SGIIX vs. IWV
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and iShares Russell 3000 ETF (IWV).
SGIIX is managed by First Eagle. IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGIIX or IWV.
Key characteristics
| SGIIX | IWV | |
|---|---|---|
| YTD Return | 16.00% | 25.99% |
| 1Y Return | 23.78% | 38.13% |
| 3Y Return (Ann) | 6.69% | 8.73% |
| 5Y Return (Ann) | 9.17% | 15.20% |
| 10Y Return (Ann) | 7.56% | 12.76% |
| Sharpe Ratio | 2.15 | 3.02 |
| Sortino Ratio | 3.00 | 4.02 |
| Omega Ratio | 1.44 | 1.56 |
| Calmar Ratio | 4.47 | 4.54 |
| Martin Ratio | 15.45 | 19.83 |
| Ulcer Index | 1.55% | 1.92% |
| Daily Std Dev | 11.12% | 12.62% |
| Max Drawdown | -37.03% | -55.61% |
| Current Drawdown | -2.35% | -0.45% |
Correlation
The correlation between SGIIX and IWV 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.
Performance
SGIIX vs. IWV - Performance Comparison
In the year-to-date period, SGIIX achieves a 16.00% return, which is significantly lower than IWV's 25.99% return. Over the past 10 years, SGIIX has underperformed IWV with an annualized return of 7.56%, while IWV has yielded a comparatively higher 12.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SGIIX vs. IWV - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is higher than IWV's 0.20% expense ratio.
Risk-Adjusted Performance
SGIIX vs. IWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and iShares Russell 3000 ETF (IWV). 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
SGIIX vs. IWV - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 1.31%, more than IWV's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 1.31% | 1.52% | 0.37% | 2.17% | 1.06% | 1.52% | 1.18% | 1.02% | 0.64% | 0.40% | 0.85% | 1.46% |
IWV iShares Russell 3000 ETF | 1.07% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
Drawdowns
SGIIX vs. IWV - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for SGIIX and IWV. For additional features, visit the drawdowns tool.
Volatility
SGIIX vs. IWV - Volatility Comparison
The current volatility for First Eagle Global Fund Class I (SGIIX) is 2.38%, while iShares Russell 3000 ETF (IWV) has a volatility of 4.10%. This indicates that SGIIX experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.