PortfoliosLab logoPortfoliosLab logo
FEGIX vs. CEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEGIX vs. CEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Gold Fund Class I (FEGIX) and Sprott Physical Gold and Silver Trust (CEF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEGIX vs. CEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEGIX
First Eagle Gold Fund Class I
2.63%128.89%10.57%7.24%-1.31%-7.54%30.00%38.98%-15.69%8.44%
CEF
Sprott Physical Gold and Silver Trust
4.19%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%18.78%

Returns By Period

In the year-to-date period, FEGIX achieves a 2.63% return, which is significantly lower than CEF's 4.19% return. Over the past 10 years, FEGIX has outperformed CEF with an annualized return of 15.86%, while CEF has yielded a comparatively lower 15.03% annualized return.


FEGIX

1D
-0.12%
1M
-22.39%
YTD
2.63%
6M
19.07%
1Y
78.51%
3Y*
35.94%
5Y*
22.88%
10Y*
15.86%

CEF

1D
5.58%
1M
-15.38%
YTD
4.19%
6M
30.06%
1Y
67.97%
3Y*
36.15%
5Y*
21.95%
10Y*
15.03%
*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.


FEGIX vs. CEF - Expense Ratio Comparison

FEGIX has a 0.96% expense ratio, which is higher than CEF's 0.48% expense ratio.


Return for Risk

FEGIX vs. CEF — Risk / Return Rank

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

FEGIX
FEGIX Risk / Return Rank: 9090
Overall Rank
FEGIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEGIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FEGIX Omega Ratio Rank: 8686
Omega Ratio Rank
FEGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEGIX Martin Ratio Rank: 9292
Martin Ratio Rank

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8484
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8989
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.

FEGIX vs. CEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class I (FEGIX) and Sprott Physical Gold and Silver Trust (CEF). 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.


FEGIXCEFDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.83

+0.24

Sortino ratio

Return per unit of downside risk

2.33

2.12

+0.21

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

2.97

2.61

+0.36

Martin ratio

Return relative to average drawdown

11.00

9.68

+1.32

FEGIX vs. CEF - Sharpe Ratio Comparison

The current FEGIX Sharpe Ratio is 2.07, which is comparable to the CEF Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FEGIX and CEF, 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


FEGIXCEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.83

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.93

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.70

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.23

+0.12

Correlation

The correlation between FEGIX and CEF is 0.77, 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

FEGIX vs. CEF - Dividend Comparison

FEGIX's dividend yield for the trailing twelve months is around 1.16%, while CEF has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FEGIX
First Eagle Gold Fund Class I
1.16%1.19%5.31%1.08%0.00%1.19%1.48%0.09%0.00%0.00%0.00%0.00%
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%

Drawdowns

FEGIX vs. CEF - Drawdown Comparison

The maximum FEGIX drawdown since its inception was -70.38%, which is greater than CEF's maximum drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for FEGIX and CEF.


Loading graphics...

Drawdown Indicators


FEGIXCEFDifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-62.29%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-26.66%

-26.77%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-26.77%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.84%

-29.10%

-12.74%

Current Drawdown

Current decline from peak

-22.73%

-19.41%

-3.32%

Average Drawdown

Average peak-to-trough decline

-28.82%

-27.38%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

7.23%

-0.02%

Volatility

FEGIX vs. CEF - Volatility Comparison

The current volatility for First Eagle Gold Fund Class I (FEGIX) is 13.89%, while Sprott Physical Gold and Silver Trust (CEF) has a volatility of 14.73%. This indicates that FEGIX experiences smaller price fluctuations and is considered to be less risky than CEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEGIXCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

14.73%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

32.49%

35.36%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

38.59%

37.38%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.11%

23.78%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.16%

21.58%

+5.58%