SGIIX vs. VYM
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and Vanguard High Dividend Yield ETF (VYM).
SGIIX is managed by First Eagle. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
SGIIX vs. VYM - Performance Comparison
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SGIIX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 2.54% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
VYM Vanguard High Dividend Yield ETF | 3.80% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, SGIIX achieves a 2.54% return, which is significantly lower than VYM's 3.80% return. Over the past 10 years, SGIIX has underperformed VYM with an annualized return of 10.26%, while VYM has yielded a comparatively higher 11.27% annualized return.
SGIIX
- 1D
- 0.74%
- 1M
- -4.54%
- YTD
- 2.54%
- 6M
- 7.74%
- 1Y
- 25.96%
- 3Y*
- 17.36%
- 5Y*
- 11.39%
- 10Y*
- 10.26%
VYM
- 1D
- 0.11%
- 1M
- -2.81%
- YTD
- 3.80%
- 6M
- 6.43%
- 1Y
- 17.34%
- 3Y*
- 14.92%
- 5Y*
- 11.04%
- 10Y*
- 11.27%
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SGIIX vs. VYM - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
SGIIX vs. VYM — Risk / Return Rank
SGIIX
VYM
SGIIX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.15 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.65 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.59 | +0.92 |
Martin ratioReturn relative to average drawdown | 10.17 | 6.96 | +3.22 |
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 | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.15 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.79 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.69 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.49 | +0.42 |
Correlation
The correlation between SGIIX and VYM is 0.79, 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. VYM - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 9.37%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 9.37% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
SGIIX vs. VYM - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SGIIX and VYM.
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Drawdown Indicators
| SGIIX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -56.98% | +19.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -7.52% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -15.84% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -27.64% | -35.21% | +7.57% |
Current DrawdownCurrent decline from peak | -7.71% | -4.80% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -7.25% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.59% | +0.01% |
Volatility
SGIIX vs. VYM - Volatility Comparison
First Eagle Global Fund Class I (SGIIX) has a higher volatility of 4.97% compared to Vanguard High Dividend Yield ETF (VYM) at 3.59%. This indicates that SGIIX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIIX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 3.59% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 7.96% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 15.14% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 13.96% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 16.32% | -3.86% |