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FGPMX vs. FEGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGPMX vs. FEGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Gold and Precious Metals Fund Class R6 (FGPMX) and First Eagle Gold Fund Class I (FEGIX). The values are adjusted to include any dividend payments, if applicable.

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FGPMX vs. FEGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGPMX
Franklin Gold and Precious Metals Fund Class R6
-2.15%197.33%18.11%2.35%-23.15%-3.66%44.76%52.07%-17.76%-10.66%
FEGIX
First Eagle Gold Fund Class I
2.63%128.89%10.57%7.24%-1.31%-7.54%30.00%38.98%-15.69%-0.97%

Returns By Period

In the year-to-date period, FGPMX achieves a -2.15% return, which is significantly lower than FEGIX's 2.63% return.


FGPMX

1D
-0.10%
1M
-26.96%
YTD
-2.15%
6M
21.03%
1Y
105.78%
3Y*
47.68%
5Y*
23.78%
10Y*

FEGIX

1D
-0.12%
1M
-22.39%
YTD
2.63%
6M
19.07%
1Y
78.51%
3Y*
35.94%
5Y*
22.88%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGPMX vs. FEGIX - Expense Ratio Comparison

FGPMX has a 0.54% expense ratio, which is lower than FEGIX's 0.96% expense ratio.


Return for Risk

FGPMX vs. FEGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGPMX
FGPMX Risk / Return Rank: 9494
Overall Rank
FGPMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FGPMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FGPMX Omega Ratio Rank: 8989
Omega Ratio Rank
FGPMX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FGPMX Martin Ratio Rank: 9595
Martin Ratio Rank

FEGIX
FEGIX Risk / Return Rank: 9090
Overall Rank
FEGIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEGIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FEGIX Omega Ratio Rank: 8686
Omega Ratio Rank
FEGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEGIX Martin Ratio Rank: 9292
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.

FGPMX vs. FEGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Gold and Precious Metals Fund Class R6 (FGPMX) and First Eagle Gold Fund Class I (FEGIX). 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.


FGPMXFEGIXDifference

Sharpe ratio

Return per unit of total volatility

2.53

2.07

+0.46

Sortino ratio

Return per unit of downside risk

2.76

2.33

+0.43

Omega ratio

Gain probability vs. loss probability

1.39

1.36

+0.04

Calmar ratio

Return relative to maximum drawdown

3.42

2.97

+0.45

Martin ratio

Return relative to average drawdown

12.94

11.00

+1.94

FGPMX vs. FEGIX - Sharpe Ratio Comparison

The current FGPMX Sharpe Ratio is 2.53, which is comparable to the FEGIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FGPMX and FEGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGPMXFEGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.07

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.82

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.34

+0.20

Correlation

The correlation between FGPMX and FEGIX is 0.93, 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

FGPMX vs. FEGIX - Dividend Comparison

FGPMX's dividend yield for the trailing twelve months is around 9.89%, more than FEGIX's 1.16% yield.


TTM202520242023202220212020201920182017
FGPMX
Franklin Gold and Precious Metals Fund Class R6
9.89%9.67%12.41%3.18%0.00%8.79%10.04%0.00%0.00%0.82%
FEGIX
First Eagle Gold Fund Class I
1.16%1.19%5.31%1.08%0.00%1.19%1.48%0.09%0.00%0.00%

Drawdowns

FGPMX vs. FEGIX - Drawdown Comparison

The maximum FGPMX drawdown since its inception was -48.71%, smaller than the maximum FEGIX drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for FGPMX and FEGIX.


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Drawdown Indicators


FGPMXFEGIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-70.38%

+21.67%

Max Drawdown (1Y)

Largest decline over 1 year

-31.14%

-26.66%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-48.71%

-33.95%

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.84%

Current Drawdown

Current decline from peak

-27.31%

-22.73%

-4.58%

Average Drawdown

Average peak-to-trough decline

-17.88%

-28.82%

+10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

7.21%

+1.03%

Volatility

FGPMX vs. FEGIX - Volatility Comparison

Franklin Gold and Precious Metals Fund Class R6 (FGPMX) has a higher volatility of 15.80% compared to First Eagle Gold Fund Class I (FEGIX) at 13.89%. This indicates that FGPMX's price experiences larger fluctuations and is considered to be riskier than FEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGPMXFEGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.80%

13.89%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

34.38%

32.49%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

42.41%

38.59%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.94%

28.11%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.07%

27.16%

+4.91%