FEURX vs. RYPMX
FEURX (First Eagle Gold Fund Class R6) and RYPMX (Rydex Precious Metals Fund) are both mutual funds - FEURX is a Gold fund actively managed by First Eagle, while RYPMX is a Precious Metals fund managed by Rydex Funds. Over the past 5 years, FEURX returned 18.63%/yr vs 16.55%/yr for RYPMX. With a 0.97 correlation, they move nearly in lockstep. FEURX charges 0.81%/yr vs 1.26%/yr for RYPMX.
Performance
FEURX vs. RYPMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FEURX having a -9.97% return and RYPMX slightly lower at -10.08%.
FEURX
- 1D
- -3.75%
- 1M
- -14.35%
- YTD
- -9.97%
- 6M
- -13.31%
- 1Y
- 40.95%
- 3Y*
- 33.80%
- 5Y*
- 18.63%
- 10Y*
- —
RYPMX
- 1D
- -4.19%
- 1M
- -15.79%
- YTD
- -10.08%
- 6M
- -14.05%
- 1Y
- 51.21%
- 3Y*
- 37.55%
- 5Y*
- 16.55%
- 10Y*
- 12.10%
FEURX vs. RYPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEURX First Eagle Gold Fund Class R6 | -9.97% | 129.09% | 10.69% | 7.37% | -1.26% | -7.42% | 30.08% | 38.92% | -15.55% | -1.36% |
RYPMX Rydex Precious Metals Fund | -10.08% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | -1.03% |
Correlation
The correlation between FEURX and RYPMX is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.97 |
The correlation between FEURX and RYPMX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
FEURX vs. RYPMX — Risk / Return Rank
FEURX
RYPMX
FEURX vs. RYPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class R6 (FEURX) 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.
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 | RYPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.46 | -0.19 |
| Martin ratioReturn relative to average drawdown | 3.38 | 3.76 | -0.38 |
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Drawdowns
FEURX vs. RYPMX - Drawdown Comparison
The maximum FEURX drawdown since its inception was -36.99%, smaller than the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for FEURX and RYPMX.
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Drawdown Indicators
| FEURX | RYPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -81.25% | +44.26% |
Max Drawdown (1Y)Largest decline over 1 year | -32.34% | -35.22% | +2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -32.34% | -35.22% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.93% | -46.46% | +12.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.81% | — |
Current DrawdownCurrent decline from peak | -32.23% | -34.82% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -40.34% | +27.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.13% | 13.70% | -1.57% |
Volatility
FEURX vs. RYPMX - Volatility Comparison
The current volatility for First Eagle Gold Fund Class R6 (FEURX) is 14.20%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 17.75%. This indicates that FEURX 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
| FEURX | RYPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 17.75% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 40.29% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.13% | 48.13% | -8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.21% | 37.46% | -8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 37.28% | -10.04% |
FEURX vs. RYPMX - Expense Ratio Comparison
FEURX has a 0.81% expense ratio, which is lower than RYPMX's 1.26% expense ratio.
Dividends
FEURX vs. RYPMX - Dividend Comparison
FEURX's dividend yield for the trailing twelve months is around 1.40%, less than RYPMX's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEURX First Eagle Gold Fund Class R6 | 1.40% | 1.26% | 5.39% | 1.17% | 0.00% | 1.30% | 1.53% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
RYPMX Rydex Precious Metals Fund | 3.34% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
Frequently Asked Questions
With a correlation of 0.98, FEURX and RYPMX 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.
RYPMX has higher volatility (17.75%) compared to FEURX (14.20%). In terms of maximum drawdown, FEURX dropped -36.99% vs RYPMX's -81.25%.
RYPMX currently has the higher Sharpe Ratio (1.07 vs 1.02), 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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