BRGKX vs. SGOIX
BRGKX (iShares Russell 1000 Large-Cap Index Fund Class K) and SGOIX (First Eagle Overseas Fund Class I) are both mutual funds - BRGKX is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while SGOIX is a Foreign Large Cap Equities fund managed by First Eagle. Over the past 10 years, BRGKX returned 14.59%/yr vs 8.43%/yr for SGOIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. BRGKX charges 0.06%/yr vs 0.88%/yr for SGOIX.
Performance
BRGKX vs. SGOIX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGKX achieves a 9.25% return, which is significantly lower than SGOIX's 12.13% return. Over the past 10 years, BRGKX has outperformed SGOIX with an annualized return of 14.59%, while SGOIX has yielded a comparatively lower 8.43% annualized return.
BRGKX
- 1D
- 1.62%
- 1M
- -0.73%
- 6M
- 7.76%
- YTD
- 9.25%
- 1Y
- 20.10%
- 3Y*
- 18.68%
- 5Y*
- 11.93%
- 10Y*
- 14.59%
- ALL TIME*
- 13.44%
SGOIX
- 1D
- 2.03%
- 1M
- 4.09%
- 6M
- 5.31%
- YTD
- 12.13%
- 1Y
- 30.00%
- 3Y*
- 18.82%
- 5Y*
- 11.02%
- 10Y*
- 8.43%
- ALL TIME*
- 10.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BRGKX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 9.25% | 17.28% | 24.44% | 26.49% | -19.13% | 26.24% | 20.85% | 31.30% | -4.86% | 21.18% |
SGOIX First Eagle Overseas Fund Class I | 12.13% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Correlation
The correlation between BRGKX and SGOIX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.66 |
The correlation between BRGKX and SGOIX has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
BRGKX vs. SGOIX — Risk / Return Rank
BRGKX
SGOIX
BRGKX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and First Eagle Overseas Fund Class I (SGOIX). 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.
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.
| BRGKX | SGOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.61 | -0.60 |
| Martin ratioReturn relative to average drawdown | 8.66 | 7.59 | +1.07 |
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Drawdowns
BRGKX vs. SGOIX - Drawdown Comparison
The maximum BRGKX drawdown since its inception was -34.58%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for BRGKX and SGOIX.
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Drawdown Indicators
| BRGKX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.58% | -35.54% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -11.35% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -11.35% | -7.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.13% | -20.21% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | -24.79% | -9.79% |
Current DrawdownCurrent decline from peak | -1.93% | -1.60% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -4.58% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.89% | -1.83% |
Volatility
BRGKX vs. SGOIX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and First Eagle Overseas Fund Class I (SGOIX) have volatilities of 3.42% and 3.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGKX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.48% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 11.14% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 12.99% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 12.05% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 11.44% | +6.78% |
BRGKX vs. SGOIX - Expense Ratio Comparison
BRGKX has a 0.06% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Dividends
BRGKX vs. SGOIX - Dividend Comparison
BRGKX's dividend yield for the trailing twelve months is around 2.10%, less than SGOIX's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 2.10% | 2.77% | 1.38% | 1.49% | 1.82% | 1.88% | 1.51% | 2.82% | 2.46% | 2.31% | 3.94% | 4.86% |
SGOIX First Eagle Overseas Fund Class I | 7.54% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Frequently Asked Questions
BRGKX and SGOIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOIX has higher volatility (3.48%) compared to BRGKX (3.42%). In terms of maximum drawdown, BRGKX dropped -34.58% vs SGOIX's -35.54%.
SGOIX currently has the higher Sharpe Ratio (2.29 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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