PortfoliosLab logoPortfoliosLab logo
ETGLX vs. SGENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETGLX vs. SGENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Gilead Fund (ETGLX) and First Eagle Global Fund Class A (SGENX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ETGLX vs. SGENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETGLX
Eventide Gilead Fund
-10.60%23.50%-0.23%22.52%-34.17%11.22%55.13%33.84%-2.56%32.85%
SGENX
First Eagle Global Fund Class A
-0.50%31.62%11.78%12.77%-6.46%12.20%8.33%20.16%-8.46%13.48%

Returns By Period

In the year-to-date period, ETGLX achieves a -10.60% return, which is significantly lower than SGENX's -0.50% return. Over the past 10 years, ETGLX has outperformed SGENX with an annualized return of 11.23%, while SGENX has yielded a comparatively lower 9.65% annualized return.


ETGLX

1D
-1.09%
1M
-10.45%
YTD
-10.60%
6M
-6.16%
1Y
20.07%
3Y*
7.50%
5Y*
-0.18%
10Y*
11.23%

SGENX

1D
0.14%
1M
-10.41%
YTD
-0.50%
6M
4.87%
1Y
22.49%
3Y*
15.94%
5Y*
10.74%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETGLX vs. SGENX - Expense Ratio Comparison

ETGLX has a 1.31% expense ratio, which is higher than SGENX's 1.11% expense ratio.


Return for Risk

ETGLX vs. SGENX — Risk / Return Rank

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

ETGLX
ETGLX Risk / Return Rank: 4545
Overall Rank
ETGLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ETGLX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETGLX Omega Ratio Rank: 4242
Omega Ratio Rank
ETGLX Calmar Ratio Rank: 4646
Calmar Ratio Rank
ETGLX Martin Ratio Rank: 4646
Martin Ratio Rank

SGENX
SGENX Risk / Return Rank: 8585
Overall Rank
SGENX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGENX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SGENX Omega Ratio Rank: 8585
Omega Ratio Rank
SGENX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SGENX Martin Ratio Rank: 8484
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.

ETGLX vs. SGENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Fund (ETGLX) and First Eagle Global Fund Class A (SGENX). 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.


ETGLXSGENXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.70

-0.83

Sortino ratio

Return per unit of downside risk

1.33

2.30

-0.97

Omega ratio

Gain probability vs. loss probability

1.18

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

1.14

2.04

-0.90

Martin ratio

Return relative to average drawdown

4.59

8.60

-4.01

ETGLX vs. SGENX - Sharpe Ratio Comparison

The current ETGLX Sharpe Ratio is 0.87, which is lower than the SGENX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ETGLX and SGENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ETGLXSGENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.70

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.91

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.78

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.96

-0.48

Correlation

The correlation between ETGLX and SGENX is 0.68, 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

ETGLX vs. SGENX - Dividend Comparison

ETGLX's dividend yield for the trailing twelve months is around 14.08%, more than SGENX's 9.50% yield.


TTM20252024202320222021202020192018201720162015
ETGLX
Eventide Gilead Fund
14.08%12.58%1.29%0.00%5.53%6.47%0.81%3.21%5.41%0.00%0.00%1.14%
SGENX
First Eagle Global Fund Class A
9.50%9.45%5.46%3.52%4.17%6.27%2.38%5.48%6.35%4.23%4.72%1.16%

Drawdowns

ETGLX vs. SGENX - Drawdown Comparison

The maximum ETGLX drawdown since its inception was -41.41%, which is greater than SGENX's maximum drawdown of -37.60%. Use the drawdown chart below to compare losses from any high point for ETGLX and SGENX.


Loading graphics...

Drawdown Indicators


ETGLXSGENXDifference

Max Drawdown

Largest peak-to-trough decline

-41.41%

-37.60%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-10.53%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-41.41%

-19.57%

-21.84%

Max Drawdown (10Y)

Largest decline over 10 years

-41.41%

-27.68%

-13.73%

Current Drawdown

Current decline from peak

-17.68%

-10.41%

-7.27%

Average Drawdown

Average peak-to-trough decline

-11.67%

-3.42%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.50%

+1.10%

Volatility

ETGLX vs. SGENX - Volatility Comparison

Eventide Gilead Fund (ETGLX) has a higher volatility of 6.89% compared to First Eagle Global Fund Class A (SGENX) at 4.68%. This indicates that ETGLX's price experiences larger fluctuations and is considered to be riskier than SGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ETGLXSGENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

4.68%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

8.85%

+4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

13.41%

+8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

11.87%

+12.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

12.44%

+10.93%