FEVIX vs. SVAIX
Compare and contrast key facts about First Eagle U.S. Value Fund (FEVIX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
FEVIX is managed by First Eagle. It was launched on Sep 3, 2001. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEVIX or SVAIX.
Key characteristics
| FEVIX | SVAIX | |
|---|---|---|
| YTD Return | 20.11% | 18.85% |
| 1Y Return | 26.87% | 26.92% |
| 3Y Return (Ann) | 8.86% | 7.41% |
| 5Y Return (Ann) | 11.21% | 5.53% |
| 10Y Return (Ann) | 8.86% | 3.99% |
| Sharpe Ratio | 2.07 | 2.67 |
| Sortino Ratio | 2.87 | 3.70 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 3.69 | 1.94 |
| Martin Ratio | 12.71 | 14.38 |
| Ulcer Index | 2.29% | 2.06% |
| Daily Std Dev | 14.04% | 11.12% |
| Max Drawdown | -36.44% | -50.87% |
| Current Drawdown | -1.22% | -1.12% |
Correlation
The correlation between FEVIX and SVAIX is 0.78, 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. SVAIX - Performance Comparison
In the year-to-date period, FEVIX achieves a 20.11% return, which is significantly higher than SVAIX's 18.85% return. Over the past 10 years, FEVIX has outperformed SVAIX with an annualized return of 8.86%, while SVAIX has yielded a comparatively lower 3.99% 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. SVAIX - Expense Ratio Comparison
FEVIX has a 0.83% expense ratio, which is higher than SVAIX's 0.81% expense ratio.
Risk-Adjusted Performance
FEVIX vs. SVAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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. SVAIX - Dividend Comparison
FEVIX's dividend yield for the trailing twelve months is around 1.22%, less than SVAIX's 3.79% 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% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 3.79% | 4.31% | 4.16% | 3.72% | 4.31% | 3.97% | 4.35% | 3.74% | 3.11% | 3.60% | 5.47% | 3.41% |
Drawdowns
FEVIX vs. SVAIX - Drawdown Comparison
The maximum FEVIX drawdown since its inception was -36.44%, smaller than the maximum SVAIX drawdown of -50.87%. Use the drawdown chart below to compare losses from any high point for FEVIX and SVAIX. For additional features, visit the drawdowns tool.
Volatility
FEVIX vs. SVAIX - Volatility Comparison
The current volatility for First Eagle U.S. Value Fund (FEVIX) is 2.59%, while Federated Hermes Strategic Value Dividend Fund (SVAIX) has a volatility of 3.00%. This indicates that FEVIX experiences smaller price fluctuations and is considered to be less risky than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.