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FEAMX vs. FEBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAMX vs. FEBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Fund of America (FEAMX) and First Eagle Global Income Builder Fund (FEBIX). The values are adjusted to include any dividend payments, if applicable.

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FEAMX vs. FEBIX - 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%
FEBIX
First Eagle Global Income Builder Fund
2.85%29.35%8.72%8.66%-3.33%11.92%4.87%15.13%-6.16%13.29%

Returns By Period

In the year-to-date period, FEAMX achieves a -2.22% return, which is significantly lower than FEBIX's 2.85% return. Over the past 10 years, FEAMX has underperformed FEBIX with an annualized return of 7.72%, while FEBIX has yielded a comparatively higher 8.86% 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%

FEBIX

1D
0.19%
1M
-8.40%
YTD
2.85%
6M
8.71%
1Y
21.56%
3Y*
14.61%
5Y*
10.50%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAMX vs. FEBIX - Expense Ratio Comparison

FEAMX has a 1.65% expense ratio, which is higher than FEBIX's 0.93% expense ratio.


Return for Risk

FEAMX vs. FEBIX — 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

FEBIX
FEBIX Risk / Return Rank: 9393
Overall Rank
FEBIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FEBIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEBIX Omega Ratio Rank: 9393
Omega Ratio Rank
FEBIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FEBIX Martin Ratio Rank: 9292
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. FEBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Fund of America (FEAMX) and First Eagle Global Income Builder Fund (FEBIX). 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.


FEAMXFEBIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.32

-1.12

Sortino ratio

Return per unit of downside risk

1.80

3.00

-1.20

Omega ratio

Gain probability vs. loss probability

1.25

1.46

-0.21

Calmar ratio

Return relative to maximum drawdown

1.63

2.61

-0.97

Martin ratio

Return relative to average drawdown

6.35

11.26

-4.91

FEAMX vs. FEBIX - Sharpe Ratio Comparison

The current FEAMX Sharpe Ratio is 1.21, which is lower than the FEBIX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FEAMX and FEBIX, 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


FEAMXFEBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.32

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.19

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.97

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.89

-0.46

Correlation

The correlation between FEAMX and FEBIX 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

FEAMX vs. FEBIX - Dividend Comparison

FEAMX's dividend yield for the trailing twelve months is around 17.28%, more than FEBIX's 5.21% 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%
FEBIX
First Eagle Global Income Builder Fund
5.21%6.45%5.93%3.52%3.28%8.31%3.21%2.72%2.70%2.77%3.38%3.65%

Drawdowns

FEAMX vs. FEBIX - Drawdown Comparison

The maximum FEAMX drawdown since its inception was -45.04%, which is greater than FEBIX's maximum drawdown of -23.05%. Use the drawdown chart below to compare losses from any high point for FEAMX and FEBIX.


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Drawdown Indicators


FEAMXFEBIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.04%

-23.05%

-21.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-8.63%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-15.79%

-13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-23.05%

-17.25%

Current Drawdown

Current decline from peak

-9.82%

-8.40%

-1.42%

Average Drawdown

Average peak-to-trough decline

-7.97%

-2.85%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.00%

+0.59%

Volatility

FEAMX vs. FEBIX - Volatility Comparison

First Eagle Fund of America (FEAMX) has a higher volatility of 4.36% compared to First Eagle Global Income Builder Fund (FEBIX) at 3.90%. This indicates that FEAMX's price experiences larger fluctuations and is considered to be riskier than FEBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEAMXFEBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

3.90%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

6.75%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

9.63%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

8.90%

+6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

9.20%

+8.21%