FEURX vs. FESGX
FEURX (First Eagle Gold Fund Class R6) and FESGX (First Eagle Global Fund Class C) are both mutual funds - FEURX is a Gold fund actively managed by First Eagle, while FESGX is a Global Allocation fund actively managed by First Eagle. Both are actively managed. Over the past 5 years, FEURX returned 18.94%/yr vs 10.33%/yr for FESGX. Their 0.46 correlation means their historical movements had little consistent relationship. FEURX charges 0.81%/yr vs 1.86%/yr for FESGX.
Performance
FEURX vs. FESGX - Performance Comparison
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Returns By Period
In the year-to-date period, FEURX achieves a -7.11% return, which is significantly lower than FESGX's 7.72% return.
FEURX
- 1D
- 3.06%
- 1M
- -1.08%
- 6M
- -15.72%
- YTD
- -7.11%
- 1Y
- 44.98%
- 3Y*
- 33.48%
- 5Y*
- 18.94%
- 10Y*
- —
- ALL TIME*
- 14.17%
FESGX
- 1D
- 0.72%
- 1M
- 1.97%
- 6M
- 1.62%
- YTD
- 7.72%
- 1Y
- 24.18%
- 3Y*
- 16.23%
- 5Y*
- 10.33%
- 10Y*
- 8.99%
- ALL TIME*
- 8.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FEURX vs. FESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEURX First Eagle Gold Fund Class R6 | -7.11% | 129.09% | 10.69% | 7.37% | -1.26% | -7.42% | 30.08% | 38.92% | -15.55% | -1.36% |
FESGX First Eagle Global Fund Class C | 7.72% | 30.64% | 10.94% | 11.92% | -7.17% | 11.35% | 7.50% | 19.26% | -9.13% | 8.17% |
Correlation
The correlation between FEURX and FESGX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.46 |
Over the past year, FEURX and FESGX have become more correlated (0.67) than their long-term average of 0.46, meaning their price movements have been converging.
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Return for Risk
FEURX vs. FESGX — Risk / Return Rank
FEURX
FESGX
FEURX vs. FESGX - 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 Global Fund Class C (FESGX). 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.
| FEURX | FESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.25 | -0.88 |
| Martin ratioReturn relative to average drawdown | 3.00 | 6.59 | -3.58 |
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Drawdowns
FEURX vs. FESGX - Drawdown Comparison
The maximum FEURX drawdown since its inception was -36.99%, roughly equal to the maximum FESGX drawdown of -37.54%. Use the drawdown chart below to compare losses from any high point for FEURX and FESGX.
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Drawdown Indicators
| FEURX | FESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -37.54% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -34.49% | -10.58% | -23.91% |
Max Drawdown (3Y)Largest decline over 3 years | -34.49% | -10.58% | -23.91% |
Max Drawdown (5Y)Largest decline over 5 years | -34.49% | -20.00% | -14.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.77% | — |
Current DrawdownCurrent decline from peak | -30.08% | -2.89% | -27.19% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -4.53% | -8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.67% | 3.60% | +12.07% |
Volatility
FEURX vs. FESGX - Volatility Comparison
First Eagle Gold Fund Class R6 (FEURX) has a higher volatility of 9.83% compared to First Eagle Global Fund Class C (FESGX) at 2.99%. This indicates that FEURX's price experiences larger fluctuations and is considered to be riskier than FESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEURX | FESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 2.99% | +6.84% |
Volatility (6M)Calculated over the trailing 6-month period | 33.81% | 9.74% | +24.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.64% | 11.86% | +28.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.47% | 12.03% | +17.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 12.50% | +14.79% |
FEURX vs. FESGX - Expense Ratio Comparison
FEURX has a 0.81% expense ratio, which is lower than FESGX's 1.86% expense ratio.
Dividends
FEURX vs. FESGX - Dividend Comparison
FEURX's dividend yield for the trailing twelve months is around 1.35%, less than FESGX's 8.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FESGX First Eagle Global Fund Class C | 8.52% | 9.18% | 4.84% | 2.85% | 4.25% | 5.44% | 1.61% | 4.69% | 5.71% | 3.61% | 4.48% | 1.06% |
FEURX First Eagle Gold Fund Class R6 | 1.35% | 1.26% | 5.39% | 1.17% | 0.00% | 1.30% | 1.53% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FEURX and FESGX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEURX has higher volatility (9.83%) compared to FESGX (2.99%). In terms of maximum drawdown, FEURX dropped -36.99% vs FESGX's -37.54%.
FESGX currently has the higher Sharpe Ratio (2.01 vs 1.16), 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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