DBCMX vs. FEGIX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and First Eagle Gold Fund Class I (FEGIX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. FEGIX is managed by First Eagle. It was launched on Aug 31, 1993.
Performance
DBCMX vs. FEGIX - Performance Comparison
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DBCMX vs. FEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 23.68% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
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, DBCMX achieves a 23.68% return, which is significantly higher than FEGIX's 2.63% return. Over the past 10 years, DBCMX has underperformed FEGIX with an annualized return of 7.37%, while FEGIX has yielded a comparatively higher 15.86% annualized return.
DBCMX
- 1D
- 0.45%
- 1M
- 13.32%
- YTD
- 23.68%
- 6M
- 26.71%
- 1Y
- 28.84%
- 3Y*
- 9.03%
- 5Y*
- 11.17%
- 10Y*
- 7.37%
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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DBCMX vs. FEGIX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than FEGIX's 0.96% expense ratio.
Return for Risk
DBCMX vs. FEGIX — Risk / Return Rank
DBCMX
FEGIX
DBCMX vs. FEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) 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.
| DBCMX | FEGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 2.07 | +0.22 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.33 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.97 | +0.67 |
Martin ratioReturn relative to average drawdown | 13.71 | 11.00 | +2.71 |
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
| DBCMX | FEGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.07 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.82 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.59 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.34 | +0.17 |
Correlation
The correlation between DBCMX and FEGIX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DBCMX vs. FEGIX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.45%, more than FEGIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.45% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
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
DBCMX vs. FEGIX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum FEGIX drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for DBCMX and FEGIX.
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Drawdown Indicators
| DBCMX | FEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -70.38% | +32.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -26.66% | +18.73% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -33.95% | +6.35% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -41.84% | +4.22% |
Current DrawdownCurrent decline from peak | 0.00% | -22.73% | +22.73% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -28.82% | +15.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 7.21% | -5.11% |
Volatility
DBCMX vs. FEGIX - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 6.16%, while First Eagle Gold Fund Class I (FEGIX) has a volatility of 13.89%. This indicates that DBCMX 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
| DBCMX | FEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 13.89% | -7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 32.49% | -22.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 38.59% | -25.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 28.11% | -11.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 27.16% | -12.66% |