FEGIX vs. SGOIX
Compare and contrast key facts about First Eagle Gold Fund Class I (FEGIX) and First Eagle Overseas Fund Class I (SGOIX).
FEGIX is managed by First Eagle. It was launched on Aug 31, 1993. SGOIX is managed by First Eagle.
Performance
FEGIX vs. SGOIX - Performance Comparison
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FEGIX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEGIX First Eagle Gold Fund Class I | 2.63% | 128.89% | 10.57% | 7.24% | -1.31% | -7.54% | 30.00% | 38.98% | -15.69% | 8.44% |
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, FEGIX achieves a 2.63% return, which is significantly higher than SGOIX's 1.44% return. Over the past 10 years, FEGIX has outperformed SGOIX with an annualized return of 15.86%, while SGOIX has yielded a comparatively lower 8.06% annualized return.
FEGIX
- 1D
- -0.12%
- 1M
- -22.39%
- YTD
- 2.63%
- 6M
- 19.07%
- 1Y
- 78.51%
- 3Y*
- 35.94%
- 5Y*
- 22.88%
- 10Y*
- 15.86%
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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FEGIX vs. SGOIX - Expense Ratio Comparison
FEGIX has a 0.96% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Return for Risk
FEGIX vs. SGOIX — Risk / Return Rank
FEGIX
SGOIX
FEGIX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class I (FEGIX) 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.
| FEGIX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.97 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.51 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.25 | +0.72 |
Martin ratioReturn relative to average drawdown | 11.00 | 9.52 | +1.48 |
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
| FEGIX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.97 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.71 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.87 | -0.52 |
Correlation
The correlation between FEGIX and SGOIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FEGIX vs. SGOIX - Dividend Comparison
FEGIX's dividend yield for the trailing twelve months is around 1.16%, less than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEGIX First Eagle Gold Fund Class I | 1.16% | 1.19% | 5.31% | 1.08% | 0.00% | 1.19% | 1.48% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FEGIX vs. SGOIX - Drawdown Comparison
The maximum FEGIX drawdown since its inception was -70.38%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FEGIX and SGOIX.
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Drawdown Indicators
| FEGIX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.38% | -35.54% | -34.84% |
Max Drawdown (1Y)Largest decline over 1 year | -26.66% | -11.35% | -15.31% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -21.39% | -12.56% |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | -24.79% | -17.05% |
Current DrawdownCurrent decline from peak | -22.73% | -10.98% | -11.75% |
Average DrawdownAverage peak-to-trough decline | -28.82% | -4.57% | -24.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 2.68% | +4.53% |
Volatility
FEGIX vs. SGOIX - Volatility Comparison
First Eagle Gold Fund Class I (FEGIX) has a higher volatility of 13.89% compared to First Eagle Overseas Fund Class I (SGOIX) at 5.81%. This indicates that FEGIX'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
| FEGIX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.89% | 5.81% | +8.08% |
Volatility (6M)Calculated over the trailing 6-month period | 32.49% | 9.60% | +22.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.59% | 13.48% | +25.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.11% | 11.73% | +16.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 11.34% | +15.82% |