FEBIX vs. FESGX
FEBIX (First Eagle Global Income Builder Fund) and FESGX (First Eagle Global Fund Class C) are both Global Allocation funds from First Eagle. Over the past 10 years, FEBIX returned 8.99%/yr vs 8.99%/yr for FESGX. Their correlation of 0.92 means they have usually moved in the same direction. FEBIX charges 0.93%/yr vs 1.86%/yr for FESGX.
Performance
FEBIX vs. FESGX - Performance Comparison
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Returns By Period
In the year-to-date period, FEBIX achieves a 10.19% return, which is significantly higher than FESGX's 7.72% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FEBIX at 8.99% and FESGX at 8.99%.
FEBIX
- 1D
- 0.65%
- 1M
- 1.97%
- 6M
- 3.77%
- YTD
- 10.19%
- 1Y
- 23.73%
- 3Y*
- 16.04%
- 5Y*
- 10.75%
- 10Y*
- 8.99%
- ALL TIME*
- 8.03%
FESGX
- 1D
- 0.72%
- 1M
- 1.97%
- 6M
- 1.62%
- YTD
- 7.72%
- 1Y
- 24.18%
- 3Y*
- 16.23%
- 5Y*
- 10.33%
- 10Y*
- 8.99%
- ALL TIME*
- 8.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FEBIX vs. FESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEBIX First Eagle Global Income Builder Fund | 10.19% | 28.34% | 9.57% | 8.66% | -3.33% | 11.92% | 4.87% | 15.13% | -6.16% | 13.29% |
FESGX First Eagle Global Fund Class C | 7.72% | 30.64% | 10.94% | 11.92% | -7.17% | 11.35% | 7.50% | 19.26% | -9.13% | 12.62% |
Correlation
The correlation between FEBIX and FESGX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.92 |
The correlation between FEBIX and FESGX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
FEBIX vs. FESGX — Risk / Return Rank
FEBIX
FESGX
FEBIX vs. FESGX - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FEBIX | FESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.36 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.25 | +0.47 |
| Martin ratioReturn relative to average drawdown | 7.80 | 6.59 | +1.21 |
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Drawdowns
FEBIX vs. FESGX - Drawdown Comparison
The maximum FEBIX drawdown since its inception was -23.05%, smaller than the maximum FESGX drawdown of -37.54%. Use the drawdown chart below to compare losses from any high point for FEBIX and FESGX.
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Drawdown Indicators
| FEBIX | FESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.05% | -37.54% | +14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -10.58% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -8.63% | -10.58% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -15.79% | -20.00% | +4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -23.05% | -27.77% | +4.72% |
Current DrawdownCurrent decline from peak | -1.87% | -2.89% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -4.53% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.60% | -0.60% |
Volatility
FEBIX vs. FESGX - Volatility Comparison
The current volatility for First Eagle Global Income Builder Fund (FEBIX) is 2.37%, while First Eagle Global Fund Class C (FESGX) has a volatility of 2.99%. This indicates that FEBIX 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
| FEBIX | FESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.99% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 9.74% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 11.86% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.02% | 12.03% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.21% | 12.50% | -3.29% |
FEBIX vs. FESGX - Expense Ratio Comparison
FEBIX has a 0.93% expense ratio, which is lower than FESGX's 1.86% expense ratio.
Dividends
FEBIX vs. FESGX - Dividend Comparison
FEBIX's dividend yield for the trailing twelve months is around 4.44%, less than FESGX's 8.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEBIX First Eagle Global Income Builder Fund | 4.44% | 5.72% | 6.72% | 3.52% | 3.28% | 8.31% | 3.21% | 2.72% | 2.70% | 2.77% | 3.38% | 3.65% |
FESGX First Eagle Global Fund Class C | 8.52% | 9.18% | 4.84% | 2.85% | 4.25% | 5.44% | 1.61% | 4.69% | 5.71% | 3.61% | 4.48% | 1.06% |
Frequently Asked Questions
With a correlation of 0.91, FEBIX and FESGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FESGX has higher volatility (2.99%) compared to FEBIX (2.37%). In terms of maximum drawdown, FEBIX dropped -23.05% vs FESGX's -37.54%.
FEBIX currently has the higher Sharpe Ratio (2.62 vs 2.01), 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.
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