MNNAX vs. SGOIX
Compare and contrast key facts about Victory Munder Multi-Cap Fund (MNNAX) and First Eagle Overseas Fund Class I (SGOIX).
MNNAX is managed by Victory. It was launched on Aug 19, 1996. SGOIX is managed by First Eagle.
Performance
MNNAX vs. SGOIX - Performance Comparison
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MNNAX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNNAX Victory Munder Multi-Cap Fund | -1.92% | 21.78% | 25.59% | 24.59% | -19.03% | 35.03% | 11.18% | 28.33% | -14.68% | 28.41% |
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, MNNAX achieves a -1.92% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, MNNAX has outperformed SGOIX with an annualized return of 13.09%, while SGOIX has yielded a comparatively lower 8.31% annualized return.
MNNAX
- 1D
- 3.45%
- 1M
- -5.06%
- YTD
- -1.92%
- 6M
- 0.79%
- 1Y
- 25.45%
- 3Y*
- 20.59%
- 5Y*
- 13.31%
- 10Y*
- 13.09%
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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MNNAX vs. SGOIX - Expense Ratio Comparison
MNNAX has a 1.28% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Return for Risk
MNNAX vs. SGOIX — Risk / Return Rank
MNNAX
SGOIX
MNNAX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Munder Multi-Cap Fund (MNNAX) 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.
| MNNAX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 2.21 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.80 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.59 | -0.40 |
Martin ratioReturn relative to average drawdown | 10.13 | 10.79 | -0.66 |
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
| MNNAX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.21 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.86 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.73 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.88 | -0.52 |
Correlation
The correlation between MNNAX 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
MNNAX vs. SGOIX - Dividend Comparison
MNNAX's dividend yield for the trailing twelve months is around 14.66%, more than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNNAX Victory Munder Multi-Cap Fund | 14.66% | 14.38% | 8.72% | 4.65% | 15.37% | 10.88% | 0.07% | 2.76% | 19.25% | 5.28% | 0.00% | 21.54% |
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
MNNAX vs. SGOIX - Drawdown Comparison
The maximum MNNAX drawdown since its inception was -92.93%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for MNNAX and SGOIX.
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Drawdown Indicators
| MNNAX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.93% | -35.54% | -57.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.35% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -21.39% | -8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.01% | -24.79% | -13.22% |
Current DrawdownCurrent decline from peak | -6.60% | -8.91% | +2.31% |
Average DrawdownAverage peak-to-trough decline | -51.03% | -4.57% | -46.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.72% | -0.13% |
Volatility
MNNAX vs. SGOIX - Volatility Comparison
Victory Munder Multi-Cap Fund (MNNAX) and First Eagle Overseas Fund Class I (SGOIX) have volatilities of 6.36% and 6.40%, 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
| MNNAX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.40% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 9.85% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 13.64% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.03% | 11.77% | +8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 11.37% | +8.93% |