MALRX vs. SGOIX
Compare and contrast key facts about BlackRock Advantage Large Cap Core Fund (MALRX) and First Eagle Overseas Fund Class I (SGOIX).
MALRX is managed by BlackRock. It was launched on Dec 22, 1999. SGOIX is managed by First Eagle.
Performance
MALRX vs. SGOIX - Performance Comparison
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MALRX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALRX BlackRock Advantage Large Cap Core Fund | -6.23% | 20.30% | 25.65% | 25.62% | -20.10% | 28.00% | 19.96% | 29.16% | -5.39% | 20.30% |
SGOIX First Eagle Overseas Fund Class I | 1.44% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Returns By Period
In the year-to-date period, MALRX achieves a -6.23% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, MALRX has outperformed SGOIX with an annualized return of 13.50%, while SGOIX has yielded a comparatively lower 8.06% annualized return.
MALRX
- 1D
- -0.53%
- 1M
- -7.65%
- YTD
- -6.23%
- 6M
- -2.39%
- 1Y
- 19.37%
- 3Y*
- 18.38%
- 5Y*
- 11.32%
- 10Y*
- 13.50%
SGOIX
- 1D
- 0.19%
- 1M
- -10.98%
- YTD
- 1.44%
- 6M
- 7.39%
- 1Y
- 27.04%
- 3Y*
- 15.87%
- 5Y*
- 9.77%
- 10Y*
- 8.06%
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MALRX vs. SGOIX - Expense Ratio Comparison
MALRX has a 0.48% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
MALRX vs. SGOIX — Risk / Return Rank
MALRX
SGOIX
MALRX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Core Fund (MALRX) 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.
| MALRX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.97 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.51 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.25 | -0.79 |
Martin ratioReturn relative to average drawdown | 7.50 | 9.52 | -2.02 |
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
| MALRX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.97 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.84 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.71 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.87 | -0.44 |
Correlation
The correlation between MALRX and SGOIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MALRX vs. SGOIX - Dividend Comparison
MALRX's dividend yield for the trailing twelve months is around 9.18%, more than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALRX BlackRock Advantage Large Cap Core Fund | 9.18% | 8.61% | 14.11% | 0.97% | 6.51% | 19.52% | 4.76% | 4.06% | 10.11% | 36.43% | 6.02% | 3.09% |
SGOIX First Eagle Overseas Fund Class I | 8.33% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
MALRX vs. SGOIX - Drawdown Comparison
The maximum MALRX drawdown since its inception was -54.29%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for MALRX and SGOIX.
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Drawdown Indicators
| MALRX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.29% | -35.54% | -18.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -11.35% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -21.39% | -4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.30% | -24.79% | -9.51% |
Current DrawdownCurrent decline from peak | -8.61% | -10.98% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -4.57% | -6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.68% | -0.34% |
Volatility
MALRX vs. SGOIX - Volatility Comparison
The current volatility for BlackRock Advantage Large Cap Core Fund (MALRX) is 4.54%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that MALRX 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
| MALRX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.81% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 9.60% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 13.48% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 11.73% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 11.34% | +7.01% |