SGIIX vs. FEAMX
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and First Eagle Fund of America (FEAMX).
SGIIX is managed by First Eagle. FEAMX is managed by First Eagle. It was launched on Mar 2, 1998.
Performance
SGIIX vs. FEAMX - Performance Comparison
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SGIIX vs. FEAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | -0.43% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
FEAMX First Eagle Fund of America | -2.22% | 22.95% | 21.26% | 21.30% | -19.90% | 19.13% | 7.00% | 27.41% | -24.23% | 20.85% |
Returns By Period
In the year-to-date period, SGIIX achieves a -0.43% return, which is significantly higher than FEAMX's -2.22% return. Over the past 10 years, SGIIX has outperformed FEAMX with an annualized return of 9.93%, while FEAMX has yielded a comparatively lower 7.72% annualized return.
SGIIX
- 1D
- 0.15%
- 1M
- -10.39%
- YTD
- -0.43%
- 6M
- 5.00%
- 1Y
- 22.79%
- 3Y*
- 16.21%
- 5Y*
- 11.01%
- 10Y*
- 9.93%
FEAMX
- 1D
- 0.28%
- 1M
- -9.60%
- YTD
- -2.22%
- 6M
- 1.39%
- 1Y
- 17.55%
- 3Y*
- 18.30%
- 5Y*
- 10.08%
- 10Y*
- 7.72%
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SGIIX vs. FEAMX - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is lower than FEAMX's 1.65% expense ratio.
Return for Risk
SGIIX vs. FEAMX — Risk / Return Rank
SGIIX
FEAMX
SGIIX vs. FEAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and First Eagle Fund of America (FEAMX). 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.
| SGIIX | FEAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.21 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.80 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.63 | +0.44 |
Martin ratioReturn relative to average drawdown | 8.73 | 6.35 | +2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGIIX | FEAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.21 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.64 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.45 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.43 | +0.47 |
Correlation
The correlation between SGIIX and FEAMX is 0.71, 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
SGIIX vs. FEAMX - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 9.65%, less than FEAMX's 17.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 9.65% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
FEAMX First Eagle Fund of America | 17.28% | 17.24% | 15.02% | 13.60% | 4.42% | 21.44% | 26.22% | 1.16% | 35.09% | 12.74% | 7.87% | 3.43% |
Drawdowns
SGIIX vs. FEAMX - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum FEAMX drawdown of -45.04%. Use the drawdown chart below to compare losses from any high point for SGIIX and FEAMX.
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Drawdown Indicators
| SGIIX | FEAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -45.04% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -10.07% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -28.89% | +9.47% |
Max Drawdown (10Y)Largest decline over 10 years | -27.64% | -40.30% | +12.66% |
Current DrawdownCurrent decline from peak | -10.39% | -9.82% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -7.97% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.59% | -0.09% |
Volatility
SGIIX vs. FEAMX - Volatility Comparison
First Eagle Global Fund Class I (SGIIX) has a higher volatility of 4.69% compared to First Eagle Fund of America (FEAMX) at 4.36%. This indicates that SGIIX's price experiences larger fluctuations and is considered to be riskier than FEAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIIX | FEAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.36% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 8.50% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 15.16% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.87% | 15.72% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.44% | 17.41% | -4.97% |