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SGIIX vs. IWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGIIX vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Global Fund Class I (SGIIX) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGIIX achieves a 7.75% return, which is significantly lower than IWV's 11.36% return. Over the past 10 years, SGIIX has underperformed IWV with an annualized return of 10.43%, while IWV has yielded a comparatively higher 14.85% annualized return.


SGIIX

1D
-0.84%
1M
1.82%
YTD
7.75%
6M
9.29%
1Y
26.45%
3Y*
19.06%
5Y*
10.86%
10Y*
10.43%

IWV

1D
0.52%
1M
4.56%
YTD
11.36%
6M
11.08%
1Y
28.12%
3Y*
22.07%
5Y*
12.64%
10Y*
14.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGIIX vs. IWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGIIX
First Eagle Global Fund Class I
7.75%31.94%12.03%13.04%-6.23%12.49%8.63%20.47%-8.20%13.78%
IWV
iShares Russell 3000 ETF
11.36%16.96%23.49%25.82%-19.28%25.54%20.55%30.66%-5.43%20.97%

Correlation

The correlation between SGIIX and IWV is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since May 30, 2000

0.75

The correlation between SGIIX and IWV shifts across timeframes, from 0.70 (1 year) to 0.83 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGIIX vs. IWV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGIIX
SGIIX Risk / Return Rank: 5555
Overall Rank
SGIIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SGIIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SGIIX Omega Ratio Rank: 6262
Omega Ratio Rank
SGIIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SGIIX Martin Ratio Rank: 4242
Martin Ratio Rank

IWV
IWV Risk / Return Rank: 7272
Overall Rank
IWV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWV Omega Ratio Rank: 7272
Omega Ratio Rank
IWV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IWV Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGIIX vs. IWV - Risk-Adjusted Trends 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.


SGIIXIWVDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.44

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

2.56

3.18

-0.62

Martin ratioReturn relative to average drawdown

9.02

14.64

-5.61

SGIIX vs. IWV - Sharpe Ratio Comparison

The current SGIIX Sharpe Ratio is 2.41, which is comparable to the IWV Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SGIIX and IWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGIIXIWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.33

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.74

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.81

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.45

+0.47

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.


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Drawdown Indicators


SGIIXIWVDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-55.61%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-8.89%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-19.28%

+8.76%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-25.11%

+5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.64%

-35.22%

+7.58%

Current Drawdown

Current decline from peak

-3.02%

-0.25%

-2.77%

Average Drawdown

Average peak-to-trough decline

-3.71%

-10.59%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.93%

+1.05%

Volatility

SGIIX vs. IWV - Volatility Comparison

First Eagle Global Fund Class I (SGIIX) and iShares Russell 3000 ETF (IWV) have volatilities of 3.01% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGIIXIWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.91%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

9.10%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

12.11%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.96%

17.24%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

18.40%

-5.90%

SGIIX vs. IWV - Expense Ratio Comparison

SGIIX has a 0.86% expense ratio, which is higher than IWV's 0.20% expense ratio.


Dividends

SGIIX vs. IWV - Dividend Comparison

SGIIX's dividend yield for the trailing twelve months is around 8.92%, more than IWV's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IWV
iShares Russell 3000 ETF
0.85%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%
SGIIX
First Eagle Global Fund Class I
8.92%9.61%5.68%3.74%4.41%6.49%2.61%5.72%6.66%4.50%4.96%1.43%

Frequently Asked Questions


SGIIX and IWV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGIIX has higher volatility (3.01%) compared to IWV (2.91%). In terms of maximum drawdown, SGIIX dropped -37.03% vs IWV's -55.61%.

SGIIX currently has the higher Sharpe Ratio (2.41 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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