FEBIX vs. RALIX
FEBIX (First Eagle Global Income Builder Fund) and RALIX (Lazard Real Assets Portfolio) are both Global Allocation funds. Over the past 5 years, FEBIX returned 10.75%/yr vs 6.98%/yr for RALIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FEBIX charges 0.93%/yr vs 0.80%/yr for RALIX.
Performance
FEBIX vs. RALIX - Performance Comparison
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Returns By Period
In the year-to-date period, FEBIX achieves a 10.19% return, which is significantly lower than RALIX's 13.88% return.
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%
RALIX
- 1D
- 0.43%
- 1M
- 2.52%
- 6M
- 7.73%
- YTD
- 13.88%
- 1Y
- 22.53%
- 3Y*
- 12.25%
- 5Y*
- 6.98%
- 10Y*
- —
- ALL TIME*
- 6.94%
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. RALIX - 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% |
RALIX Lazard Real Assets Portfolio | 13.88% | 15.60% | 5.91% | 4.43% | -8.99% | 22.32% | 0.61% | 16.07% | -7.59% | 8.60% |
Correlation
The correlation between FEBIX and RALIX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.79 |
The correlation between FEBIX and RALIX shifts across timeframes, from 0.64 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FEBIX vs. RALIX — Risk / Return Rank
FEBIX
RALIX
FEBIX vs. RALIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Income Builder Fund (FEBIX) and Lazard Real Assets Portfolio (RALIX). 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 | RALIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.91 | -1.19 |
| Martin ratioReturn relative to average drawdown | 7.80 | 12.04 | -4.24 |
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Drawdowns
FEBIX vs. RALIX - Drawdown Comparison
The maximum FEBIX drawdown since its inception was -23.05%, roughly equal to the maximum RALIX drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for FEBIX and RALIX.
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Drawdown Indicators
| FEBIX | RALIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.05% | -24.00% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -5.46% | -3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -8.63% | -9.72% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -15.79% | -22.03% | +6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -23.05% | — | — |
Current DrawdownCurrent decline from peak | -1.87% | -1.22% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -5.70% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.77% | +1.23% |
Volatility
FEBIX vs. RALIX - Volatility Comparison
First Eagle Global Income Builder Fund (FEBIX) and Lazard Real Assets Portfolio (RALIX) have volatilities of 2.37% and 2.35%, 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.
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Volatility by Period
| FEBIX | RALIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.35% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 7.20% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 8.95% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.02% | 11.83% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.21% | 11.15% | -1.94% |
FEBIX vs. RALIX - Expense Ratio Comparison
FEBIX has a 0.93% expense ratio, which is higher than RALIX's 0.80% expense ratio.
Dividends
FEBIX vs. RALIX - Dividend Comparison
FEBIX's dividend yield for the trailing twelve months is around 4.44%, less than RALIX's 8.43% 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% |
RALIX Lazard Real Assets Portfolio | 8.43% | 7.04% | 3.07% | 2.93% | 7.65% | 11.84% | 3.93% | 2.24% | 5.27% | 1.69% | 0.00% | 0.00% |
Frequently Asked Questions
FEBIX and RALIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEBIX has higher volatility (2.37%) compared to RALIX (2.35%). In terms of maximum drawdown, FEBIX dropped -23.05% vs RALIX's -24.00%.
FEBIX currently has the higher Sharpe Ratio (2.62 vs 2.40), 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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