SGENX vs. VOO
Compare and contrast key facts about First Eagle Global Fund Class A (SGENX) and Vanguard S&P 500 ETF (VOO).
SGENX is managed by First Eagle. It was launched on Jan 1, 1979. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGENX or VOO.
Key characteristics
| SGENX | VOO | |
|---|---|---|
| YTD Return | 5.34% | 6.68% |
| 1Y Return | 11.33% | 26.39% |
| 3Y Return (Ann) | 4.91% | 8.30% |
| 5Y Return (Ann) | 7.74% | 13.39% |
| 10Y Return (Ann) | 6.42% | 12.59% |
| Sharpe Ratio | 0.96 | 2.06 |
| Daily Std Dev | 10.74% | 11.84% |
| Max Drawdown | -37.60% | -33.99% |
| Current Drawdown | -1.66% | -3.50% |
Correlation
The correlation between SGENX and VOO is 0.84, 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. VOO - Performance Comparison
In the year-to-date period, SGENX achieves a 5.34% return, which is significantly lower than VOO's 6.68% return. Over the past 10 years, SGENX has underperformed VOO with an annualized return of 6.42%, while VOO has yielded a comparatively higher 12.59% 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. VOO - Expense Ratio Comparison
SGENX has a 1.11% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SGENX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SGENX's dividend yield for the trailing twelve months is around 3.34%, more than VOO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGENX First Eagle Global Fund Class A | 3.34% | 3.52% | 4.17% | 6.27% | 2.38% | 5.48% | 6.35% | 4.23% | 4.72% | 1.16% | 5.10% | 4.53% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SGENX vs. VOO - Drawdown Comparison
The maximum SGENX drawdown since its inception was -37.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGENX and VOO. For additional features, visit the drawdowns tool.
Volatility
SGENX vs. VOO - Volatility Comparison
The current volatility for First Eagle Global Fund Class A (SGENX) is 2.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.55%. This indicates that SGENX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.