SGIIX vs. QQQ
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and Invesco QQQ ETF (QQQ).
SGIIX is managed by First Eagle. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
SGIIX vs. QQQ - Performance Comparison
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SGIIX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 1.79% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, SGIIX achieves a 1.79% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, SGIIX has underperformed QQQ with an annualized return of 10.18%, while QQQ has yielded a comparatively higher 18.99% annualized return.
SGIIX
- 1D
- 2.23%
- 1M
- -7.72%
- YTD
- 1.79%
- 6M
- 7.16%
- 1Y
- 25.36%
- 3Y*
- 17.07%
- 5Y*
- 11.22%
- 10Y*
- 10.18%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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SGIIX vs. QQQ - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
SGIIX vs. QQQ — Risk / Return Rank
SGIIX
QQQ
SGIIX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.07 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.55 | 1.66 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.00 | +0.44 |
Martin ratioReturn relative to average drawdown | 10.05 | 7.32 | +2.73 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.07 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.59 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.86 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.38 | +0.53 |
Correlation
The correlation between SGIIX and QQQ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SGIIX vs. QQQ - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 9.44%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 9.44% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
SGIIX vs. QQQ - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SGIIX and QQQ.
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Drawdown Indicators
| SGIIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -82.97% | +45.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -12.62% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -35.12% | +15.70% |
Max Drawdown (10Y)Largest decline over 10 years | -27.64% | -35.12% | +7.48% |
Current DrawdownCurrent decline from peak | -8.39% | -7.86% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -32.99% | +29.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.44% | -0.88% |
Volatility
SGIIX vs. QQQ - Volatility Comparison
The current volatility for First Eagle Global Fund Class I (SGIIX) is 5.42%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that SGIIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 6.61% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 12.82% | -3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 22.70% | -9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 22.38% | -10.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 22.25% | -9.79% |