PortfoliosLab logoPortfoliosLab logo
FEBIX vs. FEURX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEBIX vs. FEURX - 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 Gold Fund Class R6 (FEURX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEBIX vs. FEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEBIX
First Eagle Global Income Builder Fund
4.06%29.35%8.72%8.66%-3.33%11.92%4.87%15.13%-6.16%9.51%
FEURX
First Eagle Gold Fund Class R6
9.01%129.09%10.69%7.37%-1.26%-7.42%30.08%38.92%-15.55%-1.36%

Returns By Period

In the year-to-date period, FEBIX achieves a 4.06% return, which is significantly lower than FEURX's 9.01% return.


FEBIX

1D
1.18%
1M
-6.69%
YTD
4.06%
6M
10.07%
1Y
22.82%
3Y*
15.06%
5Y*
10.59%
10Y*
8.99%

FEURX

1D
6.18%
1M
-17.95%
YTD
9.01%
6M
25.15%
1Y
89.50%
3Y*
38.84%
5Y*
23.78%
10Y*
*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.


FEBIX vs. FEURX - Expense Ratio Comparison

FEBIX has a 0.93% expense ratio, which is higher than FEURX's 0.81% expense ratio.


Return for Risk

FEBIX vs. FEURX — 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

FEURX
FEURX Risk / Return Rank: 9191
Overall Rank
FEURX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FEURX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FEURX Omega Ratio Rank: 8787
Omega Ratio Rank
FEURX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEURX Martin Ratio Rank: 9393
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. FEURX - 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 Gold Fund Class R6 (FEURX). 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.


FEBIXFEURXDifference

Sharpe ratio

Return per unit of total volatility

2.39

2.32

+0.07

Sortino ratio

Return per unit of downside risk

3.09

2.53

+0.55

Omega ratio

Gain probability vs. loss probability

1.48

1.39

+0.09

Calmar ratio

Return relative to maximum drawdown

2.74

3.40

-0.65

Martin ratio

Return relative to average drawdown

11.56

12.43

-0.87

FEBIX vs. FEURX - Sharpe Ratio Comparison

The current FEBIX Sharpe Ratio is 2.39, which is comparable to the FEURX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FEBIX and FEURX, 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


FEBIXFEURXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.32

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.85

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.63

+0.27

Correlation

The correlation between FEBIX and FEURX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FEBIX vs. FEURX - Dividend Comparison

FEBIX's dividend yield for the trailing twelve months is around 5.15%, more than FEURX's 1.15% yield.


TTM20252024202320222021202020192018201720162015
FEBIX
First Eagle Global Income Builder Fund
5.15%6.45%5.93%3.52%3.28%8.31%3.21%2.72%2.70%2.77%3.38%3.65%
FEURX
First Eagle Gold Fund Class R6
1.15%1.26%5.39%1.17%0.00%1.30%1.53%0.16%0.00%0.00%0.00%0.00%

Drawdowns

FEBIX vs. FEURX - Drawdown Comparison

The maximum FEBIX drawdown since its inception was -23.05%, smaller than the maximum FEURX drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for FEBIX and FEURX.


Loading graphics...

Drawdown Indicators


FEBIXFEURXDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-36.99%

+13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-26.66%

+18.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-33.93%

+18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

Current Drawdown

Current decline from peak

-7.33%

-17.95%

+10.62%

Average Drawdown

Average peak-to-trough decline

-2.85%

-12.62%

+9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

7.29%

-5.24%

Volatility

FEBIX vs. FEURX - Volatility Comparison

The current volatility for First Eagle Global Income Builder Fund (FEBIX) is 4.20%, while First Eagle Gold Fund Class R6 (FEURX) has a volatility of 15.60%. This indicates that FEBIX experiences smaller price fluctuations and is considered to be less risky than FEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEBIXFEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

15.60%

-11.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

33.00%

-26.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.67%

38.96%

-29.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

28.21%

-19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.21%

26.77%

-17.56%