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FEVIX vs. CGDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FEVIX vs. CGDV

Last updated Jun 23, 2026

FEVIX (First Eagle U.S. Value Fund) and CGDV (Capital Group Dividend Value ETF) are both funds - FEVIX is a Diversified Portfolio fund managed by First Eagle, while CGDV is a Large Cap Value Equities fund actively managed by Capital Group. Over the past 3 years, FEVIX returned 15.05%/yr vs 24.17%/yr for CGDV. Their correlation of 0.85 suggests significant overlap in exposure. FEVIX charges 0.83%/yr vs 0.33%/yr for CGDV.

Performance

FEVIX vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle U.S. Value Fund (FEVIX) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEVIX achieves a 1.55% return, which is significantly lower than CGDV's 11.07% return.

FEVIX

1D
-0.45%
1M
-3.01%
YTD
1.55%
6M
0.54%
1Y
16.31%
3Y*
15.05%
5Y*
10.73%
10Y*
10.57%

CGDV

1D
-1.04%
1M
0.75%
YTD
11.07%
6M
10.39%
1Y
27.24%
3Y*
24.17%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEVIX vs. CGDV - Yearly Performance Comparison

2026 (YTD)2025202420232022
FEVIX
First Eagle U.S. Value Fund		1.55%22.95%15.94%14.64%-2.88%
CGDV
Capital Group Dividend Value ETF		11.07%25.50%20.10%28.81%-0.44%

Correlation

The correlation between FEVIX and CGDV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.85

Over the past year, the correlation between FEVIX and CGDV has dropped to 0.65 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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First Eagle U.S. Value Fund

Capital Group Dividend Value ETF

Often compared with FEVIX:
FEVIX vs. SVAIXFEVIX vs. IWDFEVIX vs. DODGXFEVIX vs. SGENXFEVIX vs. VOOFEVIX vs. OMFLFEVIX vs. FLRG
Often compared with CGDV:
CGDV vs. SCHDCGDV vs. SPYCGDV vs. DIVOCGDV vs. SCHGCGDV vs. FDVCGDV vs. FDVVCGDV vs. JEPQ

Return for Risk

FEVIX vs. CGDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FEVIX
FEVIX Risk / Return Rank: 3030
Overall Rank
FEVIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FEVIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FEVIX Omega Ratio Rank: 3131
Omega Ratio Rank
FEVIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FEVIX Martin Ratio Rank: 2626
Martin Ratio Rank
CGDV
CGDV Risk / Return Rank: 6969
Overall Rank
CGDV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 7171
Sortino Ratio Rank
CGDV Omega Ratio Rank: 7373
Omega Ratio Rank
CGDV Calmar Ratio Rank: 5959
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7272
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.

FEVIX vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and Capital Group Dividend Value ETF (CGDV). 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.

FEVIXCGDVDifference
Sharpe ratioReturn per unit of total volatility
1.55
2.23

-0.68

Sortino ratioReturn per unit of downside risk
2.16
3.06

-0.90

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

1.84

2.81

-0.97

Martin ratioReturn relative to average drawdown

5.66

13.07

-7.41

FEVIX vs. CGDV - Sharpe Ratio Comparison

The current FEVIX Sharpe Ratio is 1.55, which is lower than the CGDV Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FEVIX and CGDV, 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

FEVIX vs. CGDV - Drawdown Comparison

The maximum FEVIX drawdown since its inception was -36.44%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for FEVIX and CGDV.

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Drawdown Indicators

FEVIXCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-21.82%

-14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-9.75%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-10.47%

-14.28%

+3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.34%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

—

—

Current Drawdown

Current decline from peak

-6.71%

-1.79%

-4.92%

Average Drawdown

Average peak-to-trough decline

-4.04%

-3.59%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.09%

+0.73%

Volatility

FEVIX vs. CGDV - Volatility Comparison

The current volatility for First Eagle U.S. Value Fund (FEVIX) is 3.40%, while Capital Group Dividend Value ETF (CGDV) has a volatility of 4.64%. This indicates that FEVIX experiences smaller price fluctuations and is considered to be less risky than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FEVIXCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

4.64%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

9.92%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

12.28%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

15.57%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

15.57%

-1.75%

FEVIX vs. CGDV - Expense Ratio Comparison

FEVIX has a 0.83% expense ratio, which is higher than CGDV's 0.33% expense ratio.

Dividends

FEVIX vs. CGDV - Dividend Comparison

FEVIX's dividend yield for the trailing twelve months is around 9.32%, more than CGDV's 1.18% yield.

PositionTTM20252024202320222021202020192018201720162015
CGDV
Capital Group Dividend Value ETF		1.18%1.29%1.60%1.65%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEVIX
First Eagle U.S. Value Fund		9.32%9.46%6.79%6.67%8.32%9.28%1.93%8.58%16.27%9.09%8.76%5.07%

Frequently Asked Questions

FEVIX and CGDV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGDV has higher volatility (4.64%) compared to FEVIX (3.40%). In terms of maximum drawdown, FEVIX dropped -36.44% vs CGDV's -21.82%.

CGDV currently has the higher Sharpe Ratio (2.23 vs 1.55), 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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