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FZILX vs. SGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FZILX vs. SGOIX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity ZERO International Index Fund (FZILX) and First Eagle Overseas Fund Class I (SGOIX).

FZILX is managed by Fidelity. SGOIX is managed by First Eagle.

Performance

FZILX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity ZERO International Index Fund (FZILX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

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FZILX vs. SGOIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
FZILX
Fidelity ZERO International Index Fund		2.17%33.52%5.32%16.28%-15.96%8.19%11.06%21.69%-9.38%
SGOIX
First Eagle Overseas Fund Class I		3.80%39.06%6.45%10.73%-7.86%5.25%7.25%17.90%-5.57%

Returns By Period

In the year-to-date period, FZILX achieves a 2.17% return, which is significantly lower than SGOIX's 3.80% return.

FZILX

1D
3.01%
1M
-6.87%
YTD
2.17%
6M
6.45%
1Y
27.85%
3Y*
16.00%
5Y*
7.70%
10Y*
—

SGOIX

1D
2.33%
1M
-7.69%
YTD
3.80%
6M
9.66%
1Y
29.85%
3Y*
16.77%
5Y*
10.05%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Fidelity ZERO International Index Fund

First Eagle Overseas Fund Class I

Often compared with FZILX:
FZILX vs. VXUSFZILX vs. FTIHXFZILX vs. FSPSXFZILX vs. FZROXFZILX vs. FXAIXFZILX vs. FXNAXFZILX vs. VTI
Often compared with SGOIX:
SGOIX vs. SGIIXSGOIX vs. ^GSPCSGOIX vs. SPYSGOIX vs. FIGRXSGOIX vs. FSPSXSGOIX vs. FXAIXSGOIX vs. IDMO

FZILX vs. SGOIX - Expense Ratio Comparison

FZILX has a 0.00% expense ratio, which is lower than SGOIX's 0.88% expense ratio.

SGOIX
First Eagle Overseas Fund Class I
FZILX
Fidelity ZERO International Index Fund

Return for Risk

FZILX vs. SGOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FZILX
FZILX Risk / Return Rank: 8787
Overall Rank
FZILX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FZILX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FZILX Omega Ratio Rank: 8484
Omega Ratio Rank
FZILX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FZILX Martin Ratio Rank: 8888
Martin Ratio Rank
SGOIX
SGOIX Risk / Return Rank: 9292
Overall Rank
SGOIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 9292
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 9191
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.

FZILX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) 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.

FZILXSGOIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.21

-0.47

Sortino ratio

Return per unit of downside risk

2.32

2.80

-0.48

Omega ratio

Gain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratio

Return relative to maximum drawdown

2.44

2.59

-0.15

Martin ratio

Return relative to average drawdown

9.45

10.79

-1.34

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

FZILX vs. SGOIX - Sharpe Ratio Comparison

The current FZILX Sharpe Ratio is 1.74, which is comparable to the SGOIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FZILX and SGOIX, 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

FZILXSGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.21

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.86

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.73

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.88

-0.38

Correlation

The correlation between FZILX and SGOIX is 0.91, 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

FZILX vs. SGOIX - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.62%, less than SGOIX's 8.15% yield.

TTM20252024202320222021202020192018201720162015
FZILX
Fidelity ZERO International Index Fund		2.62%2.67%3.00%2.98%2.71%2.61%1.64%2.37%0.02%0.00%0.00%0.00%
SGOIX
First Eagle Overseas Fund Class I		8.15%8.45%8.49%2.45%3.81%5.92%0.47%5.70%3.36%3.59%3.80%1.58%

Drawdowns

FZILX vs. SGOIX - Drawdown Comparison

The maximum FZILX drawdown since its inception was -34.37%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FZILX and SGOIX.

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Drawdown Indicators

FZILXSGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-35.54%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

-11.35%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.87%

-21.39%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.79%

—

Current Drawdown

Current decline from peak

-8.57%

-8.91%

+0.34%

Average Drawdown

Average peak-to-trough decline

-6.80%

-4.57%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.72%

+0.18%

Volatility

FZILX vs. SGOIX - Volatility Comparison

Fidelity ZERO International Index Fund (FZILX) has a higher volatility of 7.90% compared to First Eagle Overseas Fund Class I (SGOIX) at 6.40%. This indicates that FZILX'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.

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Volatility by Period

FZILXSGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

6.40%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

9.85%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

13.64%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

11.77%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

11.37%

+5.93%