GQEFX vs. SGOIX
Compare and contrast key facts about GMO Quality Fund Class IV (GQEFX) and First Eagle Overseas Fund Class I (SGOIX).
GQEFX is an actively managed fund by GMO. It was launched on Feb 6, 2004. SGOIX is managed by First Eagle.
Performance
GQEFX vs. SGOIX - Performance Comparison
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GQEFX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQEFX GMO Quality Fund Class IV | -7.00% | 19.64% | 17.54% | 28.95% | -15.30% | 31.76% | 18.39% | 31.87% | 0.54% | 10.45% |
SGOIX First Eagle Overseas Fund Class I | 3.80% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 4.00% |
Returns By Period
In the year-to-date period, GQEFX achieves a -7.00% return, which is significantly lower than SGOIX's 3.80% return.
GQEFX
- 1D
- 2.80%
- 1M
- -6.44%
- YTD
- -7.00%
- 6M
- -2.28%
- 1Y
- 12.46%
- 3Y*
- 15.77%
- 5Y*
- 11.70%
- 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%
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GQEFX vs. SGOIX - Expense Ratio Comparison
GQEFX has a 0.47% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
GQEFX vs. SGOIX — Risk / Return Rank
GQEFX
SGOIX
GQEFX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund Class IV (GQEFX) 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.
| GQEFX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 2.21 | -1.46 |
Sortino ratioReturn per unit of downside risk | 1.20 | 2.80 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.44 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.59 | -1.58 |
Martin ratioReturn relative to average drawdown | 4.06 | 10.79 | -6.73 |
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
| GQEFX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.21 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.86 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.88 | -0.07 |
Correlation
The correlation between GQEFX and SGOIX is 0.71, 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
GQEFX vs. SGOIX - Dividend Comparison
GQEFX's dividend yield for the trailing twelve months is around 11.99%, more than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEFX GMO Quality Fund Class IV | 11.99% | 11.15% | 3.70% | 3.43% | 11.84% | 10.23% | 13.62% | 8.09% | 21.69% | 7.08% | 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
GQEFX vs. SGOIX - Drawdown Comparison
The maximum GQEFX drawdown since its inception was -30.42%, smaller than the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for GQEFX and SGOIX.
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Drawdown Indicators
| GQEFX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.42% | -35.54% | +5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -11.35% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -21.39% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.79% | — |
Current DrawdownCurrent decline from peak | -10.30% | -8.91% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -4.57% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.72% | +0.45% |
Volatility
GQEFX vs. SGOIX - Volatility Comparison
The current volatility for GMO Quality Fund Class IV (GQEFX) is 5.62%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that GQEFX 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
| GQEFX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 6.40% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 9.85% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 13.64% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 11.77% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 11.37% | +6.47% |