SGENX vs. VTTSX
Compare and contrast key facts about First Eagle Global Fund Class A (SGENX) and Vanguard Target Retirement 2060 Fund (VTTSX).
SGENX is managed by First Eagle. It was launched on Jan 1, 1979. VTTSX is managed by Vanguard. It was launched on Jan 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGENX or VTTSX.
Key characteristics
| SGENX | VTTSX | |
|---|---|---|
| YTD Return | 15.18% | 16.04% |
| 1Y Return | 20.74% | 24.34% |
| 3Y Return (Ann) | 6.25% | 4.67% |
| 5Y Return (Ann) | 8.70% | 10.10% |
| 10Y Return (Ann) | 7.23% | 8.88% |
| Sharpe Ratio | 2.49 | 2.45 |
| Sortino Ratio | 3.45 | 3.41 |
| Omega Ratio | 1.44 | 1.45 |
| Calmar Ratio | 5.80 | 3.35 |
| Martin Ratio | 19.18 | 15.87 |
| Ulcer Index | 1.19% | 1.70% |
| Daily Std Dev | 9.20% | 11.03% |
| Max Drawdown | -37.60% | -31.38% |
| Current Drawdown | -2.85% | -1.19% |
Correlation
The correlation between SGENX and VTTSX 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.
Performance
SGENX vs. VTTSX - Performance Comparison
In the year-to-date period, SGENX achieves a 15.18% return, which is significantly lower than VTTSX's 16.04% return. Over the past 10 years, SGENX has underperformed VTTSX with an annualized return of 7.23%, while VTTSX has yielded a comparatively higher 8.88% 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. VTTSX - Expense Ratio Comparison
SGENX has a 1.11% expense ratio, which is higher than VTTSX's 0.08% expense ratio.
Risk-Adjusted Performance
SGENX vs. VTTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class A (SGENX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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. VTTSX - Dividend Comparison
SGENX's dividend yield for the trailing twelve months is around 1.12%, less than VTTSX's 1.84% 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% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.84% | 2.14% | 2.09% | 1.95% | 1.57% | 2.11% | 2.30% | 1.77% | 1.98% | 1.85% | 1.65% | 1.37% |
Drawdowns
SGENX vs. VTTSX - Drawdown Comparison
The maximum SGENX drawdown since its inception was -37.60%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for SGENX and VTTSX. For additional features, visit the drawdowns tool.
Volatility
SGENX vs. VTTSX - Volatility Comparison
The current volatility for First Eagle Global Fund Class A (SGENX) is 2.31%, while Vanguard Target Retirement 2060 Fund (VTTSX) has a volatility of 2.82%. This indicates that SGENX experiences smaller price fluctuations and is considered to be less risky than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.