DMB vs. SGOIX
Compare and contrast key facts about Dimensional Multi-Blend Fund (DMB) and First Eagle Overseas Fund Class I (SGOIX).
DMB is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013. SGOIX is managed by First Eagle.
Performance
DMB vs. SGOIX - Performance Comparison
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DMB vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMB Dimensional Multi-Blend Fund | -2.99% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
SGOIX First Eagle Overseas Fund Class I | 1.44% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Returns By Period
In the year-to-date period, DMB achieves a -2.99% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, DMB has underperformed SGOIX with an annualized return of 2.41%, while SGOIX has yielded a comparatively higher 8.06% annualized return.
DMB
- 1D
- 2.13%
- 1M
- -4.76%
- YTD
- -2.99%
- 6M
- 0.78%
- 1Y
- 4.25%
- 3Y*
- 0.82%
- 5Y*
- -1.75%
- 10Y*
- 2.41%
SGOIX
- 1D
- 0.19%
- 1M
- -10.98%
- YTD
- 1.44%
- 6M
- 7.39%
- 1Y
- 27.04%
- 3Y*
- 15.87%
- 5Y*
- 9.77%
- 10Y*
- 8.06%
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DMB vs. SGOIX - Expense Ratio Comparison
DMB has a 0.03% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
DMB vs. SGOIX — Risk / Return Rank
DMB
SGOIX
DMB vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Blend Fund (DMB) 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.
| DMB | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.97 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.62 | 2.51 | -1.89 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.39 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.25 | -1.75 |
Martin ratioReturn relative to average drawdown | 1.31 | 9.52 | -8.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DMB | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.97 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.84 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.71 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.87 | -0.72 |
Correlation
The correlation between DMB and SGOIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DMB vs. SGOIX - Dividend Comparison
DMB's dividend yield for the trailing twelve months is around 4.44%, less than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMB Dimensional Multi-Blend Fund | 4.44% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
SGOIX First Eagle Overseas Fund Class I | 8.33% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
DMB vs. SGOIX - Drawdown Comparison
The maximum DMB drawdown since its inception was -40.15%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for DMB and SGOIX.
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Drawdown Indicators
| DMB | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -35.54% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -11.35% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -40.15% | -21.39% | -18.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -24.79% | -15.36% |
Current DrawdownCurrent decline from peak | -22.98% | -10.98% | -12.00% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -4.57% | -9.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.68% | +1.02% |
Volatility
DMB vs. SGOIX - Volatility Comparison
The current volatility for Dimensional Multi-Blend Fund (DMB) is 3.71%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that DMB experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMB | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 5.81% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 9.60% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 13.48% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 11.73% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 11.34% | +3.82% |