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FESCX vs. SGIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FESCX vs. SGIIX

Last updated Apr 2, 2026

Compare and contrast key facts about First Eagle Small Cap Opportunity Fund (FESCX) and First Eagle Global Fund Class I (SGIIX).

FESCX is managed by First Eagle. It was launched on Apr 26, 2021. SGIIX is managed by First Eagle.

Performance

FESCX vs. SGIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Small Cap Opportunity Fund (FESCX) and First Eagle Global Fund Class I (SGIIX). The values are adjusted to include any dividend payments, if applicable.

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FESCX vs. SGIIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FESCX
First Eagle Small Cap Opportunity Fund		6.03%13.33%6.47%16.75%-14.05%1.23%
SGIIX
First Eagle Global Fund Class I		1.79%31.94%12.03%13.04%-6.23%0.74%

Returns By Period

In the year-to-date period, FESCX achieves a 6.03% return, which is significantly higher than SGIIX's 1.79% return.

FESCX

1D
2.58%
1M
-7.09%
YTD
6.03%
6M
7.59%
1Y
32.73%
3Y*
12.03%
5Y*
—
10Y*
—

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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First Eagle Small Cap Opportunity Fund

First Eagle Global Fund Class I

Often compared with FESCX:
FESCX vs. VBRFESCX vs. XSMOFESCX vs. PXSGXFESCX vs. PMAQXFESCX vs. AVUVFESCX vs. CALFFESCX vs. VTWO
Often compared with SGIIX:
SGIIX vs. SPYSGIIX vs. SGOIXSGIIX vs. FEGIXSGIIX vs. VOOSGIIX vs. VWNFXSGIIX vs. WAEMXSGIIX vs. QQQ

FESCX vs. SGIIX - Expense Ratio Comparison

FESCX has a 1.00% expense ratio, which is higher than SGIIX's 0.86% expense ratio.

FESCX
First Eagle Small Cap Opportunity Fund
SGIIX
First Eagle Global Fund Class I

Return for Risk

FESCX vs. SGIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FESCX
FESCX Risk / Return Rank: 7676
Overall Rank
FESCX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FESCX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FESCX Omega Ratio Rank: 6666
Omega Ratio Rank
FESCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FESCX Martin Ratio Rank: 8181
Martin Ratio Rank
SGIIX
SGIIX Risk / Return Rank: 8989
Overall Rank
SGIIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SGIIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SGIIX Omega Ratio Rank: 8888
Omega Ratio Rank
SGIIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SGIIX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FESCX vs. SGIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Small Cap Opportunity Fund (FESCX) 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.

FESCXSGIIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.89

-0.52

Sortino ratio

Return per unit of downside risk

1.99

2.55

-0.56

Omega ratio

Gain probability vs. loss probability

1.27

1.38

-0.11

Calmar ratio

Return relative to maximum drawdown

2.20

2.44

-0.24

Martin ratio

Return relative to average drawdown

8.54

10.05

-1.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FESCX vs. SGIIX - Sharpe Ratio Comparison

The current FESCX Sharpe Ratio is 1.38, which is comparable to the SGIIX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FESCX and SGIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FESCXSGIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.89

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.95

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.91

-0.66

Correlation

The correlation between FESCX and SGIIX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FESCX vs. SGIIX - Dividend Comparison

FESCX's dividend yield for the trailing twelve months is around 0.97%, less than SGIIX's 9.44% yield.

TTM20252024202320222021202020192018201720162015
FESCX
First Eagle Small Cap Opportunity Fund		0.97%1.03%1.56%0.60%0.11%0.00%0.00%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

FESCX vs. SGIIX - Drawdown Comparison

The maximum FESCX drawdown since its inception was -28.53%, smaller than the maximum SGIIX drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for FESCX and SGIIX.

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Drawdown Indicators

FESCXSGIIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.53%

-37.03%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-10.52%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

—

-19.42%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.64%

—

Current Drawdown

Current decline from peak

-7.16%

-8.39%

+1.23%

Average Drawdown

Average peak-to-trough decline

-9.12%

-3.71%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

2.56%

+1.24%

Volatility

FESCX vs. SGIIX - Volatility Comparison

First Eagle Small Cap Opportunity Fund (FESCX) has a higher volatility of 7.50% compared to First Eagle Global Fund Class I (SGIIX) at 5.42%. This indicates that FESCX'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

FESCXSGIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

5.42%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

9.10%

+5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

13.54%

+10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

11.90%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

12.46%

+10.33%