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FEAMX vs. FESGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAMX vs. FESGX - 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 Fund Class C (FESGX). The values are adjusted to include any dividend payments, if applicable.

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FEAMX vs. FESGX - 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%
FESGX
First Eagle Global Fund Class C
-0.68%30.64%10.94%11.92%-7.17%11.35%7.50%19.26%-9.13%12.62%

Returns By Period

In the year-to-date period, FEAMX achieves a -2.22% return, which is significantly lower than FESGX's -0.68% return. Over the past 10 years, FEAMX has underperformed FESGX with an annualized return of 7.72%, while FESGX has yielded a comparatively higher 8.83% 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%

FESGX

1D
0.13%
1M
-10.46%
YTD
-0.68%
6M
4.47%
1Y
21.58%
3Y*
15.06%
5Y*
9.90%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAMX vs. FESGX - Expense Ratio Comparison

FEAMX has a 1.65% expense ratio, which is lower than FESGX's 1.86% expense ratio.


Return for Risk

FEAMX vs. FESGX — 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

FESGX
FESGX Risk / Return Rank: 8282
Overall Rank
FESGX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FESGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FESGX Omega Ratio Rank: 8282
Omega Ratio Rank
FESGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FESGX Martin Ratio Rank: 8282
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. FESGX - 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 Fund Class C (FESGX). 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.


FEAMXFESGXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.63

-0.42

Sortino ratio

Return per unit of downside risk

1.80

2.21

-0.41

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.63

1.95

-0.31

Martin ratio

Return relative to average drawdown

6.35

8.19

-1.83

FEAMX vs. FESGX - Sharpe Ratio Comparison

The current FEAMX Sharpe Ratio is 1.21, which is comparable to the FESGX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FEAMX and FESGX, 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


FEAMXFESGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.63

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.84

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.71

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.68

-0.25

Correlation

The correlation between FEAMX and FESGX is 0.73, 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. FESGX - Dividend Comparison

FEAMX's dividend yield for the trailing twelve months is around 17.28%, more than FESGX's 9.24% 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%
FESGX
First Eagle Global Fund Class C
9.24%9.18%4.84%2.85%4.25%5.44%1.61%4.69%5.71%3.61%4.48%1.06%

Drawdowns

FEAMX vs. FESGX - Drawdown Comparison

The maximum FEAMX drawdown since its inception was -45.04%, which is greater than FESGX's maximum drawdown of -37.54%. Use the drawdown chart below to compare losses from any high point for FEAMX and FESGX.


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Drawdown Indicators


FEAMXFESGXDifference

Max Drawdown

Largest peak-to-trough decline

-45.04%

-37.54%

-7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-10.58%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-20.00%

-8.89%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-27.77%

-12.53%

Current Drawdown

Current decline from peak

-9.82%

-10.46%

+0.64%

Average Drawdown

Average peak-to-trough decline

-7.97%

-4.53%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.52%

+0.07%

Volatility

FEAMX vs. FESGX - Volatility Comparison

The current volatility for First Eagle Fund of America (FEAMX) is 4.36%, while First Eagle Global Fund Class C (FESGX) has a volatility of 4.67%. This indicates that FEAMX experiences smaller price fluctuations and is considered to be less risky than FESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEAMXFESGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.67%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.83%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

13.40%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

11.87%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

12.44%

+4.97%