FEBIX vs. PDSYX

Last updated Apr 2, 2026

Compare and contrast key facts about First Eagle Global Income Builder Fund (FEBIX) and Principal Diversified Select Real Asset Fund (PDSYX).

FEBIX is managed by First Eagle. It was launched on Apr 30, 2012. PDSYX is managed by Principal Funds. It was launched on Jul 2, 2019.

Performance

FEBIX vs. PDSYX - Performance Comparison

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

FEBIX vs. PDSYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FEBIX First Eagle Global Income Builder Fund	4.06%	29.35%	8.72%	8.66%	-3.33%	11.92%	4.87%	4.43%
PDSYX Principal Diversified Select Real Asset Fund	3.75%	7.90%	3.65%	2.45%	-5.36%	14.81%	2.43%	4.08%

Returns By Period

In the year-to-date period, FEBIX achieves a 4.06% return, which is significantly higher than PDSYX's 3.75% 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%

PDSYX

• 1D: 0.49%
• 1M: -1.04%
• YTD: 3.75%
• 6M: 5.20%
• 1Y: 10.54%
• 3Y*: 5.74%
• 5Y*: 4.37%
• 10Y*: —

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

FEBIX vs. PDSYX - Expense Ratio Comparison

FEBIX has a 0.93% expense ratio, which is lower than PDSYX's 1.20% expense ratio.

PDSYX

Principal Diversified Select Real Asset Fund

FEBIX

First Eagle Global Income Builder Fund

Return for Risk

FEBIX vs. PDSYX — Risk / Return Rank

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

FEBIX

FEBIX Risk / Return Rank: 93
FEBIX Sharpe Ratio Rank: 96
FEBIX Sortino Ratio Rank: 94
FEBIX Omega Ratio Rank: 93
FEBIX Calmar Ratio Rank: 91
FEBIX Martin Ratio Rank: 92

PDSYX

PDSYX Risk / Return Rank: 84
PDSYX Sharpe Ratio Rank: 80
PDSYX Sortino Ratio Rank: 71
PDSYX Omega Ratio Rank: 96
PDSYX Calmar Ratio Rank: 76
PDSYX Martin Ratio Rank: 97

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. PDSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Income Builder Fund (FEBIX) and Principal Diversified Select Real Asset Fund (PDSYX). 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.

	FEBIX	PDSYX	Difference
Sharpe ratio Return per unit of total volatility	2.39	1.59	+0.80
Sortino ratio Return per unit of downside risk	3.09	1.98	+1.11
Omega ratio Gain probability vs. loss probability	1.48	1.56	-0.08
Calmar ratio Return relative to maximum drawdown	2.74	2.04	+0.70
Martin ratio Return relative to average drawdown	11.56	17.91	-6.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEBIX vs. PDSYX - Sharpe Ratio Comparison

The current FEBIX Sharpe Ratio is 2.39, which is higher than the PDSYX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FEBIX and PDSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FEBIX	PDSYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	1.59	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.19	0.69	+0.51
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	0.56	+0.35

Correlation

The correlation between FEBIX and PDSYX is 0.81, 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. PDSYX - Dividend Comparison

FEBIX's dividend yield for the trailing twelve months is around 5.15%, more than PDSYX's 1.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PDSYX Principal Diversified Select Real Asset Fund	1.78%	1.85%	2.18%	2.06%	1.58%	7.46%	2.70%	1.21%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FEBIX vs. PDSYX - Drawdown Comparison

The maximum FEBIX drawdown since its inception was -23.05%, smaller than the maximum PDSYX drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for FEBIX and PDSYX.

Drawdown Indicators

	FEBIX	PDSYX	Difference
Max Drawdown Largest peak-to-trough decline	-23.05%	-30.01%	+6.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.63%	-5.32%	-3.31%
Max Drawdown (5Y) Largest decline over 5 years	-15.79%	-10.95%	-4.84%
Max Drawdown (10Y) Largest decline over 10 years	-23.05%	—	—
Current Drawdown Current decline from peak	-7.33%	-1.04%	-6.29%
Average Drawdown Average peak-to-trough decline	-2.85%	-4.46%	+1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	0.61%	+1.44%

Volatility

FEBIX vs. PDSYX - Volatility Comparison

First Eagle Global Income Builder Fund (FEBIX) has a higher volatility of 4.20% compared to Principal Diversified Select Real Asset Fund (PDSYX) at 1.19%. This indicates that FEBIX's price experiences larger fluctuations and is considered to be riskier than PDSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEBIX	PDSYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	1.19%	+3.01%
Volatility (6M) Calculated over the trailing 6-month period	6.83%	2.28%	+4.55%
Volatility (1Y) Calculated over the trailing 1-year period	9.67%	6.83%	+2.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.91%	6.38%	+2.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.21%	8.82%	+0.39%