BRCAX vs. FEGIX
Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and First Eagle Gold Fund Class I (FEGIX).
BRCAX is managed by Invesco. It was launched on Nov 30, 2010. FEGIX is managed by First Eagle. It was launched on Aug 31, 1993.
Performance
BRCAX vs. FEGIX - Performance Comparison
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BRCAX vs. FEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 27.94% | 18.41% | 5.47% | -3.44% | 7.77% | 19.18% | 7.75% | 4.20% | -12.18% | 4.49% |
FEGIX First Eagle Gold Fund Class I | 2.63% | 128.89% | 10.57% | 7.24% | -1.31% | -7.54% | 30.00% | 38.98% | -15.69% | 8.44% |
Returns By Period
In the year-to-date period, BRCAX achieves a 27.94% return, which is significantly higher than FEGIX's 2.63% return. Over the past 10 years, BRCAX has underperformed FEGIX with an annualized return of 8.46%, while FEGIX has yielded a comparatively higher 15.86% annualized return.
BRCAX
- 1D
- 0.84%
- 1M
- 11.88%
- YTD
- 27.94%
- 6M
- 36.77%
- 1Y
- 42.90%
- 3Y*
- 16.42%
- 5Y*
- 13.17%
- 10Y*
- 8.46%
FEGIX
- 1D
- -0.12%
- 1M
- -22.39%
- YTD
- 2.63%
- 6M
- 19.07%
- 1Y
- 78.51%
- 3Y*
- 35.94%
- 5Y*
- 22.88%
- 10Y*
- 15.86%
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BRCAX vs. FEGIX - Expense Ratio Comparison
BRCAX has a 1.40% expense ratio, which is higher than FEGIX's 0.96% expense ratio.
Return for Risk
BRCAX vs. FEGIX — Risk / Return Rank
BRCAX
FEGIX
BRCAX vs. FEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and First Eagle Gold Fund Class I (FEGIX). 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.
| BRCAX | FEGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.58 | 2.07 | +0.51 |
Sortino ratioReturn per unit of downside risk | 3.11 | 2.33 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.74 | 2.97 | +1.77 |
Martin ratioReturn relative to average drawdown | 15.98 | 11.00 | +4.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRCAX | FEGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 2.07 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.82 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.34 | -0.18 |
Correlation
The correlation between BRCAX and FEGIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BRCAX vs. FEGIX - Dividend Comparison
BRCAX's dividend yield for the trailing twelve months is around 10.95%, more than FEGIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 10.95% | 14.02% | 4.85% | 3.80% | 9.98% | 16.92% | 0.00% | 0.89% | 0.17% | 0.00% | 2.58% |
FEGIX First Eagle Gold Fund Class I | 1.16% | 1.19% | 5.31% | 1.08% | 0.00% | 1.19% | 1.48% | 0.09% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRCAX vs. FEGIX - Drawdown Comparison
The maximum BRCAX drawdown since its inception was -60.98%, smaller than the maximum FEGIX drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for BRCAX and FEGIX.
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Drawdown Indicators
| BRCAX | FEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.98% | -70.38% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -26.66% | +17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -20.66% | -33.95% | +13.29% |
Max Drawdown (10Y)Largest decline over 10 years | -38.44% | -41.84% | +3.40% |
Current DrawdownCurrent decline from peak | -0.12% | -22.73% | +22.61% |
Average DrawdownAverage peak-to-trough decline | -28.81% | -28.82% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 7.21% | -4.47% |
Volatility
BRCAX vs. FEGIX - Volatility Comparison
The current volatility for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) is 7.20%, while First Eagle Gold Fund Class I (FEGIX) has a volatility of 13.89%. This indicates that BRCAX experiences smaller price fluctuations and is considered to be less risky than FEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRCAX | FEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 13.89% | -6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 32.49% | -17.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 38.59% | -21.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 28.11% | -12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 27.16% | -12.89% |