SGOVX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGOVX First Eagle Overseas Fund | Foreign Large Cap Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SGOVX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 4, 1993, corresponding to the inception date of SGOVX
Returns By Period
As of Nov 14, 2024, the SGOVX returned 8.37% Year-To-Date and 4.61% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| SGOVX | 8.37% | -4.78% | 0.88% | 13.35% | 4.82% | 4.61% |
| Portfolio components: | ||||||
SGOVX First Eagle Overseas Fund | 8.37% | -4.78% | 0.88% | 13.35% | 4.82% | 4.61% |
Monthly Returns
The table below presents the monthly returns of SGOVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.99% | 1.17% | 3.29% | -0.72% | 3.45% | -1.98% | 4.48% | 3.34% | 2.02% | -2.77% | 8.37% | ||
| 2023 | 7.03% | -3.74% | 3.63% | 1.58% | -3.65% | 2.85% | 1.74% | -2.65% | -3.47% | -1.17% | 5.26% | 3.29% | 10.41% |
| 2022 | -1.15% | -0.08% | -0.12% | -4.41% | 1.09% | -5.88% | 1.98% | -4.15% | -6.89% | 2.85% | 10.07% | -0.57% | -8.07% |
| 2021 | -0.90% | -0.71% | 2.74% | 2.21% | 4.05% | -1.82% | -0.04% | -0.11% | -2.78% | 1.95% | -3.22% | 3.80% | 4.94% |
| 2020 | -2.55% | -5.74% | -10.41% | 7.97% | 2.73% | 1.88% | 3.19% | 2.44% | -1.15% | -2.02% | 8.60% | 3.45% | 6.95% |
| 2019 | 5.40% | 1.59% | 0.74% | 1.73% | -2.88% | 5.37% | -1.20% | 0.42% | 1.67% | 1.23% | -0.37% | 2.94% | 17.60% |
| 2018 | 3.08% | -4.17% | 0.20% | 0.65% | -1.18% | -1.40% | 1.21% | -2.06% | 0.84% | -5.22% | -0.09% | -2.34% | -10.26% |
| 2017 | 3.48% | 0.99% | 1.80% | 0.88% | 2.25% | -0.45% | 1.39% | 0.48% | 0.52% | 1.12% | 0.40% | 0.43% | 14.06% |
| 2016 | -3.73% | 1.65% | 5.30% | 3.67% | -1.70% | 0.65% | 3.32% | -0.54% | 0.63% | -0.63% | -3.52% | 0.72% | 5.54% |
| 2015 | 2.89% | 3.26% | -0.95% | 3.06% | -0.38% | -1.79% | -1.47% | -2.50% | -4.01% | 6.20% | -1.59% | 0.02% | 2.27% |
| 2014 | -1.21% | 4.03% | 0.97% | -0.04% | 1.13% | 2.15% | -2.02% | 0.49% | -3.53% | -1.45% | 1.38% | -2.61% | -0.97% |
| 2013 | 1.82% | 0.22% | 1.65% | 2.45% | -2.09% | -2.31% | 3.35% | -1.04% | 4.37% | 2.13% | 0.08% | 0.60% | 11.57% |
Expense Ratio
SGOVX has a high expense ratio of 1.16%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SGOVX is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 1.54 | 2.17 | 1.27 | 2.39 | 9.10 |
Dividends
Dividend yield
SGOVX provided a 1.56% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.56% | 1.70% | 0.08% | 3.45% | 0.21% | 2.09% | 1.26% | 1.62% | 1.16% | 0.20% | 1.07% | 2.01% |
| Portfolio components: | ||||||||||||
SGOVX First Eagle Overseas Fund | 1.56% | 1.70% | 0.08% | 3.45% | 0.21% | 2.09% | 1.26% | 1.62% | 1.16% | 0.20% | 1.07% | 2.01% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.87 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2013 | $0.46 | $0.46 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SGOVX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SGOVX was 35.68%, occurring on Mar 9, 2009. Recovery took 392 trading sessions.
The current SGOVX drawdown is 6.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.68% | May 20, 2008 | 201 | Mar 9, 2009 | 392 | Sep 27, 2010 | 593 |
| -24.85% | Jan 3, 2020 | 55 | Mar 23, 2020 | 161 | Nov 9, 2020 | 216 |
| -22.84% | Jul 18, 1997 | 321 | Oct 9, 1998 | 199 | Jul 15, 1999 | 520 |
| -21.68% | Jun 8, 2021 | 330 | Sep 27, 2022 | 362 | Mar 7, 2024 | 692 |
| -16.67% | Jun 4, 2002 | 90 | Oct 10, 2002 | 139 | May 1, 2003 | 229 |
Volatility
Volatility Chart
The current SGOVX volatility is 2.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.