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FEGIX vs. SGGDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEGIX vs. SGGDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FEGIX achieves a -1.91% return, which is significantly higher than SGGDX's -2.03% return. Both investments have delivered pretty close results over the past 10 years, with FEGIX having a 13.08% annualized return and SGGDX not far behind at 12.78%.


FEGIX

1D
-2.14%
1M
-4.14%
YTD
-1.91%
6M
-5.33%
1Y
51.69%
3Y*
35.74%
5Y*
20.65%
10Y*
13.08%

SGGDX

1D
-2.15%
1M
-4.16%
YTD
-2.03%
6M
-5.46%
1Y
51.32%
3Y*
35.40%
5Y*
20.35%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEGIX vs. SGGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEGIX
First Eagle Gold Fund Class I
-1.91%128.89%10.57%7.24%-1.31%-7.54%30.00%38.98%-15.69%8.44%
SGGDX
First Eagle Gold Fund
-2.03%128.39%10.32%7.01%-1.56%-7.78%29.63%38.51%-15.90%8.12%

Correlation

The correlation between FEGIX and SGGDX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since May 15, 2003

1.00

The correlation between FEGIX and SGGDX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FEGIX vs. SGGDX — Risk / Return Rank

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

FEGIX
FEGIX Risk / Return Rank: 2020
Overall Rank
FEGIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FEGIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FEGIX Omega Ratio Rank: 2323
Omega Ratio Rank
FEGIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FEGIX Martin Ratio Rank: 1717
Martin Ratio Rank

SGGDX
SGGDX Risk / Return Rank: 2020
Overall Rank
SGGDX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SGGDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SGGDX Omega Ratio Rank: 2323
Omega Ratio Rank
SGGDX Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGGDX Martin Ratio Rank: 1717
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. SGGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class I (FEGIX) and First Eagle Gold Fund (SGGDX). 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.


FEGIXSGGDXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.24

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.55

1.54

+0.01

Martin ratioReturn relative to average drawdown

4.29

4.25

+0.04

FEGIX vs. SGGDX - Sharpe Ratio Comparison

The current FEGIX Sharpe Ratio is 1.26, which is comparable to the SGGDX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FEGIX and SGGDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FEGIX vs. SGGDX - Drawdown Comparison

The maximum FEGIX drawdown since its inception was -70.38%, roughly equal to the maximum SGGDX drawdown of -70.69%. Use the drawdown chart below to compare losses from any high point for FEGIX and SGGDX.


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Drawdown Indicators


FEGIXSGGDXDifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-70.69%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-32.36%

-32.40%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-32.36%

-32.40%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-34.02%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.84%

-42.16%

+0.32%

Current Drawdown

Current decline from peak

-26.15%

-26.21%

+0.06%

Average Drawdown

Average peak-to-trough decline

-28.73%

-29.42%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.70%

11.72%

-0.02%

Volatility

FEGIX vs. SGGDX - Volatility Comparison

First Eagle Gold Fund Class I (FEGIX) and First Eagle Gold Fund (SGGDX) have volatilities of 13.56% and 13.55%, 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


FEGIXSGGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.56%

13.55%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

34.11%

34.11%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

39.76%

39.76%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.12%

29.11%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

27.38%

+0.02%

FEGIX vs. SGGDX - Expense Ratio Comparison

FEGIX has a 0.96% expense ratio, which is lower than SGGDX's 1.19% expense ratio.


Dividends

FEGIX vs. SGGDX - Dividend Comparison

FEGIX's dividend yield for the trailing twelve months is around 1.22%, more than SGGDX's 1.10% yield.


PositionTTM2025202420232022202120202019
FEGIX
First Eagle Gold Fund Class I
1.22%1.19%5.31%1.08%0.00%1.19%1.48%0.09%
SGGDX
First Eagle Gold Fund
1.10%1.08%5.26%0.87%0.00%0.96%1.25%0.00%

Frequently Asked Questions


With a correlation of 1.00, FEGIX and SGGDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FEGIX has higher volatility (13.56%) compared to SGGDX (13.55%). In terms of maximum drawdown, FEGIX dropped -70.38% vs SGGDX's -70.69%.

FEGIX currently has the higher Sharpe Ratio (1.26 vs 1.25), 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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