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FEURX vs. FEGOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEURX vs. FEGOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Gold Fund Class R6 (FEURX) and First Eagle Gold Fund Class C (FEGOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEURX achieves a -1.87% return, which is significantly higher than FEGOX's -2.36% return.


FEURX

1D
-2.15%
1M
-4.15%
YTD
-1.87%
6M
-5.30%
1Y
51.82%
3Y*
35.87%
5Y*
20.76%
10Y*

FEGOX

1D
-2.15%
1M
-4.21%
YTD
-2.36%
6M
-5.79%
1Y
50.24%
3Y*
34.41%
5Y*
19.47%
10Y*
11.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEURX vs. FEGOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEURX
First Eagle Gold Fund Class R6
-1.87%129.09%10.69%7.37%-1.26%-7.42%30.08%38.92%-15.55%-1.36%
FEGOX
First Eagle Gold Fund Class C
-2.36%126.68%9.47%6.26%-2.33%-8.41%28.65%37.47%-16.58%-1.75%

Correlation

The correlation between FEURX and FEGOX 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 (All Time)
Calculated using the full available price history since Mar 1, 2017

1.00

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

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Return for Risk

FEURX vs. FEGOX — Risk / Return Rank

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

FEURX
FEURX Risk / Return Rank: 2020
Overall Rank
FEURX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FEURX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FEURX Omega Ratio Rank: 2323
Omega Ratio Rank
FEURX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FEURX Martin Ratio Rank: 1717
Martin Ratio Rank

FEGOX
FEGOX Risk / Return Rank: 1919
Overall Rank
FEGOX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FEGOX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FEGOX Omega Ratio Rank: 2222
Omega Ratio Rank
FEGOX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FEGOX Martin Ratio Rank: 1616
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.

FEURX vs. FEGOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class R6 (FEURX) and First Eagle Gold Fund Class C (FEGOX). 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.


FEURXFEGOXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.56

1.50

+0.06

Martin ratioReturn relative to average drawdown

4.30

4.14

+0.16

FEURX vs. FEGOX - Sharpe Ratio Comparison

The current FEURX Sharpe Ratio is 1.27, which is comparable to the FEGOX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FEURX and FEGOX, 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

FEURX vs. FEGOX - Drawdown Comparison

The maximum FEURX drawdown since its inception was -36.99%, smaller than the maximum FEGOX drawdown of -71.67%. Use the drawdown chart below to compare losses from any high point for FEURX and FEGOX.


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Drawdown Indicators


FEURXFEGOXDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-71.67%

+34.68%

Max Drawdown (1Y)

Largest decline over 1 year

-32.34%

-32.53%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-32.34%

-32.53%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-34.24%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-26.14%

-26.37%

+0.23%

Average Drawdown

Average peak-to-trough decline

-12.77%

-31.31%

+18.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.69%

11.77%

-0.08%

Volatility

FEURX vs. FEGOX - Volatility Comparison

First Eagle Gold Fund Class R6 (FEURX) and First Eagle Gold Fund Class C (FEGOX) 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


FEURXFEGOXDifference

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%

34.10%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

39.77%

39.76%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.11%

29.11%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.20%

27.39%

-0.19%

FEURX vs. FEGOX - Expense Ratio Comparison

FEURX has a 0.81% expense ratio, which is lower than FEGOX's 1.91% expense ratio.


Dividends

FEURX vs. FEGOX - Dividend Comparison

FEURX's dividend yield for the trailing twelve months is around 1.28%, more than FEGOX's 0.71% yield.


PositionTTM2025202420232022202120202019
FEGOX
First Eagle Gold Fund Class C
0.71%0.70%5.05%0.22%0.00%0.24%0.76%0.00%
FEURX
First Eagle Gold Fund Class R6
1.28%1.26%5.39%1.17%0.00%1.30%1.53%0.16%

Frequently Asked Questions


With a correlation of 1.00, FEURX and FEGOX 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.

FEURX has higher volatility (13.56%) compared to FEGOX (13.55%). In terms of maximum drawdown, FEURX dropped -36.99% vs FEGOX's -71.67%.

FEURX currently has the higher Sharpe Ratio (1.27 vs 1.23), 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.

Portfolio Optimizer

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