QGLDX vs. FEURX
QGLDX (Quantified Gold Futures Tracking Fund Investor Class) and FEURX (First Eagle Gold Fund Class R6) are both Gold funds. Over the past 5 years, QGLDX returned 14.66%/yr vs 18.94%/yr for FEURX. Their correlation of 0.82 means they have usually moved in the same direction. QGLDX charges 1.00%/yr vs 0.81%/yr for FEURX.
Performance
QGLDX vs. FEURX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QGLDX achieves a -5.10% return, which is significantly higher than FEURX's -7.11% return.
QGLDX
- 1D
- 1.64%
- 1M
- -0.21%
- 6M
- -15.33%
- YTD
- -5.10%
- 1Y
- 20.76%
- 3Y*
- 25.28%
- 5Y*
- 14.66%
- 10Y*
- 8.80%
- ALL TIME*
- 7.47%
FEURX
- 1D
- 3.06%
- 1M
- -1.08%
- 6M
- -15.72%
- YTD
- -7.11%
- 1Y
- 44.98%
- 3Y*
- 33.48%
- 5Y*
- 18.94%
- 10Y*
- —
- ALL TIME*
- 14.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
QGLDX vs. FEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QGLDX Quantified Gold Futures Tracking Fund Investor Class | -5.10% | 59.91% | 24.52% | 10.39% | -4.64% | -6.25% | 19.35% | 17.03% | -4.07% | 2.52% |
FEURX First Eagle Gold Fund Class R6 | -7.11% | 129.09% | 10.69% | 7.37% | -1.26% | -7.42% | 30.08% | 38.92% | -15.55% | -1.36% |
Correlation
The correlation between QGLDX and FEURX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.82 |
The correlation between QGLDX and FEURX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QGLDX vs. FEURX — Risk / Return Rank
QGLDX
FEURX
QGLDX vs. FEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Gold Futures Tracking Fund Investor Class (QGLDX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QGLDX | FEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.37 | -0.46 |
| Martin ratioReturn relative to average drawdown | 1.99 | 3.00 | -1.02 |
Loading charts...
Drawdowns
QGLDX vs. FEURX - Drawdown Comparison
The maximum QGLDX drawdown since its inception was -27.17%, smaller than the maximum FEURX drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for QGLDX and FEURX.
Loading charts...
Drawdown Indicators
| QGLDX | FEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.17% | -36.99% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -26.47% | -34.49% | +8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -34.49% | +8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -34.49% | +8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -27.17% | — | — |
Current DrawdownCurrent decline from peak | -24.01% | -30.08% | +6.07% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -12.99% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.13% | 15.67% | -3.54% |
Volatility
QGLDX vs. FEURX - Volatility Comparison
The current volatility for Quantified Gold Futures Tracking Fund Investor Class (QGLDX) is 6.24%, while First Eagle Gold Fund Class R6 (FEURX) has a volatility of 9.83%. This indicates that QGLDX experiences smaller price fluctuations and is considered to be less risky than FEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QGLDX | FEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 9.83% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 23.42% | 33.81% | -10.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.07% | 40.64% | -12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 29.47% | -10.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 27.29% | -10.67% |
QGLDX vs. FEURX - Expense Ratio Comparison
QGLDX has a 1.00% expense ratio, which is higher than FEURX's 0.81% expense ratio.
Dividends
QGLDX vs. FEURX - Dividend Comparison
QGLDX's dividend yield for the trailing twelve months is around 63.85%, more than FEURX's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FEURX First Eagle Gold Fund Class R6 | 1.35% | 1.26% | 5.39% | 1.17% | 0.00% | 1.30% | 1.53% | 0.16% | 0.00% | 0.00% | 0.00% |
QGLDX Quantified Gold Futures Tracking Fund Investor Class | 63.85% | 60.49% | 28.70% | 10.20% | 0.00% | 0.00% | 9.92% | 14.32% | 1.23% | 5.75% | 2.08% |
Frequently Asked Questions
QGLDX and FEURX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEURX has higher volatility (9.83%) compared to QGLDX (6.24%). In terms of maximum drawdown, QGLDX dropped -27.17% vs FEURX's -36.99%.
FEURX currently has the higher Sharpe Ratio (1.16 vs 0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for QGLDX and FEURX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer