SGOIX's Sortino Ratio of 2.49 indicates that for each unit of downside volatility, it generates 2.49 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
SGOIX Sortino Ratio Rank
SGOIX ranks above 63.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection 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 risk profile
SGOIX Sortino Ratio Market Positioning
The chart shows SGOIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.54 or lower
- Yellow zone (middle 50%): 1.54 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 8.58+
- Median: 2.22 — half of all investments score higher
How it compares to other similar mutual funds
The table compares First Eagle Overseas Fund Class I's Sortino 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 Jul 15, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| POGSX | Pin Oak Equity | 4.03 | |||
| GTMIX | GMO Tax-Managed International Equities Fund | 3.84 | |||
| SVPFX | Goldman Sachs Strategic Volatility Premium Fund | 3.79 | |||
| SAHMX | SA International Value Fund | 3.69 | |||
| VPCCX | Vanguard PRIMECAP Core Fund | 3.55 | |||
| PTSIX | PIMCO RAE PLUS International Fund | 3.54 | |||
| SWRLX | Touchstone International Equity Fund | 3.52 | |||
| POGRX | PRIMECAP Odyssey Growth Fund | 3.43 | |||
| MISEX | Midas Magic | 3.42 | |||
| GTLOX | Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 3.41 | |||
| SGOIX | First Eagle Overseas Fund Class I | 2.49 |
Historical Sortino Ratio
The chart shows SGOIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when SGOIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does SGOIX fit in your portfolio?
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