RPEAX vs. SGOIX
Compare and contrast key facts about Davis Opportunity Fund (RPEAX) and First Eagle Overseas Fund Class I (SGOIX).
RPEAX is managed by Davis Funds. It was launched on Dec 1, 1994. SGOIX is managed by First Eagle.
Performance
RPEAX vs. SGOIX - Performance Comparison
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RPEAX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | -3.24% | 21.86% | 32.82% | 22.21% | -14.12% | 24.92% | 12.78% | 25.06% | -23.66% | 23.09% |
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, RPEAX achieves a -3.24% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, RPEAX has outperformed SGOIX with an annualized return of 11.97%, while SGOIX has yielded a comparatively lower 8.06% annualized return.
RPEAX
- 1D
- -0.08%
- 1M
- -8.29%
- YTD
- -3.24%
- 6M
- 1.18%
- 1Y
- 17.38%
- 3Y*
- 24.20%
- 5Y*
- 12.69%
- 10Y*
- 11.97%
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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RPEAX vs. SGOIX - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Return for Risk
RPEAX vs. SGOIX — Risk / Return Rank
RPEAX
SGOIX
RPEAX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) 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.
| RPEAX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.97 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.51 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.25 | -0.94 |
Martin ratioReturn relative to average drawdown | 4.94 | 9.52 | -4.59 |
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
| RPEAX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.97 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.84 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.71 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.87 | -0.33 |
Correlation
The correlation between RPEAX and SGOIX is 0.53, 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
RPEAX vs. SGOIX - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 14.38%, more than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | 14.38% | 13.91% | 33.00% | 6.17% | 8.47% | 9.23% | 2.88% | 4.86% | 0.64% | 2.70% | 2.44% | 21.42% |
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
RPEAX vs. SGOIX - Drawdown Comparison
The maximum RPEAX drawdown since its inception was -59.71%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for RPEAX and SGOIX.
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Drawdown Indicators
| RPEAX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -35.54% | -24.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.35% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -21.39% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | -24.79% | -14.99% |
Current DrawdownCurrent decline from peak | -10.12% | -10.98% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -4.57% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.68% | +0.44% |
Volatility
RPEAX vs. SGOIX - Volatility Comparison
The current volatility for Davis Opportunity Fund (RPEAX) is 4.79%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that RPEAX 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
| RPEAX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 5.81% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 9.60% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 13.48% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 11.73% | +12.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 11.34% | +10.38% |