FSAKX vs. SGOIX

Last updated Jul 14, 2026

FSAKX (Strategic Advisers U.S. Total Stock Fund) and SGOIX (First Eagle Overseas Fund Class I) are both Large Cap Blend Equities funds. Over the past year, FSAKX returned 13.83% vs 25.08% for SGOIX. At a 0.49 correlation, their price movements are largely independent. FSAKX charges 0.28%/yr vs 0.88%/yr for SGOIX.

Performance

FSAKX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers U.S. Total Stock Fund (FSAKX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSAKX achieves a 8.94% return, which is significantly higher than SGOIX's 8.37% return.

FSAKX

• 1D: -2.95%
• 1M: -1.14%
• 6M: 6.47%
• YTD: 8.94%
• 1Y: 13.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGOIX

• 1D: 0.38%
• 1M: 0.06%
• 6M: 3.92%
• YTD: 8.37%
• 1Y: 25.08%
• 3Y*: 18.21%
• 5Y*: 10.14%
• 10Y*: 8.33%

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

FSAKX vs. SGOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FSAKX Strategic Advisers U.S. Total Stock Fund	8.94%	11.58%	13.73%
SGOIX First Eagle Overseas Fund Class I	8.37%	39.06%	0.66%

Correlation

The correlation between FSAKX and SGOIX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024	0.49

The correlation between FSAKX and SGOIX has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

Return for Risk

FSAKX vs. SGOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSAKX

FSAKX Risk / Return Rank: 36
FSAKX Sharpe Ratio Rank: 28
FSAKX Sortino Ratio Rank: 27
FSAKX Omega Ratio Rank: 30
FSAKX Calmar Ratio Rank: 40
FSAKX Martin Ratio Rank: 57

SGOIX

SGOIX Risk / Return Rank: 61
SGOIX Sharpe Ratio Rank: 75
SGOIX Sortino Ratio Rank: 67
SGOIX Omega Ratio Rank: 73
SGOIX Calmar Ratio Rank: 51
SGOIX Martin Ratio Rank: 39

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.

FSAKX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers U.S. Total Stock Fund (FSAKX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FSAKX	SGOIX	Difference
Sharpe ratio: Return per unit of total volatility	1.15	1.94	-0.79
Sortino ratio: Return per unit of downside risk	1.61	2.58	-0.97
Omega ratio: Gain probability vs. loss probability	1.22	1.36	-0.14
Calmar ratio: Return relative to maximum drawdown	1.92	2.19	-0.27
Martin ratio: Return relative to average drawdown	8.87	6.62	+2.24

FSAKX vs. SGOIX - Sharpe Ratio Comparison

The current FSAKX Sharpe Ratio is 1.15, which is lower than the SGOIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FSAKX and SGOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSAKX vs. SGOIX - Drawdown Comparison

The maximum FSAKX drawdown since its inception was -19.58%, smaller than the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FSAKX and SGOIX.

Drawdown Indicators

	FSAKX	SGOIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.58%	-35.54%	+15.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-11.35%	+2.38%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.35%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.79%	—
Current Drawdown Current decline from peak	-2.95%	-4.90%	+1.95%
Average Drawdown Average peak-to-trough decline	-2.62%	-4.58%	+1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	3.75%	-1.69%

Volatility

FSAKX vs. SGOIX - Volatility Comparison

Strategic Advisers U.S. Total Stock Fund (FSAKX) has a higher volatility of 5.34% compared to First Eagle Overseas Fund Class I (SGOIX) at 4.08%. This indicates that FSAKX'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.

Volatility by Period

	FSAKX	SGOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	4.08%	+1.26%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	11.05%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	12.87%	+2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.91%	12.03%	+7.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	11.42%	+8.49%

FSAKX vs. SGOIX - Expense Ratio Comparison

FSAKX has a 0.28% expense ratio, which is lower than SGOIX's 0.88% expense ratio.

Dividends

FSAKX vs. SGOIX - Dividend Comparison

FSAKX's dividend yield for the trailing twelve months is around 2.78%, less than SGOIX's 7.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSAKX Strategic Advisers U.S. Total Stock Fund	2.78%	3.02%	11.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGOIX First Eagle Overseas Fund Class I	7.80%	8.45%	8.49%	2.45%	3.81%	5.92%	0.47%	5.70%	3.36%	3.59%	3.80%	1.58%

Frequently Asked Questions

Can I hold both FSAKX and SGOIX in my portfolio?

FSAKX and SGOIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSAKX or SGOIX?

FSAKX has higher volatility (5.34%) compared to SGOIX (4.08%). In terms of maximum drawdown, FSAKX dropped -19.58% vs SGOIX's -35.54%.

Which has better risk-adjusted returns?

SGOIX currently has the higher Sharpe Ratio (1.94 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.