FEGIX vs. RYPMX
Compare and contrast key facts about First Eagle Gold Fund Class I (FEGIX) and Rydex Precious Metals Fund (RYPMX).
FEGIX is managed by First Eagle. It was launched on Aug 31, 1993. RYPMX is managed by Rydex Funds. It was launched on Nov 30, 1993.
Performance
FEGIX vs. RYPMX - Performance Comparison
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FEGIX vs. RYPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYPMX Rydex Precious Metals Fund | 1.40% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
Returns By Period
In the year-to-date period, FEGIX achieves a 2.63% return, which is significantly higher than RYPMX's 1.40% return. Over the past 10 years, FEGIX has underperformed RYPMX with an annualized return of 15.86%, while RYPMX has yielded a comparatively higher 16.79% 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%
RYPMX
- 1D
- -1.05%
- 1M
- -26.51%
- YTD
- 1.40%
- 6M
- 16.87%
- 1Y
- 95.65%
- 3Y*
- 37.97%
- 5Y*
- 20.57%
- 10Y*
- 16.79%
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FEGIX vs. RYPMX - Expense Ratio Comparison
FEGIX has a 0.96% expense ratio, which is lower than RYPMX's 1.26% expense ratio.
Return for Risk
FEGIX vs. RYPMX — Risk / Return Rank
FEGIX
RYPMX
FEGIX vs. RYPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class I (FEGIX) and Rydex Precious Metals Fund (RYPMX). 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.
| FEGIX | RYPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 2.12 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.36 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.97 | 3.05 | -0.07 |
Martin ratioReturn relative to average drawdown | 11.00 | 11.29 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEGIX | RYPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.12 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.57 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.45 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.07 | +0.27 |
Correlation
The correlation between FEGIX and RYPMX is 0.96, 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. RYPMX - Dividend Comparison
FEGIX's dividend yield for the trailing twelve months is around 1.16%, less than RYPMX's 2.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYPMX Rydex Precious Metals Fund | 2.96% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
Drawdowns
FEGIX vs. RYPMX - Drawdown Comparison
The maximum FEGIX drawdown since its inception was -70.38%, smaller than the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for FEGIX and RYPMX.
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Drawdown Indicators
| FEGIX | RYPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.38% | -81.25% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -26.66% | -30.86% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -46.83% | +12.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | -47.81% | +5.97% |
Current DrawdownCurrent decline from peak | -22.73% | -26.51% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -28.82% | -40.48% | +11.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 8.33% | -1.12% |
Volatility
FEGIX vs. RYPMX - Volatility Comparison
The current volatility for First Eagle Gold Fund Class I (FEGIX) is 13.89%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 16.06%. This indicates that FEGIX experiences smaller price fluctuations and is considered to be less risky than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEGIX | RYPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.89% | 16.06% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 32.49% | 37.91% | -5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.59% | 45.69% | -7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.11% | 36.30% | -8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 37.25% | -10.09% |