FCUEX vs. SGOIX
FCUEX (Fiera Capital U.S. Equity Long-Term Quality Fund) and SGOIX (First Eagle Overseas Fund Class I) are both mutual funds - FCUEX is a Quality Factor fund managed by Fiera Capital, while SGOIX is a Foreign Large Cap Equities fund managed by First Eagle. Over the past 5 years, FCUEX returned 6.26%/yr vs 11.02%/yr for SGOIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. FCUEX charges 1.00%/yr vs 0.88%/yr for SGOIX.
Performance
FCUEX vs. SGOIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FCUEX achieves a 1.14% return, which is significantly lower than SGOIX's 12.13% return.
FCUEX
- 1D
- 1.19%
- 1M
- -1.87%
- 6M
- -1.16%
- YTD
- 1.14%
- 1Y
- 5.52%
- 3Y*
- 7.81%
- 5Y*
- 6.26%
- 10Y*
- —
- ALL TIME*
- 12.41%
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 |
FCUEX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCUEX Fiera Capital U.S. Equity Long-Term Quality Fund | 1.14% | 7.63% | 10.98% | 21.73% | -15.78% | 32.94% | 23.14% | 9.69% |
SGOIX First Eagle Overseas Fund Class I | 12.13% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 3.86% |
Correlation
The correlation between FCUEX and SGOIX is 0.54, 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. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2019 | 0.64 |
The correlation between FCUEX and SGOIX has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FCUEX vs. SGOIX — Risk / Return Rank
FCUEX
SGOIX
FCUEX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) 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.
| FCUEX | SGOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.42 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.61 | -2.25 |
| Martin ratioReturn relative to average drawdown | 1.12 | 7.59 | -6.46 |
Loading charts...
Drawdowns
FCUEX vs. SGOIX - Drawdown Comparison
The maximum FCUEX drawdown since its inception was -33.02%, smaller than the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FCUEX and SGOIX.
Loading charts...
Drawdown Indicators
| FCUEX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -35.54% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -11.35% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -11.35% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -20.21% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.79% | — |
Current DrawdownCurrent decline from peak | -2.68% | -1.60% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -4.58% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.89% | -0.29% |
Volatility
FCUEX vs. SGOIX - Volatility Comparison
Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) has a higher volatility of 3.68% compared to First Eagle Overseas Fund Class I (SGOIX) at 3.48%. This indicates that FCUEX'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.
Loading charts...
Volatility by Period
| FCUEX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.48% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 11.14% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.84% | 12.99% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 12.05% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.28% | 11.44% | +7.84% |
FCUEX vs. SGOIX - Expense Ratio Comparison
FCUEX has a 1.00% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Dividends
FCUEX vs. SGOIX - Dividend Comparison
FCUEX's dividend yield for the trailing twelve months is around 0.93%, less than SGOIX's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCUEX Fiera Capital U.S. Equity Long-Term Quality Fund | 0.93% | 0.94% | 1.34% | 0.29% | 3.47% | 0.86% | 1.20% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FCUEX and SGOIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCUEX has higher volatility (3.68%) compared to SGOIX (3.48%). In terms of maximum drawdown, FCUEX dropped -33.02% vs SGOIX's -35.54%.
SGOIX currently has the higher Sharpe Ratio (2.29 vs 0.34), 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.
Find the right allocation for FCUEX and SGOIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer