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SGENX vs. SGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SGENX vs. SGOIX

Last updated Apr 1, 2026

Compare and contrast key facts about First Eagle Global Fund Class A (SGENX) and First Eagle Overseas Fund Class I (SGOIX).

SGENX is managed by First Eagle. It was launched on Jan 1, 1979. SGOIX is managed by First Eagle.

Performance

SGENX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Global Fund Class A (SGENX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

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SGENX vs. SGOIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SGENX
First Eagle Global Fund Class A		-0.50%31.62%11.78%12.77%-6.46%12.20%8.33%20.16%-8.46%13.48%
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, SGENX achieves a -0.50% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, SGENX has outperformed SGOIX with an annualized return of 9.65%, while SGOIX has yielded a comparatively lower 8.06% annualized return.

SGENX

1D
0.14%
1M
-10.41%
YTD
-0.50%
6M
4.87%
1Y
22.49%
3Y*
15.94%
5Y*
10.74%
10Y*
9.65%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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First Eagle Global Fund Class A

First Eagle Overseas Fund Class I

Often compared with SGENX:
SGENX vs. VOOSGENX vs. SPYSGENX vs. FSPSXSGENX vs. TIBAXSGENX vs. VTTSXSGENX vs. GLOSXSGENX vs. MBXIX
Often compared with SGOIX:
SGOIX vs. SGIIXSGOIX vs. ^GSPCSGOIX vs. SPYSGOIX vs. FIGRXSGOIX vs. FSPSXSGOIX vs. FXAIXSGOIX vs. IDMO

SGENX vs. SGOIX - Expense Ratio Comparison

SGENX has a 1.11% expense ratio, which is higher than SGOIX's 0.88% expense ratio.

SGENX
First Eagle Global Fund Class A
SGOIX
First Eagle Overseas Fund Class I

Return for Risk

SGENX vs. SGOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGENX
SGENX Risk / Return Rank: 8585
Overall Rank
SGENX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGENX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SGENX Omega Ratio Rank: 8585
Omega Ratio Rank
SGENX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SGENX Martin Ratio Rank: 8484
Martin Ratio Rank
SGOIX
SGOIX Risk / Return Rank: 8989
Overall Rank
SGOIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 8989
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGENX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) 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.

SGENXSGOIXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.97

-0.27

Sortino ratio

Return per unit of downside risk

2.30

2.51

-0.21

Omega ratio

Gain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratio

Return relative to maximum drawdown

2.04

2.25

-0.20

Martin ratio

Return relative to average drawdown

8.60

9.52

-0.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGENX vs. SGOIX - Sharpe Ratio Comparison

The current SGENX Sharpe Ratio is 1.70, which is comparable to the SGOIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SGENX and SGOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SGENXSGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.97

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.84

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.71

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.87

+0.09

Correlation

The correlation between SGENX and SGOIX is 0.90, 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

SGENX vs. SGOIX - Dividend Comparison

SGENX's dividend yield for the trailing twelve months is around 9.50%, more than SGOIX's 8.33% yield.

TTM20252024202320222021202020192018201720162015
SGENX
First Eagle Global Fund Class A		9.50%9.45%5.46%3.52%4.17%6.27%2.38%5.48%6.35%4.23%4.72%1.16%
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

SGENX vs. SGOIX - Drawdown Comparison

The maximum SGENX drawdown since its inception was -37.60%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for SGENX and SGOIX.

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Drawdown Indicators

SGENXSGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.60%

-35.54%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-11.35%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

-21.39%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-27.68%

-24.79%

-2.89%

Current Drawdown

Current decline from peak

-10.41%

-10.98%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.42%

-4.57%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.68%

-0.18%

Volatility

SGENX vs. SGOIX - Volatility Comparison

The current volatility for First Eagle Global Fund Class A (SGENX) is 4.68%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that SGENX 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

SGENXSGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

5.81%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

9.60%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

13.48%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

11.73%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

11.34%

+1.10%