FEURX vs. SGDIX
FEURX (First Eagle Gold Fund Class R6) and SGDIX (Sprott Gold Equity Fund Institutional Class) are both Gold funds. Both are actively managed. Over the past 5 years, FEURX returned 18.33%/yr vs 18.10%/yr for SGDIX. Their 0.96 correlation means they have historically moved very closely together. FEURX charges 0.81%/yr vs 1.17%/yr for SGDIX.
Performance
FEURX vs. SGDIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FEURX having a -9.46% return and SGDIX slightly lower at -9.66%.
FEURX
- 1D
- -2.54%
- 1M
- -3.59%
- 6M
- -17.19%
- YTD
- -9.46%
- 1Y
- 41.30%
- 3Y*
- 33.38%
- 5Y*
- 18.33%
- 10Y*
- —
- ALL TIME*
- 13.85%
SGDIX
- 1D
- -2.17%
- 1M
- -5.07%
- 6M
- -16.02%
- YTD
- -9.66%
- 1Y
- 54.61%
- 3Y*
- 40.61%
- 5Y*
- 18.10%
- 10Y*
- —
- ALL TIME*
- 17.67%
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. SGDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEURX First Eagle Gold Fund Class R6 | -9.46% | 129.09% | 10.69% | 7.37% | -1.26% | -7.42% | 31.05% |
SGDIX Sprott Gold Equity Fund Institutional Class | -9.66% | 148.38% | 20.90% | 2.23% | -12.96% | -11.55% | 35.67% |
Correlation
The correlation between FEURX and SGDIX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020 | 0.96 |
The correlation between FEURX and SGDIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
FEURX vs. SGDIX — Risk / Return Rank
FEURX
SGDIX
FEURX vs. SGDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class R6 (FEURX) and Sprott Gold Equity Fund Institutional Class (SGDIX). 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 | SGDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.60 | -0.34 |
| Martin ratioReturn relative to average drawdown | 2.76 | 3.43 | -0.67 |
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Drawdowns
FEURX vs. SGDIX - Drawdown Comparison
The maximum FEURX drawdown since its inception was -36.99%, smaller than the maximum SGDIX drawdown of -47.27%. Use the drawdown chart below to compare losses from any high point for FEURX and SGDIX.
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Drawdown Indicators
| FEURX | SGDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -47.27% | +10.28% |
Max Drawdown (1Y)Largest decline over 1 year | -34.49% | -35.40% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -34.49% | -35.40% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -34.49% | -42.90% | +8.41% |
Current DrawdownCurrent decline from peak | -31.85% | -31.99% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -18.27% | +5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.80% | 16.52% | -0.72% |
Volatility
FEURX vs. SGDIX - Volatility Comparison
The current volatility for First Eagle Gold Fund Class R6 (FEURX) is 10.17%, while Sprott Gold Equity Fund Institutional Class (SGDIX) has a volatility of 12.05%. This indicates that FEURX experiences smaller price fluctuations and is considered to be less risky than SGDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEURX | SGDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 12.05% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 33.78% | 36.45% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.65% | 43.56% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.48% | 32.47% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 34.29% | -6.99% |
FEURX vs. SGDIX - Expense Ratio Comparison
FEURX has a 0.81% expense ratio, which is lower than SGDIX's 1.17% expense ratio.
Dividends
FEURX vs. SGDIX - Dividend Comparison
FEURX's dividend yield for the trailing twelve months is around 1.39%, more than SGDIX's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FEURX First Eagle Gold Fund Class R6 | 1.39% | 1.26% | 5.39% | 1.17% | 0.00% | 1.30% | 1.53% | 0.16% |
SGDIX Sprott Gold Equity Fund Institutional Class | 0.73% | 0.66% | 0.00% | 0.00% | 0.52% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, FEURX and SGDIX 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.
SGDIX has higher volatility (12.05%) compared to FEURX (10.17%). In terms of maximum drawdown, FEURX dropped -36.99% vs SGDIX's -47.27%.
SGDIX currently has the higher Sharpe Ratio (1.30 vs 1.07), 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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