SGENX vs. GLOSX
Compare and contrast key facts about First Eagle Global Fund Class A (SGENX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX).
SGENX is managed by First Eagle. It was launched on Jan 1, 1979. GLOSX is managed by Amundi US. It was launched on Dec 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGENX or GLOSX.
Key characteristics
| SGENX | GLOSX | |
|---|---|---|
| YTD Return | 15.18% | 14.28% |
| 1Y Return | 20.74% | 20.46% |
| 3Y Return (Ann) | 6.25% | -1.07% |
| 5Y Return (Ann) | 8.70% | 7.71% |
| 10Y Return (Ann) | 7.23% | 5.06% |
| Sharpe Ratio | 2.49 | 1.85 |
| Sortino Ratio | 3.45 | 2.48 |
| Omega Ratio | 1.44 | 1.32 |
| Calmar Ratio | 5.80 | 1.11 |
| Martin Ratio | 19.18 | 10.79 |
| Ulcer Index | 1.19% | 2.09% |
| Daily Std Dev | 9.20% | 12.23% |
| Max Drawdown | -37.60% | -57.10% |
| Current Drawdown | -2.85% | -3.55% |
Correlation
The correlation between SGENX and GLOSX is 0.87, 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.
Performance
SGENX vs. GLOSX - Performance Comparison
In the year-to-date period, SGENX achieves a 15.18% return, which is significantly higher than GLOSX's 14.28% return. Over the past 10 years, SGENX has outperformed GLOSX with an annualized return of 7.23%, while GLOSX has yielded a comparatively lower 5.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGENX vs. GLOSX - Expense Ratio Comparison
SGENX has a 1.11% expense ratio, which is higher than GLOSX's 1.10% expense ratio.
Risk-Adjusted Performance
SGENX vs. GLOSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX). 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.
Dividends
SGENX vs. GLOSX - Dividend Comparison
SGENX's dividend yield for the trailing twelve months is around 1.12%, less than GLOSX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGENX First Eagle Global Fund Class A | 1.12% | 1.29% | 0.10% | 1.93% | 0.83% | 1.26% | 0.84% | 0.74% | 0.38% | 0.13% | 0.56% | 1.22% |
GLOSX Pioneer Global Sustainable Equity Fund Class A | 1.26% | 1.44% | 1.43% | 1.94% | 0.87% | 0.93% | 0.68% | 1.27% | 1.25% | 0.60% | 2.83% | 1.52% |
Drawdowns
SGENX vs. GLOSX - Drawdown Comparison
The maximum SGENX drawdown since its inception was -37.60%, smaller than the maximum GLOSX drawdown of -57.10%. Use the drawdown chart below to compare losses from any high point for SGENX and GLOSX. For additional features, visit the drawdowns tool.
Volatility
SGENX vs. GLOSX - Volatility Comparison
The current volatility for First Eagle Global Fund Class A (SGENX) is 2.31%, while Pioneer Global Sustainable Equity Fund Class A (GLOSX) has a volatility of 3.32%. This indicates that SGENX experiences smaller price fluctuations and is considered to be less risky than GLOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.