PortfoliosLab logoPortfoliosLab logo
FEAMX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAMX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Fund of America (FEAMX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEAMX vs. FSKAX - 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%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FEAMX achieves a -2.22% return, which is significantly higher than FSKAX's -6.77% return. Over the past 10 years, FEAMX has underperformed FSKAX with an annualized return of 7.72%, while FSKAX has yielded a comparatively higher 13.23% 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%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEAMX vs. FSKAX - Expense Ratio Comparison

FEAMX has a 1.65% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FEAMX vs. FSKAX — 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

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Fund of America (FEAMX) and Fidelity Total Market Index Fund (FSKAX). 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.


FEAMXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.83

+0.38

Sortino ratio

Return per unit of downside risk

1.80

1.29

+0.51

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.63

1.04

+0.59

Martin ratio

Return relative to average drawdown

6.35

5.05

+1.31

FEAMX vs. FSKAX - Sharpe Ratio Comparison

The current FEAMX Sharpe Ratio is 1.21, which is higher than the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FEAMX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FEAMXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.83

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.59

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.72

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.78

-0.35

Correlation

The correlation between FEAMX and FSKAX is 0.90, 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. FSKAX - Dividend Comparison

FEAMX's dividend yield for the trailing twelve months is around 17.28%, more than FSKAX's 1.09% 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%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FEAMX vs. FSKAX - Drawdown Comparison

The maximum FEAMX drawdown since its inception was -45.04%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FEAMX and FSKAX.


Loading graphics...

Drawdown Indicators


FEAMXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.04%

-35.01%

-10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-12.42%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-25.39%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-35.01%

-5.29%

Current Drawdown

Current decline from peak

-9.82%

-8.92%

-0.90%

Average Drawdown

Average peak-to-trough decline

-7.97%

-4.05%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.57%

+0.02%

Volatility

FEAMX vs. FSKAX - Volatility Comparison

First Eagle Fund of America (FEAMX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.36% and 4.42%, 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.


Loading graphics...

Volatility by Period


FEAMXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.42%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

9.40%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

18.50%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

17.38%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

18.42%

-1.01%