FEGOX vs. SGIIX
Compare and contrast key facts about First Eagle Gold Fund Class C (FEGOX) and First Eagle Global Fund Class I (SGIIX).
FEGOX is an actively managed fund by First Eagle. It was launched on May 15, 2003. SGIIX is managed by First Eagle.
Performance
FEGOX vs. SGIIX - Performance Comparison
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FEGOX vs. SGIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEGOX First Eagle Gold Fund Class C | 8.71% | 126.68% | 9.47% | 6.26% | -2.33% | -8.41% | 28.65% | 37.47% | -16.58% | 7.37% |
SGIIX First Eagle Global Fund Class I | 1.79% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
Returns By Period
In the year-to-date period, FEGOX achieves a 8.71% return, which is significantly higher than SGIIX's 1.79% return. Over the past 10 years, FEGOX has outperformed SGIIX with an annualized return of 15.37%, while SGIIX has yielded a comparatively lower 10.18% annualized return.
FEGOX
- 1D
- 6.17%
- 1M
- -18.02%
- YTD
- 8.71%
- 6M
- 24.50%
- 1Y
- 87.48%
- 3Y*
- 37.35%
- 5Y*
- 22.46%
- 10Y*
- 15.37%
SGIIX
- 1D
- 2.23%
- 1M
- -7.72%
- YTD
- 1.79%
- 6M
- 7.16%
- 1Y
- 25.36%
- 3Y*
- 17.07%
- 5Y*
- 11.22%
- 10Y*
- 10.18%
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FEGOX vs. SGIIX - Expense Ratio Comparison
FEGOX has a 1.91% expense ratio, which is higher than SGIIX's 0.86% expense ratio.
Return for Risk
FEGOX vs. SGIIX — Risk / Return Rank
FEGOX
SGIIX
FEGOX vs. SGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Gold Fund Class C (FEGOX) and First Eagle Global Fund Class I (SGIIX). 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.
| FEGOX | SGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 1.89 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.55 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.44 | +0.88 |
Martin ratioReturn relative to average drawdown | 12.09 | 10.05 | +2.05 |
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
| FEGOX | SGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.89 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.95 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.82 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.91 | -0.59 |
Correlation
The correlation between FEGOX and SGIIX is 0.49, 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
FEGOX vs. SGIIX - Dividend Comparison
FEGOX's dividend yield for the trailing twelve months is around 0.64%, less than SGIIX's 9.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEGOX First Eagle Gold Fund Class C | 0.64% | 0.70% | 5.05% | 0.22% | 0.00% | 0.24% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGIIX First Eagle Global Fund Class I | 9.44% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
Drawdowns
FEGOX vs. SGIIX - Drawdown Comparison
The maximum FEGOX drawdown since its inception was -71.67%, which is greater than SGIIX's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for FEGOX and SGIIX.
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Drawdown Indicators
| FEGOX | SGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.67% | -37.03% | -34.64% |
Max Drawdown (1Y)Largest decline over 1 year | -26.69% | -10.52% | -16.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -19.42% | -14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | -27.64% | -15.44% |
Current DrawdownCurrent decline from peak | -18.02% | -8.39% | -9.63% |
Average DrawdownAverage peak-to-trough decline | -31.43% | -3.71% | -27.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 2.56% | +4.76% |
Volatility
FEGOX vs. SGIIX - Volatility Comparison
First Eagle Gold Fund Class C (FEGOX) has a higher volatility of 15.59% compared to First Eagle Global Fund Class I (SGIIX) at 5.42%. This indicates that FEGOX's price experiences larger fluctuations and is considered to be riskier than SGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEGOX | SGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.59% | 5.42% | +10.17% |
Volatility (6M)Calculated over the trailing 6-month period | 33.00% | 9.10% | +23.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.96% | 13.54% | +25.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 11.90% | +16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.21% | 12.46% | +14.75% |