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FEBIX vs. RAPZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEBIX vs. RAPZX - Performance Comparison

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

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FEBIX vs. RAPZX - 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%
RAPZX
Cohen & Steers Real Assets Fund Inc
10.26%11.96%4.35%3.88%-2.05%23.51%-0.84%17.77%-8.44%6.51%

Returns By Period

In the year-to-date period, FEBIX achieves a 2.85% return, which is significantly lower than RAPZX's 10.26% return. Over the past 10 years, FEBIX has outperformed RAPZX with an annualized return of 8.86%, while RAPZX has yielded a comparatively lower 7.09% 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%

RAPZX

1D
0.25%
1M
-2.41%
YTD
10.26%
6M
7.91%
1Y
16.67%
3Y*
10.27%
5Y*
8.74%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEBIX vs. RAPZX - Expense Ratio Comparison

FEBIX has a 0.93% expense ratio, which is higher than RAPZX's 0.80% expense ratio.


Return for Risk

FEBIX vs. RAPZX — 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

RAPZX
RAPZX Risk / Return Rank: 7878
Overall Rank
RAPZX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 7171
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 7777
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 8080
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 8686
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. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Income Builder Fund (FEBIX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.


FEBIXRAPZXDifference

Sharpe ratio

Return per unit of total volatility

2.32

1.41

+0.91

Sortino ratio

Return per unit of downside risk

3.00

1.77

+1.23

Omega ratio

Gain probability vs. loss probability

1.46

1.30

+0.17

Calmar ratio

Return relative to maximum drawdown

2.61

1.94

+0.67

Martin ratio

Return relative to average drawdown

11.26

8.99

+2.27

FEBIX vs. RAPZX - Sharpe Ratio Comparison

The current FEBIX Sharpe Ratio is 2.32, which is higher than the RAPZX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FEBIX and RAPZX, 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


FEBIXRAPZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.41

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.68

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.56

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.34

+0.55

Correlation

The correlation between FEBIX and RAPZX is 0.79, 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. RAPZX - Dividend Comparison

FEBIX's dividend yield for the trailing twelve months is around 5.21%, more than RAPZX's 1.31% 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%
RAPZX
Cohen & Steers Real Assets Fund Inc
1.31%1.44%3.20%2.71%3.08%9.61%1.71%2.85%2.06%1.76%2.83%2.00%

Drawdowns

FEBIX vs. RAPZX - Drawdown Comparison

The maximum FEBIX drawdown since its inception was -23.05%, smaller than the maximum RAPZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for FEBIX and RAPZX.


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Drawdown Indicators


FEBIXRAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-30.69%

+7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-8.84%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-19.31%

+3.52%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

-30.69%

+7.64%

Current Drawdown

Current decline from peak

-8.40%

-2.88%

-5.52%

Average Drawdown

Average peak-to-trough decline

-2.85%

-8.16%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.90%

+0.10%

Volatility

FEBIX vs. RAPZX - Volatility Comparison

First Eagle Global Income Builder Fund (FEBIX) has a higher volatility of 3.90% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that FEBIX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEBIXRAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

2.90%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

9.10%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

9.63%

12.24%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.90%

12.86%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

12.81%

-3.61%