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ISIN
US32008F8611
CUSIP
32008F861
Inception Date
Sep 3, 2001
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FEVIX Performance Chart

First Eagle U.S. Value Fund (FEVIX) is up 1.6% since the beginning of the year. FEVIX is currently trading at $24 per share. Investors who bought $1,000 worth of FEVIX shares 5 years ago would now be looking at an investment worth $1,665.


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S&P 500 Index

Returns By Period

First Eagle U.S. Value Fund (FEVIX) has returned 1.55% so far this year and 16.31% over the past 12 months. Over the last ten years, FEVIX has returned 10.57% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


First Eagle U.S. Value Fund

1D
-0.45%
1M
-3.01%
YTD
1.55%
6M
0.54%
1Y
16.31%
3Y*
15.05%
5Y*
10.73%
10Y*
10.57%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEVIX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 2001, FEVIX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.1%, while the worst month was Oct 2008 at -14.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FEVIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -8.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.67%2.66%-6.70%3.28%0.32%-3.16%1.55%
20254.34%-0.23%0.00%-1.90%3.23%3.44%-0.22%4.33%3.36%-0.04%3.70%1.08%22.95%
20240.82%1.58%5.46%-2.52%3.56%0.89%4.06%2.64%2.53%-1.32%2.20%-4.58%15.94%
20236.27%-3.11%1.60%2.16%-2.94%5.68%2.96%-2.15%-3.64%-1.76%5.79%3.63%14.64%
2022-0.24%-0.72%3.21%-6.12%1.50%-7.90%4.93%-3.22%-8.08%8.21%6.10%-1.67%-5.45%
2021-2.34%5.18%4.21%5.06%3.57%-1.79%1.14%1.13%-3.16%4.46%-4.23%4.89%18.89%

Benchmark Metrics

First Eagle U.S. Value Fund has an annualized alpha of 3.89%, beta of 0.61, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since August 31, 2001.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.02%) than losses (69.23%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.89% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.61 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.89%
Beta
0.61
0.83
Upside Capture
77.02%
Downside Capture
69.23%

Expense Ratio

FEVIX has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FEVIX ranks 30 for risk / return — below 30% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FEVIX Risk / Return Rank: 3030
Overall Rank
FEVIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FEVIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FEVIX Omega Ratio Rank: 3131
Omega Ratio Rank
FEVIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FEVIX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and compare them to S&P 500 Index.

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.


FEVIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.84

2.78

-0.95

Martin ratioReturn relative to average drawdown

5.66

12.44

-6.78

Dividends

Dividend History

First Eagle U.S. Value Fund provided a 9.32% dividend yield over the last twelve months, with an annual payout of $2.25 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.25$2.25$1.44$1.30$1.51$1.93$0.37$1.57$2.71$1.85$1.73$0.94

Dividend yield

9.32%9.46%6.79%6.67%8.32%9.28%1.93%8.58%16.27%9.09%8.76%5.07%

Monthly Dividends

The table displays the monthly dividend distributions for First Eagle U.S. Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.25$2.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.44$1.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.30$1.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.93$1.93

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Eagle U.S. Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Eagle U.S. Value Fund was 36.44%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.

The current First Eagle U.S. Value Fund drawdown is 6.71%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-36.44%Mar 2009
9mo 6d1y 1mo
1y 10moJun 2008 - Apr 2010
COVID crash2020
-29.97%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
Dot-com crash2000–2002
-19.89%Oct 2002
4mo 21d8mo 10d
1y 26dMay 2002 - Jun 2003
Bear market2022
-19.34%Sep 2022
6mo 1d9mo 9d
1y 3moMar 2022 - Jul 2023
2016 correction2016
-16.91%Jan 2016
1y 1mo6mo 21d
1y 8moNov 2014 - Aug 2016

Drawdown Indicators


FEVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-56.78%

+20.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-9.10%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-10.47%

-18.90%

+8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-19.34%

-25.43%

+6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

-33.92%

+3.95%

Current Drawdown

Current decline from peak

-6.71%

-1.80%

-4.91%

Average Drawdown

Average peak-to-trough decline

-4.04%

-10.71%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.03%

+0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FEVIX

Add First Eagle U.S. Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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