FZROX vs. SGOIX
Compare and contrast key facts about Fidelity ZERO Total Market Index Fund (FZROX) and First Eagle Overseas Fund Class I (SGOIX).
FZROX is managed by Fidelity. SGOIX is managed by First Eagle.
Performance
FZROX vs. SGOIX - Performance Comparison
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FZROX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
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, FZROX achieves a -3.98% return, which is significantly lower than SGOIX's 3.80% return.
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 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%
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FZROX vs. SGOIX - Expense Ratio Comparison
FZROX has a 0.00% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
FZROX vs. SGOIX — Risk / Return Rank
FZROX
SGOIX
FZROX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO Total Market Index Fund (FZROX) 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.
| FZROX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 2.21 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.80 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.59 | -1.08 |
Martin ratioReturn relative to average drawdown | 7.28 | 10.79 | -3.52 |
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
| FZROX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.21 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.86 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.88 | -0.25 |
Correlation
The correlation between FZROX and SGOIX is 0.70, 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
FZROX vs. SGOIX - Dividend Comparison
FZROX's dividend yield for the trailing twelve months is around 1.07%, less than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 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
FZROX vs. SGOIX - Drawdown Comparison
The maximum FZROX drawdown since its inception was -34.96%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FZROX and SGOIX.
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Drawdown Indicators
| FZROX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.96% | -35.54% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -11.35% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -21.39% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.79% | — |
Current DrawdownCurrent decline from peak | -6.16% | -8.91% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -4.57% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.72% | -0.14% |
Volatility
FZROX vs. SGOIX - Volatility Comparison
The current volatility for Fidelity ZERO Total Market Index Fund (FZROX) is 5.52%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that FZROX experiences smaller price fluctuations and is considered to be less risky 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
| FZROX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 6.40% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 9.85% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 13.64% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 11.77% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 11.37% | +8.91% |