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SGIIX vs. IWV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


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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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.19%
7.64%
SGIIX
IWV

Key characteristics

Sharpe Ratio

SGIIX:

0.74

IWV:

2.04

Sortino Ratio

SGIIX:

0.96

IWV:

2.72

Omega Ratio

SGIIX:

1.15

IWV:

1.37

Calmar Ratio

SGIIX:

0.72

IWV:

3.16

Martin Ratio

SGIIX:

2.61

IWV:

12.93

Ulcer Index

SGIIX:

2.98%

IWV:

2.05%

Daily Std Dev

SGIIX:

10.58%

IWV:

12.98%

Max Drawdown

SGIIX:

-37.03%

IWV:

-55.61%

Current Drawdown

SGIIX:

-9.93%

IWV:

-3.38%

Returns By Period

In the year-to-date period, SGIIX achieves a 0.70% return, which is significantly higher than IWV's 0.62% return. Over the past 10 years, SGIIX has underperformed IWV with an annualized return of 6.81%, while IWV has yielded a comparatively higher 12.54% annualized return.


SGIIX

YTD

0.70%

1M

-3.40%

6M

-1.19%

1Y

7.17%

5Y*

6.71%

10Y*

6.81%

IWV

YTD

0.62%

1M

-3.38%

6M

7.64%

1Y

24.67%

5Y*

13.54%

10Y*

12.54%

*Annualized

Compare stocks, funds, or ETFs

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SGIIX vs. IWV - Expense Ratio Comparison

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


Expense ratio chart for SGIIX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for IWV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SGIIX vs. IWV — Risk-Adjusted Performance Rank

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

SGIIX
The Risk-Adjusted Performance Rank of SGIIX is 4949
Overall Rank
The Sharpe Ratio Rank of SGIIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SGIIX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SGIIX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SGIIX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SGIIX is 4444
Martin Ratio Rank

IWV
The Risk-Adjusted Performance Rank of IWV is 7979
Overall Rank
The Sharpe Ratio Rank of IWV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IWV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IWV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IWV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IWV is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SGIIX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.000.742.04
The chart of Sortino ratio for SGIIX, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.000.962.72
The chart of Omega ratio for SGIIX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.37
The chart of Calmar ratio for SGIIX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.000.723.16
The chart of Martin ratio for SGIIX, currently valued at 2.61, compared to the broader market0.0010.0020.0030.0040.0050.002.6112.93
SGIIX
IWV

The current SGIIX Sharpe Ratio is 0.74, which is lower than the IWV Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SGIIX and IWV, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.74
2.04
SGIIX
IWV

Dividends

SGIIX vs. IWV - Dividend Comparison

SGIIX has not paid dividends to shareholders, while IWV's dividend yield for the trailing twelve months is around 1.08%.


TTM20242023202220212020201920182017201620152014
SGIIX
First Eagle Global Fund Class I
0.00%0.00%1.52%0.37%2.17%1.06%1.52%1.18%1.02%0.64%0.40%0.85%
IWV
iShares Russell 3000 ETF
1.08%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%1.62%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.93%
-3.38%
SGIIX
IWV

Volatility

SGIIX vs. IWV - Volatility Comparison

The current volatility for First Eagle Global Fund Class I (SGIIX) is 2.89%, while iShares Russell 3000 ETF (IWV) has a volatility of 4.60%. 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.89%
4.60%
SGIIX
IWV