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FEGIX vs. PCRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEGIX vs. PCRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Gold Fund Class I (FEGIX) and PIMCO Commodity Real Return Strategy Fund (PCRIX). The values are adjusted to include any dividend payments, if applicable.

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FEGIX vs. PCRIX - 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%
PCRIX
PIMCO Commodity Real Return Strategy Fund
21.21%17.05%10.59%-68.64%8.94%33.35%0.79%12.29%-13.77%2.71%

Returns By Period

In the year-to-date period, FEGIX achieves a 2.63% return, which is significantly lower than PCRIX's 21.21% return. Over the past 10 years, FEGIX has outperformed PCRIX with an annualized return of 15.86%, while PCRIX has yielded a comparatively lower -2.00% 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%

PCRIX

1D
0.92%
1M
9.45%
YTD
21.21%
6M
25.18%
1Y
28.13%
3Y*
14.86%
5Y*
-8.03%
10Y*
-2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEGIX vs. PCRIX - Expense Ratio Comparison

FEGIX has a 0.96% expense ratio, which is higher than PCRIX's 0.80% expense ratio.


Return for Risk

FEGIX vs. PCRIX — 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

PCRIX
PCRIX Risk / Return Rank: 8888
Overall Rank
PCRIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PCRIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PCRIX Omega Ratio Rank: 8282
Omega Ratio Rank
PCRIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PCRIX 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. PCRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class I (FEGIX) and PIMCO Commodity Real Return Strategy Fund (PCRIX). 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.


FEGIXPCRIXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.76

+0.31

Sortino ratio

Return per unit of downside risk

2.33

2.26

+0.06

Omega ratio

Gain probability vs. loss probability

1.36

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

2.97

3.22

-0.25

Martin ratio

Return relative to average drawdown

11.00

9.71

+1.29

FEGIX vs. PCRIX - Sharpe Ratio Comparison

The current FEGIX Sharpe Ratio is 2.07, which is comparable to the PCRIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FEGIX and PCRIX, 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


FEGIXPCRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.76

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

-0.23

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

-0.07

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.11

+0.46

Correlation

The correlation between FEGIX and PCRIX is 0.45, 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

FEGIX vs. PCRIX - Dividend Comparison

FEGIX's dividend yield for the trailing twelve months is around 1.16%, less than PCRIX's 4.19% yield.


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%
PCRIX
PIMCO Commodity Real Return Strategy Fund
4.19%5.61%8.34%16.19%46.23%22.74%1.56%4.00%5.94%8.14%0.91%5.29%

Drawdowns

FEGIX vs. PCRIX - Drawdown Comparison

The maximum FEGIX drawdown since its inception was -70.38%, smaller than the maximum PCRIX drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for FEGIX and PCRIX.


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Drawdown Indicators


FEGIXPCRIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-88.17%

+17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-26.66%

-9.49%

-17.17%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-78.15%

+44.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.84%

-78.15%

+36.31%

Current Drawdown

Current decline from peak

-22.73%

-80.59%

+57.86%

Average Drawdown

Average peak-to-trough decline

-28.82%

-51.60%

+22.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

3.15%

+4.06%

Volatility

FEGIX vs. PCRIX - Volatility Comparison

First Eagle Gold Fund Class I (FEGIX) has a higher volatility of 13.89% compared to PIMCO Commodity Real Return Strategy Fund (PCRIX) at 7.29%. This indicates that FEGIX's price experiences larger fluctuations and is considered to be riskier than PCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEGIXPCRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

7.29%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

32.49%

13.33%

+19.16%

Volatility (1Y)

Calculated over the trailing 1-year period

38.59%

16.70%

+21.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.11%

35.75%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.16%

27.18%

-0.02%