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

Correlation

The correlation between SGENX and TIBAX is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SGENX vs. TIBAX - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
277.98%
671.59%
SGENX
TIBAX

Key characteristics

Sharpe Ratio

SGENX:

0.79

TIBAX:

1.42

Sortino Ratio

SGENX:

1.16

TIBAX:

1.93

Omega Ratio

SGENX:

1.17

TIBAX:

1.29

Calmar Ratio

SGENX:

0.95

TIBAX:

1.77

Martin Ratio

SGENX:

3.04

TIBAX:

6.74

Ulcer Index

SGENX:

3.36%

TIBAX:

2.41%

Daily Std Dev

SGENX:

12.93%

TIBAX:

11.47%

Max Drawdown

SGENX:

-45.72%

TIBAX:

-46.73%

Current Drawdown

SGENX:

-2.28%

TIBAX:

-1.44%

Returns By Period

In the year-to-date period, SGENX achieves a 6.70% return, which is significantly lower than TIBAX's 8.10% return. Over the past 10 years, SGENX has underperformed TIBAX with an annualized return of 3.58%, while TIBAX has yielded a comparatively higher 6.97% annualized return.


SGENX

YTD

6.70%

1M

-0.65%

6M

-0.69%

1Y

10.46%

5Y*

8.72%

10Y*

3.58%

TIBAX

YTD

8.10%

1M

-1.12%

6M

6.33%

1Y

16.66%

5Y*

15.25%

10Y*

6.97%

*Annualized

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SGENX vs. TIBAX - Expense Ratio Comparison

SGENX has a 1.11% expense ratio, which is lower than TIBAX's 1.14% expense ratio.


Expense ratio chart for TIBAX: current value is 1.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIBAX: 1.14%
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%

Risk-Adjusted Performance

SGENX vs. TIBAX — 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 7474
Overall Rank
The Sharpe Ratio Rank of SGENX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SGENX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SGENX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SGENX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SGENX is 7272
Martin Ratio Rank

TIBAX
The Risk-Adjusted Performance Rank of TIBAX is 8888
Overall Rank
The Sharpe Ratio Rank of TIBAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TIBAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TIBAX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TIBAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TIBAX is 8989
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. TIBAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) and Thornburg Investment Income Builder Fund (TIBAX). 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 0.79, compared to the broader market-1.000.001.002.003.00
SGENX: 0.79
TIBAX: 1.42
The chart of Sortino ratio for SGENX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
SGENX: 1.16
TIBAX: 1.93
The chart of Omega ratio for SGENX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
SGENX: 1.17
TIBAX: 1.29
The chart of Calmar ratio for SGENX, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.00
SGENX: 0.95
TIBAX: 1.77
The chart of Martin ratio for SGENX, currently valued at 3.04, compared to the broader market0.0010.0020.0030.0040.0050.00
SGENX: 3.04
TIBAX: 6.74

The current SGENX Sharpe Ratio is 0.79, which is lower than the TIBAX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SGENX and TIBAX, 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
0.79
1.42
SGENX
TIBAX

Dividends

SGENX vs. TIBAX - Dividend Comparison

SGENX's dividend yield for the trailing twelve months is around 2.23%, less than TIBAX's 4.26% 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%
TIBAX
Thornburg Investment Income Builder Fund
4.26%4.57%4.67%5.62%5.10%4.11%4.23%4.49%4.22%3.83%4.31%5.20%

Drawdowns

SGENX vs. TIBAX - Drawdown Comparison

The maximum SGENX drawdown since its inception was -45.72%, roughly equal to the maximum TIBAX drawdown of -46.73%. Use the drawdown chart below to compare losses from any high point for SGENX and TIBAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.28%
-1.44%
SGENX
TIBAX

Volatility

SGENX vs. TIBAX - Volatility Comparison

First Eagle Global Fund Class A (SGENX) has a higher volatility of 8.80% compared to Thornburg Investment Income Builder Fund (TIBAX) at 7.80%. This indicates that SGENX's price experiences larger fluctuations and is considered to be riskier than TIBAX 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%
7.80%
SGENX
TIBAX