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FEBIX vs. FEAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEBIX vs. FEAMX - Performance Comparison

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

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FEBIX vs. FEAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


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%

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

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FEBIX vs. FEAMX - Expense Ratio Comparison

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


Return for Risk

FEBIX vs. FEAMX — Risk / Return Rank

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

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

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
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.

FEBIX vs. FEAMX - Risk-Adjusted Trends Comparison

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


FEBIXFEAMXDifference

Sharpe ratio

Return per unit of total volatility

2.32

1.21

+1.12

Sortino ratio

Return per unit of downside risk

3.00

1.80

+1.20

Omega ratio

Gain probability vs. loss probability

1.46

1.25

+0.21

Calmar ratio

Return relative to maximum drawdown

2.61

1.63

+0.97

Martin ratio

Return relative to average drawdown

11.26

6.35

+4.91

FEBIX vs. FEAMX - Sharpe Ratio Comparison

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


FEBIXFEAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.21

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.64

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.45

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.43

+0.46

Correlation

The correlation between FEBIX and FEAMX 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

FEBIX vs. FEAMX - Dividend Comparison

FEBIX's dividend yield for the trailing twelve months is around 5.21%, less than FEAMX's 17.28% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

FEBIX vs. FEAMX - Drawdown Comparison

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


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Drawdown Indicators


FEBIXFEAMXDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-45.04%

+21.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-10.07%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-28.89%

+13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

-40.30%

+17.25%

Current Drawdown

Current decline from peak

-8.40%

-9.82%

+1.42%

Average Drawdown

Average peak-to-trough decline

-2.85%

-7.97%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.59%

-0.59%

Volatility

FEBIX vs. FEAMX - Volatility Comparison

The current volatility for First Eagle Global Income Builder Fund (FEBIX) is 3.90%, while First Eagle Fund of America (FEAMX) has a volatility of 4.36%. This indicates that FEBIX experiences smaller price fluctuations and is considered to be less risky than FEAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEBIXFEAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.36%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

8.50%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

9.63%

15.16%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.90%

15.72%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

17.41%

-8.21%