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SGENX vs. VHGEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGENX and VHGEX is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SGENX vs. VHGEX - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
399.76%
850.64%
SGENX
VHGEX

Key characteristics

Sharpe Ratio

SGENX:

0.79

VHGEX:

0.28

Sortino Ratio

SGENX:

1.16

VHGEX:

0.53

Omega Ratio

SGENX:

1.17

VHGEX:

1.07

Calmar Ratio

SGENX:

0.95

VHGEX:

0.28

Martin Ratio

SGENX:

3.04

VHGEX:

1.17

Ulcer Index

SGENX:

3.36%

VHGEX:

4.65%

Daily Std Dev

SGENX:

12.93%

VHGEX:

19.47%

Max Drawdown

SGENX:

-45.72%

VHGEX:

-65.71%

Current Drawdown

SGENX:

-2.28%

VHGEX:

-9.25%

Returns By Period

In the year-to-date period, SGENX achieves a 6.70% return, which is significantly higher than VHGEX's -2.84% return. Over the past 10 years, SGENX has underperformed VHGEX with an annualized return of 3.61%, while VHGEX has yielded a comparatively higher 6.99% annualized return.


SGENX

YTD

6.70%

1M

-1.00%

6M

-0.69%

1Y

9.91%

5Y*

8.47%

10Y*

3.61%

VHGEX

YTD

-2.84%

1M

-2.70%

6M

-4.21%

1Y

4.65%

5Y*

11.07%

10Y*

6.99%

*Annualized

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SGENX vs. VHGEX - Expense Ratio Comparison

SGENX has a 1.11% expense ratio, which is higher than VHGEX's 0.45% expense ratio.


Expense ratio chart for SGENX: current value is 1.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGENX: 1.11%
Expense ratio chart for VHGEX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHGEX: 0.45%

Risk-Adjusted Performance

SGENX vs. VHGEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGENX
The Risk-Adjusted Performance Rank of SGENX is 7474
Overall Rank
The Sharpe Ratio Rank of SGENX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SGENX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SGENX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SGENX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SGENX is 7272
Martin Ratio Rank

VHGEX
The Risk-Adjusted Performance Rank of VHGEX is 4343
Overall Rank
The Sharpe Ratio Rank of VHGEX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VHGEX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VHGEX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VHGEX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VHGEX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGENX vs. VHGEX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SGENX, currently valued at 0.79, compared to the broader market-1.000.001.002.003.00
SGENX: 0.79
VHGEX: 0.28
The chart of Sortino ratio for SGENX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
SGENX: 1.16
VHGEX: 0.53
The chart of Omega ratio for SGENX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
SGENX: 1.17
VHGEX: 1.07
The chart of Calmar ratio for SGENX, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.00
SGENX: 0.95
VHGEX: 0.28
The chart of Martin ratio for SGENX, currently valued at 3.04, compared to the broader market0.0010.0020.0030.0040.0050.00
SGENX: 3.04
VHGEX: 1.17

The current SGENX Sharpe Ratio is 0.79, which is higher than the VHGEX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SGENX and VHGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.79
0.28
SGENX
VHGEX

Dividends

SGENX vs. VHGEX - Dividend Comparison

SGENX's dividend yield for the trailing twelve months is around 2.23%, more than VHGEX's 1.29% yield.


TTM20242023202220212020201920182017201620152014
SGENX
First Eagle Global Fund Class A
2.23%2.38%1.29%0.10%1.93%0.83%1.26%0.84%0.74%0.38%0.13%0.56%
VHGEX
Vanguard Global Equity Fund
1.29%1.25%1.15%1.65%0.92%0.67%2.33%1.59%1.29%1.51%1.71%1.56%

Drawdowns

SGENX vs. VHGEX - Drawdown Comparison

The maximum SGENX drawdown since its inception was -45.72%, smaller than the maximum VHGEX drawdown of -65.71%. Use the drawdown chart below to compare losses from any high point for SGENX and VHGEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.28%
-9.25%
SGENX
VHGEX

Volatility

SGENX vs. VHGEX - Volatility Comparison

The current volatility for First Eagle Global Fund Class A (SGENX) is 8.80%, while Vanguard Global Equity Fund (VHGEX) has a volatility of 13.63%. This indicates that SGENX experiences smaller price fluctuations and is considered to be less risky than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.80%
13.63%
SGENX
VHGEX