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OCMAX vs. FEURX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OCMAX vs. FEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OCM Gold Atlas (OCMAX) and First Eagle Gold Fund Class R6 (FEURX). The values are adjusted to include any dividend payments, if applicable.

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OCMAX vs. FEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCMAX
OCM Gold Atlas
0.41%168.37%23.87%4.82%-17.28%-9.16%45.45%58.42%-13.25%-0.48%
FEURX
First Eagle Gold Fund Class R6
2.66%129.09%10.69%7.37%-1.26%-7.42%30.08%38.92%-15.55%-1.36%

Returns By Period

In the year-to-date period, OCMAX achieves a 0.41% return, which is significantly lower than FEURX's 2.66% return.


OCMAX

1D
0.43%
1M
-23.39%
YTD
0.41%
6M
19.80%
1Y
95.92%
3Y*
46.20%
5Y*
24.64%
10Y*
19.69%

FEURX

1D
-0.11%
1M
-22.38%
YTD
2.66%
6M
19.13%
1Y
78.67%
3Y*
36.09%
5Y*
22.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OCMAX vs. FEURX - Expense Ratio Comparison

OCMAX has a 1.88% expense ratio, which is higher than FEURX's 0.81% expense ratio.


Return for Risk

OCMAX vs. FEURX — Risk / Return Rank

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

OCMAX
OCMAX Risk / Return Rank: 9494
Overall Rank
OCMAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
OCMAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
OCMAX Omega Ratio Rank: 9090
Omega Ratio Rank
OCMAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
OCMAX Martin Ratio Rank: 9595
Martin Ratio Rank

FEURX
FEURX Risk / Return Rank: 9090
Overall Rank
FEURX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEURX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FEURX Omega Ratio Rank: 8585
Omega Ratio Rank
FEURX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FEURX 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.

OCMAX vs. FEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OCM Gold Atlas (OCMAX) and First Eagle Gold Fund Class R6 (FEURX). 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.


OCMAXFEURXDifference

Sharpe ratio

Return per unit of total volatility

2.52

2.08

+0.44

Sortino ratio

Return per unit of downside risk

2.72

2.33

+0.39

Omega ratio

Gain probability vs. loss probability

1.40

1.36

+0.05

Calmar ratio

Return relative to maximum drawdown

3.48

2.98

+0.50

Martin ratio

Return relative to average drawdown

12.90

11.02

+1.88

OCMAX vs. FEURX - Sharpe Ratio Comparison

The current OCMAX Sharpe Ratio is 2.52, which is comparable to the FEURX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of OCMAX and FEURX, 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


OCMAXFEURXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.08

+0.44

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

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.60

-0.37

Correlation

The correlation between OCMAX and FEURX is 0.95, 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

OCMAX vs. FEURX - Dividend Comparison

OCMAX's dividend yield for the trailing twelve months is around 5.89%, more than FEURX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
OCMAX
OCM Gold Atlas
5.89%5.91%2.97%0.00%0.04%0.95%1.44%5.66%24.55%6.72%18.48%0.05%
FEURX
First Eagle Gold Fund Class R6
1.22%1.26%5.39%1.17%0.00%1.30%1.53%0.16%0.00%0.00%0.00%0.00%

Drawdowns

OCMAX vs. FEURX - Drawdown Comparison

The maximum OCMAX drawdown since its inception was -76.26%, which is greater than FEURX's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for OCMAX and FEURX.


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Drawdown Indicators


OCMAXFEURXDifference

Max Drawdown

Largest peak-to-trough decline

-76.26%

-36.99%

-39.27%

Max Drawdown (1Y)

Largest decline over 1 year

-27.33%

-26.66%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-45.14%

-33.93%

-11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-45.14%

Current Drawdown

Current decline from peak

-23.51%

-22.73%

-0.78%

Average Drawdown

Average peak-to-trough decline

-36.37%

-12.62%

-23.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

7.20%

+0.17%

Volatility

OCMAX vs. FEURX - Volatility Comparison

OCM Gold Atlas (OCMAX) and First Eagle Gold Fund Class R6 (FEURX) have volatilities of 13.81% and 13.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCMAXFEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.81%

13.90%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

30.95%

32.49%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

39.00%

38.58%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

28.09%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.84%

26.70%

+7.14%