FEVIX vs. VOO
Compare and contrast key facts about First Eagle U.S. Value Fund (FEVIX) and Vanguard S&P 500 ETF (VOO).
FEVIX is managed by First Eagle. It was launched on Sep 3, 2001. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
FEVIX vs. VOO - Performance Comparison
Loading graphics...
FEVIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEVIX First Eagle U.S. Value Fund | -0.55% | 22.95% | 15.94% | 14.64% | -5.45% | 18.89% | 6.80% | 19.72% | -5.56% | 13.02% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, FEVIX achieves a -0.55% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FEVIX has underperformed VOO with an annualized return of 10.61%, while VOO has yielded a comparatively higher 14.05% annualized return.
FEVIX
- 1D
- 0.08%
- 1M
- -8.32%
- YTD
- -0.55%
- 6M
- 4.20%
- 1Y
- 17.46%
- 3Y*
- 15.81%
- 5Y*
- 11.28%
- 10Y*
- 10.61%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEVIX vs. VOO - Expense Ratio Comparison
FEVIX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
FEVIX vs. VOO — Risk / Return Rank
FEVIX
VOO
FEVIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and Vanguard S&P 500 ETF (VOO). 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.
| FEVIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.98 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.50 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.53 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.34 | 7.29 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FEVIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.98 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.70 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.83 | -0.12 |
Correlation
The correlation between FEVIX and VOO is 0.88, 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.
Dividends
FEVIX vs. VOO - Dividend Comparison
FEVIX's dividend yield for the trailing twelve months is around 9.51%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEVIX First Eagle U.S. Value Fund | 9.51% | 9.46% | 6.79% | 6.67% | 8.32% | 9.28% | 1.93% | 8.58% | 16.27% | 9.09% | 8.76% | 5.07% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
FEVIX vs. VOO - Drawdown Comparison
The maximum FEVIX drawdown since its inception was -36.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FEVIX and VOO.
Loading graphics...
Drawdown Indicators
| FEVIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -33.99% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -11.98% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -24.52% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -29.97% | -33.99% | +4.02% |
Current DrawdownCurrent decline from peak | -8.64% | -6.29% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -3.72% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.52% | -0.20% |
Volatility
FEVIX vs. VOO - Volatility Comparison
The current volatility for First Eagle U.S. Value Fund (FEVIX) is 3.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that FEVIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FEVIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 5.29% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 9.44% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 18.10% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.52% | 16.82% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 17.99% | -4.21% |