RSEAX vs. SGOIX
Compare and contrast key facts about Russell Investments U.S. Strategic Equity Fund (RSEAX) and First Eagle Overseas Fund Class I (SGOIX).
RSEAX is managed by Russell. It was launched on Aug 6, 2012. SGOIX is managed by First Eagle.
Performance
RSEAX vs. SGOIX - Performance Comparison
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RSEAX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSEAX Russell Investments U.S. Strategic Equity Fund | -4.88% | 14.44% | 19.90% | 26.15% | -21.05% | 20.19% | 23.44% | 29.58% | -9.98% | 20.77% |
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, RSEAX achieves a -4.88% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, RSEAX has outperformed SGOIX with an annualized return of 11.67%, while SGOIX has yielded a comparatively lower 8.31% annualized return.
RSEAX
- 1D
- 2.90%
- 1M
- -4.66%
- YTD
- -4.88%
- 6M
- -3.26%
- 1Y
- 13.91%
- 3Y*
- 15.51%
- 5Y*
- 7.98%
- 10Y*
- 11.67%
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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RSEAX vs. SGOIX - Expense Ratio Comparison
RSEAX has a 0.99% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Return for Risk
RSEAX vs. SGOIX — Risk / Return Rank
RSEAX
SGOIX
RSEAX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Strategic Equity Fund (RSEAX) 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.
| RSEAX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.21 | -1.41 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.80 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.59 | -1.33 |
Martin ratioReturn relative to average drawdown | 5.58 | 10.79 | -5.21 |
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
| RSEAX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.21 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.86 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.73 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.88 | -0.23 |
Correlation
The correlation between RSEAX and SGOIX is 0.63, 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
RSEAX vs. SGOIX - Dividend Comparison
RSEAX's dividend yield for the trailing twelve months is around 12.42%, more than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSEAX Russell Investments U.S. Strategic Equity Fund | 12.42% | 11.81% | 10.74% | 4.04% | 6.61% | 7.64% | 0.52% | 5.07% | 23.30% | 9.12% | 5.47% | 6.41% |
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
RSEAX vs. SGOIX - Drawdown Comparison
The maximum RSEAX drawdown since its inception was -34.37%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for RSEAX and SGOIX.
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Drawdown Indicators
| RSEAX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -35.54% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -11.35% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -21.39% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -34.37% | -24.79% | -9.58% |
Current DrawdownCurrent decline from peak | -6.55% | -8.91% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -4.57% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.72% | 0.00% |
Volatility
RSEAX vs. SGOIX - Volatility Comparison
The current volatility for Russell Investments U.S. Strategic Equity Fund (RSEAX) is 5.25%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that RSEAX 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
| RSEAX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 6.40% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.85% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 13.64% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.50% | 11.77% | +6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 11.37% | +7.49% |