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FEGOX vs. FSAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEGOX vs. FSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Gold Fund Class C (FEGOX) and Fidelity Select Gold Portfolio (FSAGX). The values are adjusted to include any dividend payments, if applicable.

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FEGOX vs. FSAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEGOX
First Eagle Gold Fund Class C
2.40%126.68%9.47%6.26%-2.33%-8.41%28.65%37.47%-16.58%7.37%
FSAGX
Fidelity Select Gold Portfolio
1.81%143.05%14.97%-0.37%-13.46%-10.44%26.83%35.50%-13.00%8.63%

Returns By Period

In the year-to-date period, FEGOX achieves a 2.40% return, which is significantly higher than FSAGX's 1.81% return. Both investments have delivered pretty close results over the past 10 years, with FEGOX having a 14.69% annualized return and FSAGX not far behind at 14.04%.


FEGOX

1D
-0.11%
1M
-22.44%
YTD
2.40%
6M
18.50%
1Y
76.76%
3Y*
34.63%
5Y*
21.68%
10Y*
14.69%

FSAGX

1D
-0.23%
1M
-25.44%
YTD
1.81%
6M
14.65%
1Y
84.71%
3Y*
36.44%
5Y*
20.17%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEGOX vs. FSAGX - Expense Ratio Comparison

FEGOX has a 1.91% expense ratio, which is higher than FSAGX's 0.76% expense ratio.


Return for Risk

FEGOX vs. FSAGX — Risk / Return Rank

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

FEGOX
FEGOX Risk / Return Rank: 8989
Overall Rank
FEGOX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FEGOX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FEGOX Omega Ratio Rank: 8484
Omega Ratio Rank
FEGOX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FEGOX Martin Ratio Rank: 9191
Martin Ratio Rank

FSAGX
FSAGX Risk / Return Rank: 9090
Overall Rank
FSAGX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSAGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSAGX Omega Ratio Rank: 8585
Omega Ratio Rank
FSAGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FSAGX Martin Ratio Rank: 9191
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.

FEGOX vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class C (FEGOX) and Fidelity Select Gold Portfolio (FSAGX). 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.


FEGOXFSAGXDifference

Sharpe ratio

Return per unit of total volatility

2.03

2.02

0.00

Sortino ratio

Return per unit of downside risk

2.29

2.29

+0.01

Omega ratio

Gain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratio

Return relative to maximum drawdown

2.90

2.84

+0.07

Martin ratio

Return relative to average drawdown

10.72

10.66

+0.06

FEGOX vs. FSAGX - Sharpe Ratio Comparison

The current FEGOX Sharpe Ratio is 2.03, which is comparable to the FSAGX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FEGOX and FSAGX, 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


FEGOXFSAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.02

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.62

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.43

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.22

+0.09

Correlation

The correlation between FEGOX and FSAGX is 0.97, 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

FEGOX vs. FSAGX - Dividend Comparison

FEGOX's dividend yield for the trailing twelve months is around 0.68%, less than FSAGX's 2.13% yield.


TTM2025202420232022202120202019201820172016
FEGOX
First Eagle Gold Fund Class C
0.68%0.70%5.05%0.22%0.00%0.24%0.76%0.00%0.00%0.00%0.00%
FSAGX
Fidelity Select Gold Portfolio
2.13%2.17%3.62%0.99%0.36%1.60%4.40%0.40%0.00%0.22%3.57%

Drawdowns

FEGOX vs. FSAGX - Drawdown Comparison

The maximum FEGOX drawdown since its inception was -71.67%, smaller than the maximum FSAGX drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for FEGOX and FSAGX.


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Drawdown Indicators


FEGOXFSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-71.67%

-77.21%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-26.69%

-29.85%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-34.24%

-45.94%

+11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

-50.57%

+7.49%

Current Drawdown

Current decline from peak

-22.78%

-25.44%

+2.66%

Average Drawdown

Average peak-to-trough decline

-31.43%

-33.41%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

7.95%

-0.72%

Volatility

FEGOX vs. FSAGX - Volatility Comparison

The current volatility for First Eagle Gold Fund Class C (FEGOX) is 13.89%, while Fidelity Select Gold Portfolio (FSAGX) has a volatility of 15.39%. This indicates that FEGOX experiences smaller price fluctuations and is considered to be less risky than FSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEGOXFSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

15.39%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

32.49%

35.05%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

38.59%

42.73%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.09%

32.76%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.14%

33.05%

-5.91%