EQIN vs. FEGE

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia U.S. Equity Income ETF (EQIN) and First Eagle Global Equity ETF (FEGE).

EQIN and FEGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQIN is an actively managed fund by Columbia. It was launched on Jun 13, 2016. FEGE is an actively managed fund by First Eagle. It was launched on Dec 19, 2024.

Performance

EQIN vs. FEGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and First Eagle Global Equity ETF (FEGE). The values are adjusted to include any dividend payments, if applicable.

EQIN vs. FEGE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EQIN Columbia U.S. Equity Income ETF	3.68%	9.37%	0.27%
FEGE First Eagle Global Equity ETF	2.79%	34.19%	-1.12%

Returns By Period

In the year-to-date period, EQIN achieves a 3.68% return, which is significantly higher than FEGE's 2.79% return.

EQIN

• 1D: -0.31%
• 1M: -3.23%
• YTD: 3.68%
• 6M: 6.50%
• 1Y: 9.11%
• 3Y*: 12.42%
• 5Y*: 10.28%
• 10Y*: —

FEGE

• 1D: 0.66%
• 1M: -6.65%
• YTD: 2.79%
• 6M: 8.16%
• 1Y: 27.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EQIN vs. FEGE - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is lower than FEGE's 0.50% expense ratio.

FEGE

First Eagle Global Equity ETF

EQIN

Columbia U.S. Equity Income ETF

Return for Risk

EQIN vs. FEGE — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 30
EQIN Sharpe Ratio Rank: 31
EQIN Sortino Ratio Rank: 30
EQIN Omega Ratio Rank: 30
EQIN Calmar Ratio Rank: 28
EQIN Martin Ratio Rank: 31

FEGE

FEGE Risk / Return Rank: 84
FEGE Sharpe Ratio Rank: 84
FEGE Sortino Ratio Rank: 85
FEGE Omega Ratio Rank: 85
FEGE Calmar Ratio Rank: 82
FEGE Martin Ratio Rank: 81

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.

EQIN vs. FEGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) and First Eagle Global Equity ETF (FEGE). 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.

	EQIN	FEGE	Difference
Sharpe ratio Return per unit of total volatility	0.64	1.76	-1.12
Sortino ratio Return per unit of downside risk	0.99	2.38	-1.38
Omega ratio Gain probability vs. loss probability	1.14	1.35	-0.21
Calmar ratio Return relative to maximum drawdown	0.88	2.51	-1.63
Martin ratio Return relative to average drawdown	3.27	9.75	-6.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQIN vs. FEGE - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 0.64, which is lower than the FEGE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of EQIN and FEGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EQIN	FEGE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	1.76	-1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	1.88	-1.24

Correlation

The correlation between EQIN and FEGE is 0.71, 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

EQIN vs. FEGE - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.98%, more than FEGE's 1.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EQIN Columbia U.S. Equity Income ETF	1.98%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%
FEGE First Eagle Global Equity ETF	1.24%	1.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EQIN vs. FEGE - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than FEGE's maximum drawdown of -11.13%. Use the drawdown chart below to compare losses from any high point for EQIN and FEGE.

Drawdown Indicators

	EQIN	FEGE	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-11.13%	-31.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.63%	-10.96%	+0.33%
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	—	—
Current Drawdown Current decline from peak	-4.23%	-8.08%	+3.85%
Average Drawdown Average peak-to-trough decline	-4.95%	-1.37%	-3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.82%	+0.03%

Volatility

EQIN vs. FEGE - Volatility Comparison

The current volatility for Columbia U.S. Equity Income ETF (EQIN) is 3.02%, while First Eagle Global Equity ETF (FEGE) has a volatility of 5.59%. This indicates that EQIN experiences smaller price fluctuations and is considered to be less risky than FEGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQIN	FEGE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	5.59%	-2.57%
Volatility (6M) Calculated over the trailing 6-month period	8.02%	9.89%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	14.32%	15.66%	-1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.78%	14.87%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	14.87%	+3.89%