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ISIN
US32008F2002
CUSIP
32008F200
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SGOIX Performance Chart

First Eagle Overseas Fund Class I (SGOIX) is up 8.5% since the beginning of the year. SGOIX is currently trading at $34 per share. Investors who bought $1,000 worth of SGOIX shares 5 years ago would now be looking at an investment worth $1,638.


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S&P 500 Index

Returns By Period

First Eagle Overseas Fund Class I (SGOIX) has returned 8.49% so far this year and 27.74% over the past 12 months. Over the last ten years, SGOIX has returned 8.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


First Eagle Overseas Fund Class I

1D
0.44%
1M
-0.88%
YTD
8.49%
6M
8.91%
1Y
27.74%
3Y*
17.69%
5Y*
10.37%
10Y*
8.49%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 1999, SGOIX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 1999 with a return of +10.5%, while the worst month was Oct 2008 at -12.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SGOIX closed higher 53% of trading days. The best single day was Nov 21, 2008 with a return of +5.9%, while the worst single day was Mar 12, 2020 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.48%7.02%-8.91%3.84%1.72%-1.05%8.49%
20254.41%3.13%3.11%3.39%2.24%2.44%-0.51%4.71%4.86%1.06%2.03%2.68%39.06%
2024-0.97%1.18%3.33%-0.70%3.48%-1.93%4.47%3.36%2.03%-2.76%-1.22%-3.60%6.45%
20237.08%-3.69%3.62%1.63%-3.64%2.91%1.73%-2.66%-3.42%-1.18%5.34%3.28%10.73%
2022-1.12%-0.04%-0.12%-4.37%1.10%-5.90%2.02%-4.12%-6.89%2.92%10.08%-0.57%-7.86%
2021-0.84%-0.73%2.76%2.27%4.03%-1.78%-0.00%-0.07%-2.75%1.97%-3.25%3.86%5.25%

Benchmark Metrics

First Eagle Overseas Fund Class I has an annualized alpha of 7.58%, beta of 0.35, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since January 04, 1999.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.07%) than losses (47.25%) - typical of diversified or defensive assets.
  • Beta of 0.35 may look defensive, but with R2 of 0.34 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.34 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
7.58%
Beta
0.35
0.34
Upside Capture
66.07%
Downside Capture
47.25%

Expense Ratio

SGOIX has an expense ratio of 0.88%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SGOIX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SGOIX Risk / Return Rank: 5050
Overall Rank
SGOIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 6060
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 3636
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and compare them to S&P 500 Index.

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.


SGOIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.35

2.78

-0.43

Martin ratioReturn relative to average drawdown

7.61

12.44

-4.83

Dividends

Dividend History

First Eagle Overseas Fund Class I provided a 7.79% dividend yield over the last twelve months, with an annual payout of $2.65 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.65$2.65$2.08$0.61$0.88$1.53$0.12$1.40$0.74$0.91$0.87$0.35

Dividend yield

7.79%8.45%8.49%2.45%3.81%5.92%0.47%5.70%3.36%3.59%3.80%1.58%

Monthly Dividends

The table displays the monthly dividend distributions for First Eagle Overseas Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.65$2.65
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.08$2.08
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.88$0.88
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.53$1.53

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Eagle Overseas Fund Class I. 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 First Eagle Overseas Fund Class I was 35.54%, occurring on Mar 9, 2009. Recovery took 388 trading sessions.

The current First Eagle Overseas Fund Class I drawdown is 4.79%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-35.54%Mar 2009
9mo 23d1y 6mo
2y 4moMay 2008 - Sep 2010
COVID crash2020
-24.79%Mar 2020
2mo 20d7mo 18d
10mo 8dJan 2020 - Nov 2020
Bear market2022
-21.39%Sep 2022
1y 3mo1y 5mo
2y 9moJun 2021 - Mar 2024
Dot-com crash2000–2002
-16.57%Oct 2002
4mo 8d6mo 22d
11moJun 2002 - Apr 2003
Rate-hike selloffLate 2018
-16.08%Dec 2018
10mo 29d11mo 24d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


SGOIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-56.78%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-9.10%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

-18.90%

+7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.21%

-25.43%

+5.22%

Max Drawdown (10Y)

Largest decline over 10 years

-24.79%

-33.92%

+9.13%

Current Drawdown

Current decline from peak

-4.79%

-1.80%

-2.99%

Average Drawdown

Average peak-to-trough decline

-4.57%

-10.71%

+6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.03%

+1.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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