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FEAMX vs. DHAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAMX vs. DHAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Fund of America (FEAMX) and Centre American Select Equity Fund (DHAMX). The values are adjusted to include any dividend payments, if applicable.

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FEAMX vs. DHAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEAMX
First Eagle Fund of America
-2.22%22.95%21.26%21.30%-19.90%19.13%7.00%27.41%-24.23%20.85%
DHAMX
Centre American Select Equity Fund
4.86%19.37%1.33%14.91%-3.34%27.41%30.79%16.38%-3.82%25.26%

Returns By Period

In the year-to-date period, FEAMX achieves a -2.22% return, which is significantly lower than DHAMX's 4.86% return. Over the past 10 years, FEAMX has underperformed DHAMX with an annualized return of 7.72%, while DHAMX has yielded a comparatively higher 12.78% annualized return.


FEAMX

1D
0.28%
1M
-9.60%
YTD
-2.22%
6M
1.39%
1Y
17.55%
3Y*
18.30%
5Y*
10.08%
10Y*
7.72%

DHAMX

1D
-1.20%
1M
-8.07%
YTD
4.86%
6M
13.32%
1Y
32.49%
3Y*
11.47%
5Y*
10.62%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAMX vs. DHAMX - Expense Ratio Comparison

FEAMX has a 1.65% expense ratio, which is higher than DHAMX's 1.46% expense ratio.


Return for Risk

FEAMX vs. DHAMX — Risk / Return Rank

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

FEAMX
FEAMX Risk / Return Rank: 7070
Overall Rank
FEAMX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FEAMX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FEAMX Omega Ratio Rank: 6868
Omega Ratio Rank
FEAMX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FEAMX Martin Ratio Rank: 6767
Martin Ratio Rank

DHAMX
DHAMX Risk / Return Rank: 8787
Overall Rank
DHAMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DHAMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
DHAMX Omega Ratio Rank: 8282
Omega Ratio Rank
DHAMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DHAMX Martin Ratio Rank: 8989
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.

FEAMX vs. DHAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Fund of America (FEAMX) and Centre American Select Equity Fund (DHAMX). 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.


FEAMXDHAMXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.69

-0.48

Sortino ratio

Return per unit of downside risk

1.80

2.37

-0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.63

2.65

-1.02

Martin ratio

Return relative to average drawdown

6.35

9.91

-3.55

FEAMX vs. DHAMX - Sharpe Ratio Comparison

The current FEAMX Sharpe Ratio is 1.21, which is comparable to the DHAMX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FEAMX and DHAMX, 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


FEAMXDHAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.69

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.61

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.74

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.80

-0.36

Correlation

The correlation between FEAMX and DHAMX is 0.80, 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

FEAMX vs. DHAMX - Dividend Comparison

FEAMX's dividend yield for the trailing twelve months is around 17.28%, less than DHAMX's 34.38% yield.


TTM20252024202320222021202020192018201720162015
FEAMX
First Eagle Fund of America
17.28%17.24%15.02%13.60%4.42%21.44%26.22%1.16%35.09%12.74%7.87%3.43%
DHAMX
Centre American Select Equity Fund
34.38%36.05%0.00%2.58%1.37%16.31%4.52%9.94%22.37%13.14%3.57%11.03%

Drawdowns

FEAMX vs. DHAMX - Drawdown Comparison

The maximum FEAMX drawdown since its inception was -45.04%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for FEAMX and DHAMX.


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Drawdown Indicators


FEAMXDHAMXDifference

Max Drawdown

Largest peak-to-trough decline

-45.04%

-28.47%

-16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-11.65%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-28.47%

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-28.47%

-11.83%

Current Drawdown

Current decline from peak

-9.82%

-9.84%

+0.02%

Average Drawdown

Average peak-to-trough decline

-7.97%

-4.19%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.11%

-0.52%

Volatility

FEAMX vs. DHAMX - Volatility Comparison

The current volatility for First Eagle Fund of America (FEAMX) is 4.36%, while Centre American Select Equity Fund (DHAMX) has a volatility of 5.11%. This indicates that FEAMX experiences smaller price fluctuations and is considered to be less risky than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEAMXDHAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

5.11%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

12.36%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

19.74%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

17.61%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

17.25%

+0.16%