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CEF vs. FEURX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEF vs. FEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold and Silver Trust (CEF) and First Eagle Gold Fund Class R6 (FEURX). The values are adjusted to include any dividend payments, if applicable.

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CEF vs. FEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEF
Sprott Physical Gold and Silver Trust
4.19%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%5.59%
FEURX
First Eagle Gold Fund Class R6
2.66%129.09%10.69%7.37%-1.26%-7.42%30.08%38.92%-15.55%-1.36%

Returns By Period

In the year-to-date period, CEF achieves a 4.19% return, which is significantly higher than FEURX's 2.66% return.


CEF

1D
5.58%
1M
-15.38%
YTD
4.19%
6M
30.06%
1Y
67.97%
3Y*
36.15%
5Y*
21.95%
10Y*
15.03%

FEURX

1D
-0.11%
1M
-22.38%
YTD
2.66%
6M
19.13%
1Y
78.67%
3Y*
36.09%
5Y*
22.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEF vs. FEURX - Expense Ratio Comparison

CEF has a 0.48% expense ratio, which is lower than FEURX's 0.81% expense ratio.


Return for Risk

CEF vs. FEURX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8484
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8989
Martin Ratio Rank

FEURX
FEURX Risk / Return Rank: 9090
Overall Rank
FEURX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEURX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FEURX Omega Ratio Rank: 8585
Omega Ratio Rank
FEURX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FEURX Martin Ratio Rank: 9292
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.

CEF vs. FEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold and Silver Trust (CEF) and First Eagle Gold Fund Class R6 (FEURX). 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.


CEFFEURXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.08

-0.25

Sortino ratio

Return per unit of downside risk

2.12

2.33

-0.21

Omega ratio

Gain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

2.61

2.98

-0.37

Martin ratio

Return relative to average drawdown

9.68

11.02

-1.34

CEF vs. FEURX - Sharpe Ratio Comparison

The current CEF Sharpe Ratio is 1.83, which is comparable to the FEURX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CEF and FEURX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEFFEURXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.08

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.82

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.60

-0.37

Correlation

The correlation between CEF and FEURX is 0.81, 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.


Dividends

CEF vs. FEURX - Dividend Comparison

CEF has not paid dividends to shareholders, while FEURX's dividend yield for the trailing twelve months is around 1.22%.


TTM20252024202320222021202020192018201720162015
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%
FEURX
First Eagle Gold Fund Class R6
1.22%1.26%5.39%1.17%0.00%1.30%1.53%0.16%0.00%0.00%0.00%0.00%

Drawdowns

CEF vs. FEURX - Drawdown Comparison

The maximum CEF drawdown since its inception was -62.29%, which is greater than FEURX's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for CEF and FEURX.


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Drawdown Indicators


CEFFEURXDifference

Max Drawdown

Largest peak-to-trough decline

-62.29%

-36.99%

-25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-26.66%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-33.93%

+7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

Current Drawdown

Current decline from peak

-19.41%

-22.73%

+3.32%

Average Drawdown

Average peak-to-trough decline

-27.38%

-12.62%

-14.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

7.20%

+0.03%

Volatility

CEF vs. FEURX - Volatility Comparison

Sprott Physical Gold and Silver Trust (CEF) has a higher volatility of 14.73% compared to First Eagle Gold Fund Class R6 (FEURX) at 13.90%. This indicates that CEF's price experiences larger fluctuations and is considered to be riskier than FEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFFEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

13.90%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

32.49%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

37.38%

38.58%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

28.09%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

26.70%

-5.12%