SGIIX vs. FMIEX
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
SGIIX is managed by First Eagle. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
SGIIX vs. FMIEX - Performance Comparison
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SGIIX vs. FMIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 2.54% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 7.66% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
Returns By Period
In the year-to-date period, SGIIX achieves a 2.54% return, which is significantly lower than FMIEX's 7.66% return. Over the past 10 years, SGIIX has underperformed FMIEX with an annualized return of 10.26%, while FMIEX has yielded a comparatively higher 11.20% annualized return.
SGIIX
- 1D
- 0.74%
- 1M
- -4.54%
- YTD
- 2.54%
- 6M
- 7.74%
- 1Y
- 25.96%
- 3Y*
- 17.36%
- 5Y*
- 11.39%
- 10Y*
- 10.26%
FMIEX
- 1D
- 1.53%
- 1M
- -3.71%
- YTD
- 7.66%
- 6M
- 12.40%
- 1Y
- 26.75%
- 3Y*
- 17.27%
- 5Y*
- 11.77%
- 10Y*
- 11.20%
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SGIIX vs. FMIEX - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is lower than FMIEX's 1.10% expense ratio.
Return for Risk
SGIIX vs. FMIEX — Risk / Return Rank
SGIIX
FMIEX
SGIIX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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 | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 2.22 | -0.27 |
Sortino ratioReturn per unit of downside risk | 2.62 | 2.97 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.83 | -0.32 |
Martin ratioReturn relative to average drawdown | 10.17 | 13.12 | -2.94 |
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 | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.22 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.93 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.71 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.59 | +0.32 |
Correlation
The correlation between SGIIX and FMIEX is 0.75, 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. FMIEX - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 9.37%, more than FMIEX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 9.37% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.88% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
SGIIX vs. FMIEX - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for SGIIX and FMIEX.
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Drawdown Indicators
| SGIIX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -49.85% | +12.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -9.34% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -18.63% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -27.64% | -39.33% | +11.69% |
Current DrawdownCurrent decline from peak | -7.71% | -4.40% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -6.61% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.06% | +0.54% |
Volatility
SGIIX vs. FMIEX - Volatility Comparison
First Eagle Global Fund Class I (SGIIX) has a higher volatility of 4.97% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.91%. This indicates that SGIIX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIIX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 3.91% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 6.85% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 11.87% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 12.77% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 15.73% | -3.27% |