FEAMX vs. VITPX

Last updated Jun 4, 2026

FEAMX (First Eagle Fund of America) and VITPX (Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, FEAMX returned 9.32%/yr vs 15.19%/yr for VITPX. Their correlation of 0.90 suggests significant overlap in exposure. FEAMX charges 1.65%/yr vs 0.02%/yr for VITPX.

Performance

FEAMX vs. VITPX - Performance Comparison

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

Returns By Period

In the year-to-date period, FEAMX achieves a 10.83% return, which is significantly lower than VITPX's 11.99% return. Over the past 10 years, FEAMX has underperformed VITPX with an annualized return of 9.32%, while VITPX has yielded a comparatively higher 15.19% annualized return.

FEAMX

• 1D: -0.61%
• 1M: 3.93%
• YTD: 10.83%
• 6M: 11.90%
• 1Y: 31.97%
• 3Y*: 21.78%
• 5Y*: 11.54%
• 10Y*: 9.32%

VITPX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.99%
• 6M: 11.89%
• 1Y: 29.15%
• 3Y*: 22.92%
• 5Y*: 13.38%
• 10Y*: 15.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEAMX vs. VITPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEAMX First Eagle Fund of America	10.83%	22.95%	21.26%	21.30%	-19.90%	19.13%	7.00%	27.41%	-24.23%	20.85%
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares	11.99%	17.17%	25.43%	26.01%	-19.48%	25.76%	20.95%	30.87%	-5.59%	20.51%

Correlation

The correlation between FEAMX and VITPX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001	0.90

The correlation between FEAMX and VITPX shifts across timeframes, from 0.74 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FEAMX vs. VITPX — Risk / Return Rank

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

FEAMX

FEAMX Risk / Return Rank: 78
FEAMX Sharpe Ratio Rank: 88
FEAMX Sortino Ratio Rank: 84
FEAMX Omega Ratio Rank: 80
FEAMX Calmar Ratio Rank: 70
FEAMX Martin Ratio Rank: 69

VITPX

VITPX Risk / Return Rank: 72
VITPX Sharpe Ratio Rank: 73
VITPX Sortino Ratio Rank: 65
VITPX Omega Ratio Rank: 64
VITPX Calmar Ratio Rank: 74
VITPX Martin Ratio Rank: 82

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. VITPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Fund of America (FEAMX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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.

	FEAMX	VITPX	Difference
Sharpe ratio: Return per unit of total volatility	2.89	2.47	+0.41
Sortino ratio: Return per unit of downside risk	3.97	3.37	+0.61
Omega ratio: Gain probability vs. loss probability	1.53	1.44	+0.09
Calmar ratio: Return relative to maximum drawdown	3.24	3.38	-0.14
Martin ratio: Return relative to average drawdown	13.28	15.60	-2.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEAMX vs. VITPX - Sharpe Ratio Comparison

The current FEAMX Sharpe Ratio is 2.89, which is comparable to the VITPX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of FEAMX and VITPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEAMX	VITPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.89	2.47	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.78	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.83	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.51	-0.05

Drawdowns

FEAMX vs. VITPX - Drawdown Comparison

The maximum FEAMX drawdown since its inception was -45.04%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for FEAMX and VITPX.

Drawdown Indicators

	FEAMX	VITPX	Difference
Max Drawdown Largest peak-to-trough decline	-45.04%	-55.28%	+10.24%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-8.92%	-1.15%
Max Drawdown (3Y) Largest decline over 3 years	-12.58%	-19.35%	+6.77%
Max Drawdown (5Y) Largest decline over 5 years	-28.89%	-25.31%	-3.58%
Max Drawdown (10Y) Largest decline over 10 years	-40.30%	-34.99%	-5.31%
Current Drawdown Current decline from peak	-0.61%	0.00%	-0.61%
Average Drawdown Average peak-to-trough decline	-7.93%	-8.02%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	1.93%	+0.52%

Volatility

FEAMX vs. VITPX - Volatility Comparison

First Eagle Fund of America (FEAMX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 2.80% and 2.94%, 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.

Volatility by Period

	FEAMX	VITPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.80%	2.94%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	8.61%	9.19%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	11.29%	12.19%	-0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	17.35%	-1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.41%	18.41%	-1.00%

FEAMX vs. VITPX - Expense Ratio Comparison

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

Dividends

FEAMX vs. VITPX - Dividend Comparison

FEAMX's dividend yield for the trailing twelve months is around 15.61%, more than VITPX's 2.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEAMX First Eagle Fund of America	15.61%	17.24%	15.02%	13.60%	4.42%	21.44%	26.22%	1.16%	35.09%	12.74%	7.87%	3.43%
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares	2.24%	2.64%	4.14%	2.41%	6.48%	5.38%	11.57%	2.91%	3.93%	1.90%	2.80%	2.30%

Frequently Asked Questions

Can I hold both FEAMX and VITPX in my portfolio?

FEAMX and VITPX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEAMX or VITPX?

VITPX has higher volatility (2.94%) compared to FEAMX (2.80%). In terms of maximum drawdown, FEAMX dropped -45.04% vs VITPX's -55.28%.

Which has better risk-adjusted returns?

FEAMX currently has the higher Sharpe Ratio (2.89 vs 2.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.