-6 (RERGX) has a volatility of 7.18%. This indicates that WFSPX 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
| WFSPX | RERGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.18% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 14.16% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 16.42% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 16.86% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 17.01% | +1.04% |
WFSPX vs. RERGX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than RERGX's 0.47% expense ratio.
Dividends
WFSPX vs. RERGX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.61%, less than RERGX's 10.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RERGX American Funds EUPAC Fund Class R-6 | 10.22% | 13.95% | 4.96% | 3.95% | 2.02% | 10.19% | 0.41% | 3.14% | 3.17% | 4.99% | 1.64% | 3.43% |
WFSPX iShares S&P 500 Index Fund | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
WFSPX and RERGX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RERGX has higher volatility (7.18%) compared to WFSPX (4.43%). In terms of maximum drawdown, WFSPX dropped -58.21% vs RERGX's -37.30%.
WFSPX currently has the higher Sharpe Ratio (1.97 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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