FCGEX vs. GAOAX
Compare and contrast key facts about Fiera Capital Global Equity Fund (FCGEX) and JPMorgan Global Allocation Fund A (GAOAX).
FCGEX is managed by Fiera Capital. It was launched on Apr 27, 2017. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
FCGEX vs. GAOAX - Performance Comparison
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FCGEX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCGEX Fiera Capital Global Equity Fund | -7.45% | 14.88% | 10.62% | 18.80% | -18.68% | 25.48% | 18.80% | 33.58% | -4.16% | 15.62% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 9.80% |
Returns By Period
In the year-to-date period, FCGEX achieves a -7.45% return, which is significantly lower than GAOAX's -5.28% return.
FCGEX
- 1D
- 0.05%
- 1M
- -11.24%
- YTD
- -7.45%
- 6M
- -5.07%
- 1Y
- 9.15%
- 3Y*
- 8.96%
- 5Y*
- 6.91%
- 10Y*
- —
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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FCGEX vs. GAOAX - Expense Ratio Comparison
FCGEX has a 1.15% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
FCGEX vs. GAOAX — Risk / Return Rank
FCGEX
GAOAX
FCGEX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fiera Capital Global Equity Fund (FCGEX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| FCGEX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.72 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.06 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 0.82 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.67 | 3.42 | -0.75 |
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
| FCGEX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.72 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.16 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.53 | +0.11 |
Correlation
The correlation between FCGEX and GAOAX is 0.88, 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
FCGEX vs. GAOAX - Dividend Comparison
FCGEX's dividend yield for the trailing twelve months is around 9.21%, less than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCGEX Fiera Capital Global Equity Fund | 9.21% | 8.52% | 6.38% | 0.40% | 5.67% | 3.20% | 0.51% | 3.69% | 0.89% | 0.10% | 0.00% | 0.00% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
FCGEX vs. GAOAX - Drawdown Comparison
The maximum FCGEX drawdown since its inception was -31.87%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for FCGEX and GAOAX.
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Drawdown Indicators
| FCGEX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.87% | -29.02% | -2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -8.95% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -29.02% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -11.24% | -8.95% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -6.01% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.15% | +0.63% |
Volatility
FCGEX vs. GAOAX - Volatility Comparison
Fiera Capital Global Equity Fund (FCGEX) and JPMorgan Global Allocation Fund A (GAOAX) have volatilities of 4.45% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCGEX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.64% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 7.42% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.89% | 11.46% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 11.02% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 10.80% | +6.27% |