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Seafarer Overseas Growth and Income Fund (SFGIX) Sharpe Ratio: 2.39

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

Normally, the fund seeks to achieve its investment objective by investing at least 80% of its total assets in dividend-paying common stocks, preferred stocks, convertible securities, and debt obligations of foreign companies, foreign governments and their agencies, where "total assets" means net assets, plus the amount of any borrowings for investment purposes. The fund can invest without constraint in the securities of companies located in developing countries and territories.

SFGIX's Sharpe Ratio of 2.39 indicates that for each unit of volatility, it generates 2.39 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SFGIX Sharpe Ratio Rank

SFGIX Sharpe Ratio Rank: 78.879
Above Average

SFGIX ranks above 78.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SFGIX Sharpe Ratio Market Positioning

The chart shows SFGIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.32+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Seafarer Overseas Growth and Income Fund's Sharpe Ratio with other mutual funds in the Emerging Markets Diversified category across multiple time periods, showing how SFGIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DEMIXDelaware Emerging Markets Fund5.80
FQEMXFranklin Templeton SMACS: Series EM5.03
LCSMXMartin Currie SMA-Shares Series EM Fund4.51
LZEMXLazard Emerging Markets Equity Portfolio3.66
GTDDXInvesco EQV Emerging Markets All Cap Fd3.64
LVAZXLSV Emerging Markets Equity Fund3.64
GMAQXGMO Emerging Markets ex-China Fund3.58
IEMGXVoya Multi-Manager Emerging Markets Equity Fund3.50
GLLSXabrdn Emerging Markets ex-China Fund3.49
FGOMXStrategic Advisers Fidelity Emerging Markets Fund3.44
SFGIXSeafarer Overseas Growth and Income Fund2.39

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SFGIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SFGIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SFGIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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