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SGENX vs. JDBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGENX vs. JDBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Global Fund Class A (SGENX) and Janus Henderson Balanced Fund Class A (JDBAX). The values are adjusted to include any dividend payments, if applicable.

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SGENX vs. JDBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGENX
First Eagle Global Fund Class A
-0.50%31.62%11.78%12.77%-6.46%12.20%8.33%20.16%-8.46%13.48%
JDBAX
Janus Henderson Balanced Fund Class A
-6.88%14.78%20.54%15.17%-16.75%16.99%14.14%25.01%0.39%18.23%

Returns By Period

In the year-to-date period, SGENX achieves a -0.50% return, which is significantly higher than JDBAX's -6.88% return. Both investments have delivered pretty close results over the past 10 years, with SGENX having a 9.65% annualized return and JDBAX not far ahead at 9.79%.


SGENX

1D
0.14%
1M
-10.41%
YTD
-0.50%
6M
4.87%
1Y
22.49%
3Y*
15.94%
5Y*
10.74%
10Y*
9.65%

JDBAX

1D
-0.07%
1M
-6.61%
YTD
-6.88%
6M
-5.38%
1Y
9.16%
3Y*
12.15%
5Y*
7.30%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGENX vs. JDBAX - Expense Ratio Comparison

SGENX has a 1.11% expense ratio, which is higher than JDBAX's 0.89% expense ratio.


Return for Risk

SGENX vs. JDBAX — Risk / Return Rank

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

SGENX
SGENX Risk / Return Rank: 8585
Overall Rank
SGENX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGENX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SGENX Omega Ratio Rank: 8585
Omega Ratio Rank
SGENX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SGENX Martin Ratio Rank: 8484
Martin Ratio Rank

JDBAX
JDBAX Risk / Return Rank: 3838
Overall Rank
JDBAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JDBAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JDBAX Omega Ratio Rank: 3737
Omega Ratio Rank
JDBAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
JDBAX Martin Ratio Rank: 3939
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.

SGENX vs. JDBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) and Janus Henderson Balanced Fund Class A (JDBAX). 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.


SGENXJDBAXDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.79

+0.91

Sortino ratio

Return per unit of downside risk

2.30

1.22

+1.08

Omega ratio

Gain probability vs. loss probability

1.34

1.17

+0.17

Calmar ratio

Return relative to maximum drawdown

2.04

1.01

+1.04

Martin ratio

Return relative to average drawdown

8.60

4.09

+4.51

SGENX vs. JDBAX - Sharpe Ratio Comparison

The current SGENX Sharpe Ratio is 1.70, which is higher than the JDBAX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SGENX and JDBAX, 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


SGENXJDBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.79

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.65

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.88

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.63

+0.33

Correlation

The correlation between SGENX and JDBAX is 0.77, 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

SGENX vs. JDBAX - Dividend Comparison

SGENX's dividend yield for the trailing twelve months is around 9.50%, more than JDBAX's 8.81% yield.


TTM20252024202320222021202020192018201720162015
SGENX
First Eagle Global Fund Class A
9.50%9.45%5.46%3.52%4.17%6.27%2.38%5.48%6.35%4.23%4.72%1.16%
JDBAX
Janus Henderson Balanced Fund Class A
8.81%8.62%11.67%2.08%1.76%4.34%2.35%4.62%6.84%5.05%2.43%5.68%

Drawdowns

SGENX vs. JDBAX - Drawdown Comparison

The maximum SGENX drawdown since its inception was -37.60%, which is greater than JDBAX's maximum drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for SGENX and JDBAX.


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Drawdown Indicators


SGENXJDBAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.60%

-34.14%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-8.16%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

-21.63%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-27.68%

-22.48%

-5.20%

Current Drawdown

Current decline from peak

-10.41%

-8.16%

-2.25%

Average Drawdown

Average peak-to-trough decline

-3.42%

-5.41%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.01%

+0.49%

Volatility

SGENX vs. JDBAX - Volatility Comparison

First Eagle Global Fund Class A (SGENX) has a higher volatility of 4.68% compared to Janus Henderson Balanced Fund Class A (JDBAX) at 3.31%. This indicates that SGENX's price experiences larger fluctuations and is considered to be riskier than JDBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGENXJDBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

3.31%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

6.47%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

12.02%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

11.29%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

11.21%

+1.23%