MEQFX vs. SGOIX
Compare and contrast key facts about AMG River Road Large Cap Value Select Fund (MEQFX) and First Eagle Overseas Fund Class I (SGOIX).
MEQFX is managed by AMG. It was launched on Aug 14, 1992. SGOIX is managed by First Eagle.
Performance
MEQFX vs. SGOIX - Performance Comparison
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MEQFX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | -4.94% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
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% | 14.38% |
Returns By Period
In the year-to-date period, MEQFX achieves a -4.94% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, MEQFX has outperformed SGOIX with an annualized return of 10.62%, while SGOIX has yielded a comparatively lower 8.31% annualized return.
MEQFX
- 1D
- 1.30%
- 1M
- -6.65%
- YTD
- -4.94%
- 6M
- -12.14%
- 1Y
- -10.02%
- 3Y*
- 9.93%
- 5Y*
- 10.34%
- 10Y*
- 10.62%
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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MEQFX vs. SGOIX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
MEQFX vs. SGOIX — Risk / Return Rank
MEQFX
SGOIX
MEQFX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) 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.
| MEQFX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 2.21 | -2.70 |
Sortino ratioReturn per unit of downside risk | -0.52 | 2.80 | -3.32 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.44 | -0.52 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.59 | -3.18 |
Martin ratioReturn relative to average drawdown | -1.55 | 10.79 | -12.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEQFX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 2.21 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.86 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.73 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.88 | -0.56 |
Correlation
The correlation between MEQFX and SGOIX is 0.44, 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
MEQFX vs. SGOIX - Dividend Comparison
MEQFX has not paid dividends to shareholders, while SGOIX's dividend yield for the trailing twelve months is around 8.15%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
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
MEQFX vs. SGOIX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for MEQFX and SGOIX.
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Drawdown Indicators
| MEQFX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -35.54% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -11.35% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -21.39% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | -24.79% | -3.90% |
Current DrawdownCurrent decline from peak | -16.13% | -8.91% | -7.22% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -4.57% | -7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 2.72% | +3.93% |
Volatility
MEQFX vs. SGOIX - Volatility Comparison
The current volatility for AMG River Road Large Cap Value Select Fund (MEQFX) is 3.85%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that MEQFX 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
| MEQFX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 6.40% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 9.85% | +5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 13.64% | +6.13% |
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 | 19.56% | 11.37% | +8.19% |