FEVIX vs. SGENX
Compare and contrast key facts about First Eagle U.S. Value Fund (FEVIX) and First Eagle Global Fund Class A (SGENX).
FEVIX is managed by First Eagle. It was launched on Sep 3, 2001. SGENX is managed by First Eagle. It was launched on Jan 1, 1979.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEVIX or SGENX.
Key characteristics
| FEVIX | SGENX | |
|---|---|---|
| YTD Return | 20.52% | 15.77% |
| 1Y Return | 29.54% | 23.51% |
| 3Y Return (Ann) | 9.00% | 6.44% |
| 5Y Return (Ann) | 11.36% | 8.90% |
| 10Y Return (Ann) | 8.90% | 7.29% |
| Sharpe Ratio | 2.11 | 2.58 |
| Sortino Ratio | 2.92 | 3.57 |
| Omega Ratio | 1.50 | 1.46 |
| Calmar Ratio | 3.75 | 4.37 |
| Martin Ratio | 12.94 | 20.05 |
| Ulcer Index | 2.29% | 1.18% |
| Daily Std Dev | 14.03% | 9.18% |
| Max Drawdown | -36.44% | -37.60% |
| Current Drawdown | -0.89% | -2.35% |
Correlation
The correlation between FEVIX and SGENX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FEVIX vs. SGENX - Performance Comparison
In the year-to-date period, FEVIX achieves a 20.52% return, which is significantly higher than SGENX's 15.77% return. Over the past 10 years, FEVIX has outperformed SGENX with an annualized return of 8.90%, while SGENX has yielded a comparatively lower 7.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FEVIX vs. SGENX - Expense Ratio Comparison
FEVIX has a 0.83% expense ratio, which is lower than SGENX's 1.11% expense ratio.
Risk-Adjusted Performance
FEVIX vs. SGENX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and First Eagle Global Fund Class A (SGENX). 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.
Dividends
FEVIX vs. SGENX - Dividend Comparison
FEVIX's dividend yield for the trailing twelve months is around 1.22%, more than SGENX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEVIX First Eagle U.S. Value Fund | 1.22% | 1.47% | 0.85% | 1.09% | 1.30% | 1.13% | 1.09% | 0.46% | 0.45% | 0.51% | 0.65% | 0.99% |
SGENX First Eagle Global Fund Class A | 1.11% | 1.29% | 0.10% | 1.93% | 0.83% | 1.26% | 0.84% | 0.74% | 0.38% | 0.13% | 0.56% | 1.22% |
Drawdowns
FEVIX vs. SGENX - Drawdown Comparison
The maximum FEVIX drawdown since its inception was -36.44%, roughly equal to the maximum SGENX drawdown of -37.60%. Use the drawdown chart below to compare losses from any high point for FEVIX and SGENX. For additional features, visit the drawdowns tool.
Volatility
FEVIX vs. SGENX - Volatility Comparison
First Eagle U.S. Value Fund (FEVIX) has a higher volatility of 2.60% compared to First Eagle Global Fund Class A (SGENX) at 2.39%. This indicates that FEVIX's price experiences larger fluctuations and is considered to be riskier than SGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.