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MBXIX vs. SGENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MBXIX and SGENX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MBXIX vs. SGENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) and First Eagle Global Fund Class A (SGENX). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%105.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
86.49%
87.79%
MBXIX
SGENX

Key characteristics

Sharpe Ratio

MBXIX:

1.00

SGENX:

0.78

Sortino Ratio

MBXIX:

1.38

SGENX:

1.03

Omega Ratio

MBXIX:

1.19

SGENX:

1.15

Calmar Ratio

MBXIX:

1.11

SGENX:

0.77

Martin Ratio

MBXIX:

3.40

SGENX:

3.76

Ulcer Index

MBXIX:

3.23%

SGENX:

2.19%

Daily Std Dev

MBXIX:

10.98%

SGENX:

10.51%

Max Drawdown

MBXIX:

-31.73%

SGENX:

-37.60%

Current Drawdown

MBXIX:

-4.62%

SGENX:

-10.16%

Returns By Period

In the year-to-date period, MBXIX achieves a 10.66% return, which is significantly higher than SGENX's 6.51% return.


MBXIX

YTD

10.66%

1M

-3.02%

6M

-2.09%

1Y

10.66%

5Y*

5.84%

10Y*

N/A

SGENX

YTD

6.51%

1M

-8.15%

6M

-0.87%

1Y

6.97%

5Y*

6.52%

10Y*

6.37%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MBXIX vs. SGENX - Expense Ratio Comparison

MBXIX has a 2.04% expense ratio, which is higher than SGENX's 1.11% expense ratio.


MBXIX
Catalyst/Millburn Hedge Strategy Fund Class I
Expense ratio chart for MBXIX: current value at 2.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.04%
Expense ratio chart for SGENX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%

Risk-Adjusted Performance

MBXIX vs. SGENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) 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.


Sharpe ratio
The chart of Sharpe ratio for MBXIX, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.001.000.78
The chart of Sortino ratio for MBXIX, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.381.03
The chart of Omega ratio for MBXIX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.15
The chart of Calmar ratio for MBXIX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.110.77
The chart of Martin ratio for MBXIX, currently valued at 3.40, compared to the broader market0.0020.0040.0060.003.403.76
MBXIX
SGENX

The current MBXIX Sharpe Ratio is 1.00, which is comparable to the SGENX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MBXIX and SGENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.00
0.78
MBXIX
SGENX

Dividends

MBXIX vs. SGENX - Dividend Comparison

Neither MBXIX nor SGENX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MBXIX
Catalyst/Millburn Hedge Strategy Fund Class I
0.00%1.84%4.16%0.00%4.27%5.18%1.77%0.00%1.32%0.00%0.00%0.00%
SGENX
First Eagle Global Fund Class A
0.00%1.29%0.10%1.93%0.83%1.26%0.84%0.74%0.38%0.13%0.56%1.22%

Drawdowns

MBXIX vs. SGENX - Drawdown Comparison

The maximum MBXIX drawdown since its inception was -31.73%, smaller than the maximum SGENX drawdown of -37.60%. Use the drawdown chart below to compare losses from any high point for MBXIX and SGENX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.62%
-10.16%
MBXIX
SGENX

Volatility

MBXIX vs. SGENX - Volatility Comparison

The current volatility for Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) is 3.61%, while First Eagle Global Fund Class A (SGENX) has a volatility of 5.84%. This indicates that MBXIX experiences smaller price fluctuations and is considered to be less risky than SGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.61%
5.84%
MBXIX
SGENX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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