USG vs. FEGIX
USG (USCF Gold Strategy Plus Income Fund) and FEGIX (First Eagle Gold Fund Class I) are both Gold funds. Over the past 3 years, USG returned 25.26%/yr vs 35.74%/yr for FEGIX. A 0.69 correlation means they provide meaningful diversification when combined. USG charges 0.45%/yr vs 0.96%/yr for FEGIX.
Performance
USG vs. FEGIX - Performance Comparison
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Returns By Period
In the year-to-date period, USG achieves a -3.37% return, which is significantly lower than FEGIX's -1.91% return.
USG
- 1D
- -0.69%
- 1M
- -6.85%
- YTD
- -3.37%
- 6M
- -6.24%
- 1Y
- 19.16%
- 3Y*
- 25.26%
- 5Y*
- —
- 10Y*
- —
FEGIX
- 1D
- -2.14%
- 1M
- -4.14%
- YTD
- -1.91%
- 6M
- -5.33%
- 1Y
- 51.69%
- 3Y*
- 35.74%
- 5Y*
- 20.65%
- 10Y*
- 13.08%
USG vs. FEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USG USCF Gold Strategy Plus Income Fund | -3.37% | 52.02% | 23.70% | 8.49% | 2.12% | 3.50% |
FEGIX First Eagle Gold Fund Class I | -1.91% | 128.89% | 10.57% | 7.24% | -1.31% | 1.56% |
Correlation
The correlation between USG and FEGIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.69 |
The correlation between USG and FEGIX shifts across timeframes, from 0.69 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
USG vs. FEGIX — Risk / Return Rank
USG
FEGIX
USG vs. FEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF Gold Strategy Plus Income Fund (USG) 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.
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.
| USG | FEGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.55 | -0.71 |
| Martin ratioReturn relative to average drawdown | 2.41 | 4.29 | -1.88 |
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Drawdowns
USG vs. FEGIX - Drawdown Comparison
The maximum USG drawdown since its inception was -22.96%, smaller than the maximum FEGIX drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for USG and FEGIX.
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Drawdown Indicators
| USG | FEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.96% | -70.38% | +47.42% |
Max Drawdown (1Y)Largest decline over 1 year | -22.96% | -32.36% | +9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -22.96% | -32.36% | +9.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.84% | — |
Current DrawdownCurrent decline from peak | -21.05% | -26.15% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -28.73% | +24.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.98% | 11.70% | -3.72% |
Volatility
USG vs. FEGIX - Volatility Comparison
The current volatility for USCF Gold Strategy Plus Income Fund (USG) is 7.90%, while First Eagle Gold Fund Class I (FEGIX) has a volatility of 13.56%. This indicates that USG experiences smaller price fluctuations and is considered to be less risky 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
| USG | FEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 13.56% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 22.78% | 34.11% | -11.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.31% | 39.76% | -15.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 29.12% | -13.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 27.40% | -11.32% |
USG vs. FEGIX - Expense Ratio Comparison
USG has a 0.45% expense ratio, which is lower than FEGIX's 0.96% expense ratio.
Dividends
USG vs. FEGIX - Dividend Comparison
USG's dividend yield for the trailing twelve months is around 28.84%, more than FEGIX's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FEGIX First Eagle Gold Fund Class I | 1.22% | 1.19% | 5.31% | 1.08% | 0.00% | 1.19% | 1.48% | 0.09% |
USG USCF Gold Strategy Plus Income Fund | 28.84% | 27.33% | 7.48% | 8.16% | 2.85% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USG and FEGIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEGIX has higher volatility (13.56%) compared to USG (7.90%). In terms of maximum drawdown, USG dropped -22.96% vs FEGIX's -70.38%.
FEGIX currently has the higher Sharpe Ratio (1.26 vs 0.79), 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.
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