FEHIX vs. SGOVX
Compare and contrast key facts about First Eagle High Income Fund (FEHIX) and First Eagle Overseas Fund (SGOVX).
FEHIX is managed by First Eagle. It was launched on Nov 19, 2007. SGOVX is managed by First Eagle. It was launched on Aug 31, 1993.
Performance
FEHIX vs. SGOVX - Performance Comparison
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FEHIX vs. SGOVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEHIX First Eagle High Income Fund | -0.47% | -0.69% | 11.47% | 8.46% | -8.46% | 3.50% | 7.33% | 8.61% | -0.40% | 4.62% |
SGOVX First Eagle Overseas Fund | 3.72% | 38.69% | 6.16% | 10.41% | -8.07% | 4.94% | 6.95% | 17.60% | -10.26% | 14.06% |
Returns By Period
In the year-to-date period, FEHIX achieves a -0.47% return, which is significantly lower than SGOVX's 3.72% return. Over the past 10 years, FEHIX has underperformed SGOVX with an annualized return of 4.74%, while SGOVX has yielded a comparatively higher 8.01% annualized return.
FEHIX
- 1D
- 0.51%
- 1M
- -1.98%
- YTD
- -0.47%
- 6M
- -0.17%
- 1Y
- -2.33%
- 3Y*
- 5.00%
- 5Y*
- 2.64%
- 10Y*
- 4.74%
SGOVX
- 1D
- 2.34%
- 1M
- -7.73%
- YTD
- 3.72%
- 6M
- 9.49%
- 1Y
- 29.49%
- 3Y*
- 16.45%
- 5Y*
- 9.76%
- 10Y*
- 8.01%
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FEHIX vs. SGOVX - Expense Ratio Comparison
FEHIX has a 0.80% expense ratio, which is lower than SGOVX's 1.16% expense ratio.
Return for Risk
FEHIX vs. SGOVX — Risk / Return Rank
FEHIX
SGOVX
FEHIX vs. SGOVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle High Income Fund (FEHIX) and First Eagle Overseas Fund (SGOVX). 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.
| FEHIX | SGOVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 2.19 | -2.44 |
Sortino ratioReturn per unit of downside risk | -0.28 | 2.78 | -3.06 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.43 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.55 | -2.72 |
Martin ratioReturn relative to average drawdown | -0.37 | 10.62 | -10.99 |
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
| FEHIX | SGOVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.19 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.83 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.71 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.87 | -0.30 |
Correlation
The correlation between FEHIX and SGOVX is 0.36, 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
FEHIX vs. SGOVX - Dividend Comparison
FEHIX's dividend yield for the trailing twelve months is around 5.63%, less than SGOVX's 8.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEHIX First Eagle High Income Fund | 5.63% | 5.92% | 5.17% | 4.40% | 5.00% | 3.87% | 4.32% | 4.40% | 5.56% | 5.22% | 6.09% | 7.53% |
SGOVX First Eagle Overseas Fund | 8.17% | 8.47% | 8.43% | 2.24% | 3.62% | 5.76% | 0.21% | 5.54% | 3.05% | 3.40% | 3.59% | 1.32% |
Drawdowns
FEHIX vs. SGOVX - Drawdown Comparison
The maximum FEHIX drawdown since its inception was -29.59%, smaller than the maximum SGOVX drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for FEHIX and SGOVX.
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Drawdown Indicators
| FEHIX | SGOVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.59% | -35.68% | +6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -11.38% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -12.56% | -21.68% | +9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -16.14% | -24.85% | +8.71% |
Current DrawdownCurrent decline from peak | -3.80% | -8.95% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -4.45% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.73% | +1.44% |
Volatility
FEHIX vs. SGOVX - Volatility Comparison
The current volatility for First Eagle High Income Fund (FEHIX) is 1.64%, while First Eagle Overseas Fund (SGOVX) has a volatility of 6.41%. This indicates that FEHIX experiences smaller price fluctuations and is considered to be less risky than SGOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEHIX | SGOVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 6.41% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 2.65% | 9.83% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.39% | 13.64% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.35% | 11.76% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 11.37% | -6.41% |