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FEAMX vs. FEGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAMX vs. FEGIX - Performance Comparison

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

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FEAMX vs. FEGIX - 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%
FEGIX
First Eagle Gold Fund Class I
2.63%128.89%10.57%7.24%-1.31%-7.54%30.00%38.98%-15.69%8.44%

Returns By Period

In the year-to-date period, FEAMX achieves a -2.22% return, which is significantly lower than FEGIX's 2.63% return. Over the past 10 years, FEAMX has underperformed FEGIX with an annualized return of 7.72%, while FEGIX has yielded a comparatively higher 15.86% 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%

FEGIX

1D
-0.12%
1M
-22.39%
YTD
2.63%
6M
19.07%
1Y
78.51%
3Y*
35.94%
5Y*
22.88%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAMX vs. FEGIX - Expense Ratio Comparison

FEAMX has a 1.65% expense ratio, which is higher than FEGIX's 0.96% expense ratio.


Return for Risk

FEAMX vs. FEGIX — 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

FEGIX
FEGIX Risk / Return Rank: 9090
Overall Rank
FEGIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEGIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FEGIX Omega Ratio Rank: 8686
Omega Ratio Rank
FEGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEGIX 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. FEGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Fund of America (FEAMX) and First Eagle Gold Fund Class I (FEGIX). 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.


FEAMXFEGIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.07

-0.86

Sortino ratio

Return per unit of downside risk

1.80

2.33

-0.53

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.10

Calmar ratio

Return relative to maximum drawdown

1.63

2.97

-1.34

Martin ratio

Return relative to average drawdown

6.35

11.00

-4.64

FEAMX vs. FEGIX - Sharpe Ratio Comparison

The current FEAMX Sharpe Ratio is 1.21, which is lower than the FEGIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FEAMX and FEGIX, 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


FEAMXFEGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.07

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.82

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.59

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.34

+0.09

Correlation

The correlation between FEAMX and FEGIX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FEAMX vs. FEGIX - Dividend Comparison

FEAMX's dividend yield for the trailing twelve months is around 17.28%, more than FEGIX's 1.16% 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%
FEGIX
First Eagle Gold Fund Class I
1.16%1.19%5.31%1.08%0.00%1.19%1.48%0.09%0.00%0.00%0.00%0.00%

Drawdowns

FEAMX vs. FEGIX - Drawdown Comparison

The maximum FEAMX drawdown since its inception was -45.04%, smaller than the maximum FEGIX drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for FEAMX and FEGIX.


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Drawdown Indicators


FEAMXFEGIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.04%

-70.38%

+25.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-26.66%

+16.59%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-33.95%

+5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-41.84%

+1.54%

Current Drawdown

Current decline from peak

-9.82%

-22.73%

+12.91%

Average Drawdown

Average peak-to-trough decline

-7.97%

-28.82%

+20.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

7.21%

-4.62%

Volatility

FEAMX vs. FEGIX - Volatility Comparison

The current volatility for First Eagle Fund of America (FEAMX) is 4.36%, while First Eagle Gold Fund Class I (FEGIX) has a volatility of 13.89%. This indicates that FEAMX experiences smaller price fluctuations and is considered to be less risky than FEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEAMXFEGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

13.89%

-9.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

32.49%

-23.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

38.59%

-23.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

28.11%

-12.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

27.16%

-9.75%