SGIIX vs. VWNFX
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and Vanguard Windsor II Fund Investor Shares (VWNFX).
SGIIX is managed by First Eagle. VWNFX is managed by Vanguard. It was launched on Jun 24, 1985.
Performance
SGIIX vs. VWNFX - Performance Comparison
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SGIIX vs. VWNFX - 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% |
VWNFX Vanguard Windsor II Fund Investor Shares | -1.11% | 18.51% | 13.91% | 21.01% | -13.26% | 28.84% | 14.41% | 29.02% | -8.62% | 15.61% |
Returns By Period
In the year-to-date period, SGIIX achieves a 1.79% return, which is significantly higher than VWNFX's -1.11% return. Over the past 10 years, SGIIX has underperformed VWNFX with an annualized return of 10.18%, while VWNFX has yielded a comparatively higher 12.25% 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%
VWNFX
- 1D
- 2.24%
- 1M
- -5.10%
- YTD
- -1.11%
- 6M
- 2.92%
- 1Y
- 17.87%
- 3Y*
- 15.58%
- 5Y*
- 9.90%
- 10Y*
- 12.25%
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SGIIX vs. VWNFX - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is higher than VWNFX's 0.34% expense ratio.
Return for Risk
SGIIX vs. VWNFX — Risk / Return Rank
SGIIX
VWNFX
SGIIX vs. VWNFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and Vanguard Windsor II Fund Investor Shares (VWNFX). 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 | VWNFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.08 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.55 | 1.60 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.57 | +0.87 |
Martin ratioReturn relative to average drawdown | 10.05 | 7.19 | +2.86 |
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 | VWNFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.08 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.58 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.66 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.62 | +0.29 |
Correlation
The correlation between SGIIX and VWNFX is 0.74, 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. VWNFX - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 9.44%, less than VWNFX's 11.58% 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% |
VWNFX Vanguard Windsor II Fund Investor Shares | 11.58% | 11.46% | 10.50% | 5.11% | 7.26% | 7.83% | 7.31% | 10.06% | 11.38% | 7.34% | 8.08% | 7.96% |
Drawdowns
SGIIX vs. VWNFX - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum VWNFX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SGIIX and VWNFX.
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Drawdown Indicators
| SGIIX | VWNFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -57.57% | +20.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -11.92% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -22.72% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -27.64% | -37.44% | +9.80% |
Current DrawdownCurrent decline from peak | -8.39% | -5.79% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -7.50% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.61% | -0.05% |
Volatility
SGIIX vs. VWNFX - Volatility Comparison
First Eagle Global Fund Class I (SGIIX) has a higher volatility of 5.42% compared to Vanguard Windsor II Fund Investor Shares (VWNFX) at 4.56%. This indicates that SGIIX's price experiences larger fluctuations and is considered to be riskier than VWNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIIX | VWNFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 4.56% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 8.88% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 16.75% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 17.05% | -5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 18.63% | -6.17% |