PXNIX vs. SGOIX
Compare and contrast key facts about Pax International Sustainable Economy Fund Institutional Class (PXNIX) and First Eagle Overseas Fund Class I (SGOIX).
PXNIX is managed by Pax World Funds. SGOIX is managed by First Eagle.
Performance
PXNIX vs. SGOIX - Performance Comparison
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PXNIX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | -3.85% | 28.91% | 5.03% | 19.28% | -17.81% | 11.23% | 10.79% | 23.03% | -12.92% | 23.35% |
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, PXNIX achieves a -3.85% return, which is significantly lower than SGOIX's 1.44% return. Both investments have delivered pretty close results over the past 10 years, with PXNIX having a 7.94% annualized return and SGOIX not far ahead at 8.06%.
PXNIX
- 1D
- 0.51%
- 1M
- -11.13%
- YTD
- -3.85%
- 6M
- 0.49%
- 1Y
- 15.33%
- 3Y*
- 12.58%
- 5Y*
- 6.76%
- 10Y*
- 7.94%
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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PXNIX vs. SGOIX - Expense Ratio Comparison
PXNIX has a 0.47% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
PXNIX vs. SGOIX — Risk / Return Rank
PXNIX
SGOIX
PXNIX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax International Sustainable Economy Fund Institutional Class (PXNIX) 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.
| PXNIX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.97 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.51 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.25 | -1.10 |
Martin ratioReturn relative to average drawdown | 4.45 | 9.52 | -5.07 |
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
| PXNIX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.97 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.84 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.71 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.87 | -0.36 |
Correlation
The correlation between PXNIX and SGOIX is 0.85, 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
PXNIX vs. SGOIX - Dividend Comparison
PXNIX's dividend yield for the trailing twelve months is around 7.45%, less than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | 7.45% | 7.17% | 3.54% | 2.38% | 2.64% | 4.69% | 1.82% | 2.58% | 2.84% | 2.54% | 2.74% | 2.04% |
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
PXNIX vs. SGOIX - Drawdown Comparison
The maximum PXNIX drawdown since its inception was -32.54%, smaller than the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for PXNIX and SGOIX.
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Drawdown Indicators
| PXNIX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.54% | -35.54% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.35% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -21.39% | -11.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.54% | -24.79% | -7.75% |
Current DrawdownCurrent decline from peak | -11.13% | -10.98% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -4.57% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.68% | +0.30% |
Volatility
PXNIX vs. SGOIX - Volatility Comparison
Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a higher volatility of 7.48% compared to First Eagle Overseas Fund Class I (SGOIX) at 5.81%. This indicates that PXNIX's price experiences larger fluctuations and is considered to be riskier 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
| PXNIX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 5.81% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 9.60% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 13.48% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 11.73% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 11.34% | +5.09% |