RYPMX vs. FEGIX
Compare and contrast key facts about Rydex Precious Metals Fund (RYPMX) and First Eagle Gold Fund Class I (FEGIX).
RYPMX is managed by Rydex Funds. It was launched on Nov 30, 1993. FEGIX is managed by First Eagle. It was launched on Aug 31, 1993.
Performance
RYPMX vs. FEGIX - Performance Comparison
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RYPMX vs. FEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYPMX Rydex Precious Metals Fund | 1.40% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
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% | 8.44% |
Returns By Period
In the year-to-date period, RYPMX achieves a 1.40% return, which is significantly lower than FEGIX's 2.63% return. Over the past 10 years, RYPMX has outperformed FEGIX with an annualized return of 16.79%, while FEGIX has yielded a comparatively lower 15.86% annualized return.
RYPMX
- 1D
- -1.05%
- 1M
- -26.51%
- YTD
- 1.40%
- 6M
- 16.87%
- 1Y
- 95.65%
- 3Y*
- 37.97%
- 5Y*
- 20.57%
- 10Y*
- 16.79%
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%
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RYPMX vs. FEGIX - Expense Ratio Comparison
RYPMX has a 1.26% expense ratio, which is higher than FEGIX's 0.96% expense ratio.
Return for Risk
RYPMX vs. FEGIX — Risk / Return Rank
RYPMX
FEGIX
RYPMX vs. FEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Precious Metals Fund (RYPMX) 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.
| RYPMX | FEGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.07 | +0.05 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.33 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.97 | +0.07 |
Martin ratioReturn relative to average drawdown | 11.29 | 11.00 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYPMX | FEGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.07 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.82 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.34 | -0.27 |
Correlation
The correlation between RYPMX and FEGIX is 0.96, 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
RYPMX vs. FEGIX - Dividend Comparison
RYPMX's dividend yield for the trailing twelve months is around 2.96%, more than FEGIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYPMX Rydex Precious Metals Fund | 2.96% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
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% | 0.00% | 0.00% |
Drawdowns
RYPMX vs. FEGIX - Drawdown Comparison
The maximum RYPMX drawdown since its inception was -81.25%, which is greater than FEGIX's maximum drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for RYPMX and FEGIX.
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Drawdown Indicators
| RYPMX | FEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.25% | -70.38% | -10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -26.66% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -33.95% | -12.88% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -41.84% | -5.97% |
Current DrawdownCurrent decline from peak | -26.51% | -22.73% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -40.48% | -28.82% | -11.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 7.21% | +1.12% |
Volatility
RYPMX vs. FEGIX - Volatility Comparison
Rydex Precious Metals Fund (RYPMX) has a higher volatility of 16.06% compared to First Eagle Gold Fund Class I (FEGIX) at 13.89%. This indicates that RYPMX'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
| RYPMX | FEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 13.89% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 37.91% | 32.49% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.69% | 38.59% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.30% | 28.11% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.25% | 27.16% | +10.09% |