PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

First Eagle Small Cap Opportunity Fund (FESCX) Sharpe Ratio: 2.65

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund primarily focuses on investing in small- and micro-cap companies to capitalize on undervalued securities. It typically allocates at least 80% of its assets to small-cap equities and may also invest up to 10% in foreign issuers in specific market conditions.

FESCX's Sharpe Ratio of 2.65 indicates that for each unit of volatility, it generates 2.65 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FESCX Sharpe Ratio Rank

FESCX Sharpe Ratio Rank: 82.082
Exceptional

FESCX ranks above 82.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

FESCX Sharpe Ratio Market Positioning

The chart shows FESCX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares First Eagle Small Cap Opportunity Fund's Sharpe Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how FESCX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AVALXAegis Value Fund3.70
VSCAXInvesco Small Cap Value Fund2.94
MMEYXVictory Integrity Discovery Fund2.85
BRSIXBridgeway Ultra Small Company Market Fund2.76
RYPNXRoyce Opportunity Fund2.69
WSCVXWalthausen Small Cap Value Fund2.67
FESCXFirst Eagle Small Cap Opportunity Fund2.65
TSLTXTransamerica Small Cap Value2.62
GSITXGoldman Sachs Small Cap Value Insights Fund2.53
GTTTXGoldman Sachs Small Cap Value Insights Fund Investor Class2.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FESCX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FESCX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FESCX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio