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FEVIX vs. SGIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEVIX vs. SGIIX

Last updated Apr 1, 2026

Compare and contrast key facts about First Eagle U.S. Value Fund (FEVIX) and First Eagle Global Fund Class I (SGIIX).

FEVIX is managed by First Eagle. It was launched on Sep 3, 2001. SGIIX is managed by First Eagle.

Performance

FEVIX vs. SGIIX - Performance Comparison

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

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FEVIX vs. SGIIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FEVIX
First Eagle U.S. Value Fund		-0.55%22.95%15.94%14.64%-5.45%18.89%6.80%19.72%-5.56%13.02%
SGIIX
First Eagle Global Fund Class I		-0.43%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, FEVIX achieves a -0.55% return, which is significantly lower than SGIIX's -0.43% return. Over the past 10 years, FEVIX has outperformed SGIIX with an annualized return of 10.61%, while SGIIX has yielded a comparatively lower 9.93% annualized return.

FEVIX

1D
0.08%
1M
-8.32%
YTD
-0.55%
6M
4.20%
1Y
17.46%
3Y*
15.81%
5Y*
11.28%
10Y*
10.61%

SGIIX

1D
0.15%
1M
-10.39%
YTD
-0.43%
6M
5.00%
1Y
22.79%
3Y*
16.21%
5Y*
11.01%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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First Eagle U.S. Value Fund

First Eagle Global Fund Class I

Often compared with FEVIX:
FEVIX vs. SVAIXFEVIX vs. CGDVFEVIX vs. SGENXFEVIX vs. DODGXFEVIX vs. VOOFEVIX vs. IWDFEVIX vs. OMFL
Often compared with SGIIX:
SGIIX vs. SPYSGIIX vs. SGOIXSGIIX vs. FEGIXSGIIX vs. VOOSGIIX vs. VWNFXSGIIX vs. WAEMXSGIIX vs. QQQ

FEVIX vs. SGIIX - Expense Ratio Comparison

FEVIX has a 0.83% expense ratio, which is lower than SGIIX's 0.86% expense ratio.

SGIIX
First Eagle Global Fund Class I
FEVIX
First Eagle U.S. Value Fund

Return for Risk

FEVIX vs. SGIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FEVIX
FEVIX Risk / Return Rank: 7777
Overall Rank
FEVIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FEVIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FEVIX Omega Ratio Rank: 7777
Omega Ratio Rank
FEVIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FEVIX Martin Ratio Rank: 7676
Martin Ratio Rank
SGIIX
SGIIX Risk / Return Rank: 8686
Overall Rank
SGIIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGIIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGIIX Omega Ratio Rank: 8585
Omega Ratio Rank
SGIIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SGIIX Martin Ratio Rank: 8585
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.

FEVIX vs. SGIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) 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.

FEVIXSGIIXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.72

-0.34

Sortino ratio

Return per unit of downside risk

1.97

2.32

-0.36

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

1.82

2.07

-0.26

Martin ratio

Return relative to average drawdown

7.34

8.73

-1.38

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

FEVIX vs. SGIIX - Sharpe Ratio Comparison

The current FEVIX Sharpe Ratio is 1.39, which is comparable to the SGIIX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FEVIX 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

FEVIXSGIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.72

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.93

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.80

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.90

-0.19

Correlation

The correlation between FEVIX and SGIIX is 0.86, 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

FEVIX vs. SGIIX - Dividend Comparison

FEVIX's dividend yield for the trailing twelve months is around 9.51%, less than SGIIX's 9.65% yield.

TTM20252024202320222021202020192018201720162015
FEVIX
First Eagle U.S. Value Fund		9.51%9.46%6.79%6.67%8.32%9.28%1.93%8.58%16.27%9.09%8.76%5.07%
SGIIX
First Eagle Global Fund Class I		9.65%9.61%5.68%3.74%4.41%6.49%2.61%5.72%6.66%4.50%4.96%1.43%

Drawdowns

FEVIX vs. SGIIX - Drawdown Comparison

The maximum FEVIX drawdown since its inception was -36.44%, roughly equal to the maximum SGIIX drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for FEVIX and SGIIX.

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Drawdown Indicators

FEVIXSGIIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-37.03%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-10.52%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.34%

-19.42%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

-27.64%

-2.33%

Current Drawdown

Current decline from peak

-8.64%

-10.39%

+1.75%

Average Drawdown

Average peak-to-trough decline

-4.04%

-3.71%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.50%

-0.18%

Volatility

FEVIX vs. SGIIX - Volatility Comparison

The current volatility for First Eagle U.S. Value Fund (FEVIX) is 3.19%, while First Eagle Global Fund Class I (SGIIX) has a volatility of 4.69%. This indicates that FEVIX experiences smaller price fluctuations and is considered to be less risky 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

FEVIXSGIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

4.69%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

8.85%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

13.39%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

11.87%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.78%

12.44%

+1.34%