IWV vs. SGIIX
IWV (iShares Russell 3000 ETF) and SGIIX (First Eagle Global Fund Class I) are both funds - IWV is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while SGIIX is a Global Equities fund managed by First Eagle. Over the past 10 years, IWV returned 14.85%/yr vs 10.43%/yr for SGIIX. A 0.75 correlation means they provide meaningful diversification when combined. IWV charges 0.20%/yr vs 0.86%/yr for SGIIX.
Performance
IWV vs. SGIIX - Performance Comparison
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Returns By Period
In the year-to-date period, IWV achieves a 11.36% return, which is significantly higher than SGIIX's 7.75% return. Over the past 10 years, IWV has outperformed SGIIX with an annualized return of 14.85%, while SGIIX has yielded a comparatively lower 10.43% annualized return.
IWV
- 1D
- 0.52%
- 1M
- 4.56%
- YTD
- 11.36%
- 6M
- 11.08%
- 1Y
- 28.12%
- 3Y*
- 22.07%
- 5Y*
- 12.64%
- 10Y*
- 14.85%
SGIIX
- 1D
- -0.84%
- 1M
- 1.82%
- YTD
- 7.75%
- 6M
- 9.29%
- 1Y
- 26.45%
- 3Y*
- 19.06%
- 5Y*
- 10.86%
- 10Y*
- 10.43%
IWV vs. SGIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | 11.36% | 16.96% | 23.49% | 25.82% | -19.28% | 25.54% | 20.55% | 30.66% | -5.43% | 20.97% |
SGIIX First Eagle Global Fund Class I | 7.75% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
Correlation
The correlation between IWV and SGIIX is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.75 |
The correlation between IWV and SGIIX shifts across timeframes, from 0.70 (1 year) to 0.83 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IWV vs. SGIIX — Risk / Return Rank
IWV
SGIIX
IWV vs. SGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) 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.
| IWV | SGIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.56 | +0.62 |
| Martin ratioReturn relative to average drawdown | 14.64 | 9.02 | +5.61 |
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
| IWV | SGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.41 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.91 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.92 | -0.47 |
Drawdowns
IWV vs. SGIIX - Drawdown Comparison
The maximum IWV drawdown since its inception was -55.61%, which is greater than SGIIX's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for IWV and SGIIX.
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Drawdown Indicators
| IWV | SGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -37.03% | -18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -10.52% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | -10.52% | -8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -19.42% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -27.64% | -7.58% |
Current DrawdownCurrent decline from peak | -0.25% | -3.02% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -3.71% | -6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.98% | -1.05% |
Volatility
IWV vs. SGIIX - Volatility Comparison
iShares Russell 3000 ETF (IWV) and First Eagle Global Fund Class I (SGIIX) have volatilities of 2.91% and 3.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWV | SGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.01% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 9.18% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 11.17% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 11.96% | +5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 12.50% | +5.90% |
IWV vs. SGIIX - Expense Ratio Comparison
IWV has a 0.20% expense ratio, which is lower than SGIIX's 0.86% expense ratio.
Dividends
IWV vs. SGIIX - Dividend Comparison
IWV's dividend yield for the trailing twelve months is around 0.85%, less than SGIIX's 8.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | 0.85% | 0.96% | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% |
SGIIX First Eagle Global Fund Class I | 8.92% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
Frequently Asked Questions
IWV and SGIIX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGIIX has higher volatility (3.01%) compared to IWV (2.91%). In terms of maximum drawdown, IWV dropped -55.61% vs SGIIX's -37.03%.
SGIIX currently has the higher Sharpe Ratio (2.41 vs 2.33), 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.
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