EGOIX vs. SGOIX
EGOIX (Allspring Large Cap Core Fund) and SGOIX (First Eagle Overseas Fund Class I) are both Large Cap Blend Equities funds. Over the past 10 years, EGOIX returned 18.27%/yr vs 8.47%/yr for SGOIX. A 0.59 correlation means they provide meaningful diversification when combined. EGOIX charges 0.67%/yr vs 0.88%/yr for SGOIX.
Performance
EGOIX vs. SGOIX - Performance Comparison
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Returns By Period
In the year-to-date period, EGOIX achieves a 12.19% return, which is significantly higher than SGOIX's 6.10% return. Over the past 10 years, EGOIX has outperformed SGOIX with an annualized return of 18.27%, while SGOIX has yielded a comparatively lower 8.47% annualized return.
EGOIX
- 1D
- -1.13%
- 1M
- 2.20%
- YTD
- 12.19%
- 6M
- 10.71%
- 1Y
- 25.20%
- 3Y*
- 23.18%
- 5Y*
- 15.15%
- 10Y*
- 18.27%
SGOIX
- 1D
- -1.57%
- 1M
- -3.06%
- YTD
- 6.10%
- 6M
- 5.69%
- 1Y
- 23.68%
- 3Y*
- 17.72%
- 5Y*
- 9.67%
- 10Y*
- 8.47%
EGOIX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGOIX Allspring Large Cap Core Fund | 12.19% | 17.80% | 26.19% | 25.26% | -13.92% | 31.29% | 8.41% | 58.66% | -8.37% | 23.78% |
SGOIX First Eagle Overseas Fund Class I | 6.10% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Correlation
The correlation between EGOIX and SGOIX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2007 | 0.59 |
The correlation between EGOIX and SGOIX has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
EGOIX vs. SGOIX — Risk / Return Rank
EGOIX
SGOIX
EGOIX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allspring Large Cap Core Fund (EGOIX) 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.
| EGOIX | SGOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.17 | +1.21 |
| Martin ratioReturn relative to average drawdown | 14.01 | 6.92 | +7.09 |
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Drawdowns
EGOIX vs. SGOIX - Drawdown Comparison
The maximum EGOIX drawdown since its inception was -49.35%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for EGOIX and SGOIX.
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Drawdown Indicators
| EGOIX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.35% | -35.54% | -13.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.13% | -11.35% | +3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -22.02% | -11.35% | -10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -20.21% | -10.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -24.79% | -11.00% |
Current DrawdownCurrent decline from peak | -1.98% | -6.89% | +4.91% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -4.57% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.55% | -1.60% |
Volatility
EGOIX vs. SGOIX - Volatility Comparison
Allspring Large Cap Core Fund (EGOIX) has a higher volatility of 4.97% compared to First Eagle Overseas Fund Class I (SGOIX) at 4.37%. This indicates that EGOIX's price experiences larger fluctuations and is considered to be riskier 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
| EGOIX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 4.37% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 11.02% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 12.80% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 12.02% | +7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 11.43% | +9.62% |
EGOIX vs. SGOIX - Expense Ratio Comparison
EGOIX has a 0.67% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Dividends
EGOIX vs. SGOIX - Dividend Comparison
EGOIX's dividend yield for the trailing twelve months is around 7.12%, less than SGOIX's 7.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGOIX Allspring Large Cap Core Fund | 7.12% | 7.99% | 13.05% | 8.72% | 12.53% | 14.05% | 15.40% | 40.61% | 14.37% | 2.18% | 1.23% | 1.59% |
SGOIX First Eagle Overseas Fund Class I | 7.97% | 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
EGOIX and SGOIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGOIX has higher volatility (4.97%) compared to SGOIX (4.37%). In terms of maximum drawdown, EGOIX dropped -49.35% vs SGOIX's -35.54%.
EGOIX currently has the higher Sharpe Ratio (2.05 vs 1.92), 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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