SGOIX's Sharpe Ratio of 2.13 indicates that for each unit of volatility, it generates 2.13 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 24, 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.
SGOIX Sharpe Ratio Rank
SGOIX ranks above 62.2% 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
SGOIX Sharpe Ratio Market Positioning
The chart shows SGOIX'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%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 2.32
- Green zone (top 25%): 2.32 or higher
- Top 1%: 4.30+
- Median: 1.93 — half of all investments score higher
How it compares to other similar mutual funds
The table compares First Eagle Overseas Fund Class I's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities, Foreign Large Cap Equities category across multiple time periods, showing how SGOIX'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 24, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| VPCCX | Vanguard PRIMECAP Core Fund | 3.81 | |||
| SWRLX | Touchstone International Equity Fund | 3.64 | |||
| VPMAX | Vanguard PRIMECAP Fund Admiral Shares | 3.60 | |||
| TIVFX | American Beacon Tocqueville International Value Fund | 3.49 | |||
| POSKX | PrimeCap Odyssey Stock Fund | 3.24 | |||
| DCINX | Dunham International Stock Fund | 3.22 | |||
| THOIX | Thornburg Global Opportunities Fund | 3.11 | |||
| EISIX | Carillon ClariVest International Stock Fund | 3.11 | |||
| DHAMX | Centre American Select Equity Fund | 3.02 | |||
| DFWVX | DFA World ex U.S. Value Portfolio Fund | 3.00 | |||
| SGOIX | First Eagle Overseas Fund Class I | 2.13 |
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How does SGOIX fit in your portfolio?
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