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

Correlation

The correlation between SGENX and CAIBX is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SGENX vs. CAIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Global Fund Class A (SGENX) and American Funds Capital Income Builder Class A (CAIBX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
713.98%
2,247.70%
SGENX
CAIBX

Key characteristics

Sharpe Ratio

SGENX:

0.86

CAIBX:

1.36

Sortino Ratio

SGENX:

1.26

CAIBX:

1.84

Omega Ratio

SGENX:

1.18

CAIBX:

1.28

Calmar Ratio

SGENX:

1.04

CAIBX:

1.62

Martin Ratio

SGENX:

3.32

CAIBX:

7.85

Ulcer Index

SGENX:

3.36%

CAIBX:

1.83%

Daily Std Dev

SGENX:

12.93%

CAIBX:

10.60%

Max Drawdown

SGENX:

-45.72%

CAIBX:

-42.62%

Current Drawdown

SGENX:

-2.10%

CAIBX:

-1.71%

Returns By Period

In the year-to-date period, SGENX achieves a 6.89% return, which is significantly higher than CAIBX's 4.27% return. Over the past 10 years, SGENX has underperformed CAIBX with an annualized return of 3.66%, while CAIBX has yielded a comparatively higher 5.54% annualized return.


SGENX

YTD

6.89%

1M

-0.83%

6M

-0.99%

1Y

10.18%

5Y*

8.76%

10Y*

3.66%

CAIBX

YTD

4.27%

1M

-1.20%

6M

1.89%

1Y

13.38%

5Y*

9.55%

10Y*

5.54%

*Annualized

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SGENX vs. CAIBX - Expense Ratio Comparison

SGENX has a 1.11% expense ratio, which is higher than CAIBX's 0.59% expense ratio.


Expense ratio chart for SGENX: current value is 1.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGENX: 1.11%
Expense ratio chart for CAIBX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CAIBX: 0.59%

Risk-Adjusted Performance

SGENX vs. CAIBX — Risk-Adjusted Performance Rank

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

SGENX
The Risk-Adjusted Performance Rank of SGENX is 7777
Overall Rank
The Sharpe Ratio Rank of SGENX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SGENX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SGENX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SGENX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SGENX is 7676
Martin Ratio Rank

CAIBX
The Risk-Adjusted Performance Rank of CAIBX is 8888
Overall Rank
The Sharpe Ratio Rank of CAIBX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CAIBX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CAIBX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CAIBX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CAIBX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGENX vs. CAIBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) and American Funds Capital Income Builder Class A (CAIBX). 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.


The chart of Sharpe ratio for SGENX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.00
SGENX: 0.86
CAIBX: 1.36
The chart of Sortino ratio for SGENX, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.00
SGENX: 1.26
CAIBX: 1.84
The chart of Omega ratio for SGENX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
SGENX: 1.18
CAIBX: 1.28
The chart of Calmar ratio for SGENX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.00
SGENX: 1.04
CAIBX: 1.62
The chart of Martin ratio for SGENX, currently valued at 3.32, compared to the broader market0.0010.0020.0030.0040.0050.00
SGENX: 3.32
CAIBX: 7.85

The current SGENX Sharpe Ratio is 0.86, which is lower than the CAIBX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SGENX and CAIBX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.86
1.36
SGENX
CAIBX

Dividends

SGENX vs. CAIBX - Dividend Comparison

SGENX's dividend yield for the trailing twelve months is around 2.23%, less than CAIBX's 3.25% yield.


TTM20242023202220212020201920182017201620152014
SGENX
First Eagle Global Fund Class A
2.23%2.38%1.29%0.10%1.93%0.83%1.26%0.84%0.74%0.38%0.13%0.56%
CAIBX
American Funds Capital Income Builder Class A
3.25%3.35%3.36%3.43%3.14%3.38%3.29%3.80%3.41%3.52%3.62%4.67%

Drawdowns

SGENX vs. CAIBX - Drawdown Comparison

The maximum SGENX drawdown since its inception was -45.72%, which is greater than CAIBX's maximum drawdown of -42.62%. Use the drawdown chart below to compare losses from any high point for SGENX and CAIBX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.10%
-1.71%
SGENX
CAIBX

Volatility

SGENX vs. CAIBX - Volatility Comparison

First Eagle Global Fund Class A (SGENX) has a higher volatility of 8.80% compared to American Funds Capital Income Builder Class A (CAIBX) at 7.30%. This indicates that SGENX's price experiences larger fluctuations and is considered to be riskier than CAIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.80%
7.30%
SGENX
CAIBX