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

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.


-0.50.00.51.00.9

Performance

SGENX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Global Fund Class A (SGENX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
146.21%
239.42%
SGENX
VTTSX

Key characteristics

Sharpe Ratio

SGENX:

0.97

VTTSX:

1.46

Sortino Ratio

SGENX:

1.26

VTTSX:

2.03

Omega Ratio

SGENX:

1.19

VTTSX:

1.27

Calmar Ratio

SGENX:

1.18

VTTSX:

2.29

Martin Ratio

SGENX:

5.15

VTTSX:

9.29

Ulcer Index

SGENX:

1.94%

VTTSX:

1.75%

Daily Std Dev

SGENX:

10.31%

VTTSX:

11.11%

Max Drawdown

SGENX:

-37.60%

VTTSX:

-31.38%

Current Drawdown

SGENX:

-8.45%

VTTSX:

-3.73%

Returns By Period

In the year-to-date period, SGENX achieves a 8.54% return, which is significantly lower than VTTSX's 14.35% return. Over the past 10 years, SGENX has underperformed VTTSX with an annualized return of 6.60%, while VTTSX has yielded a comparatively higher 8.68% annualized return.


SGENX

YTD

8.54%

1M

-6.02%

6M

1.02%

1Y

9.20%

5Y*

6.98%

10Y*

6.60%

VTTSX

YTD

14.35%

1M

-0.68%

6M

4.68%

1Y

15.40%

5Y*

9.12%

10Y*

8.68%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SGENX vs. VTTSX - Expense Ratio Comparison

SGENX has a 1.11% expense ratio, which is higher than VTTSX's 0.08% expense ratio.


SGENX
First Eagle Global Fund Class A
Expense ratio chart for SGENX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for VTTSX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


Sharpe ratio
The chart of Sharpe ratio for SGENX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.971.46
The chart of Sortino ratio for SGENX, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.262.03
The chart of Omega ratio for SGENX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.27
The chart of Calmar ratio for SGENX, currently valued at 1.18, compared to the broader market0.005.0010.0015.001.182.29
The chart of Martin ratio for SGENX, currently valued at 5.15, compared to the broader market0.0020.0040.0060.005.159.29
SGENX
VTTSX

The current SGENX Sharpe Ratio is 0.97, which is lower than the VTTSX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SGENX and VTTSX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.97
1.46
SGENX
VTTSX

Dividends

SGENX vs. VTTSX - Dividend Comparison

SGENX has not paid dividends to shareholders, while VTTSX's dividend yield for the trailing twelve months is around 1.87%.


TTM20232022202120202019201820172016201520142013
SGENX
First Eagle Global Fund Class A
0.00%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
1.87%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.45%
-3.73%
SGENX
VTTSX

Volatility

SGENX vs. VTTSX - Volatility Comparison

First Eagle Global Fund Class A (SGENX) has a higher volatility of 5.44% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 3.08%. This indicates that SGENX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
3.08%
SGENX
VTTSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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