SGIIX vs. WAEMX
Compare and contrast key facts about First Eagle Global Fund Class I (SGIIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
SGIIX is managed by First Eagle. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGIIX or WAEMX.
Key characteristics
| SGIIX | WAEMX | |
|---|---|---|
| YTD Return | 5.49% | -2.31% |
| 1Y Return | 11.26% | 12.12% |
| 3Y Return (Ann) | 4.87% | -4.28% |
| 5Y Return (Ann) | 8.05% | 7.01% |
| 10Y Return (Ann) | 6.59% | 4.77% |
| Sharpe Ratio | 1.02 | 1.01 |
| Daily Std Dev | 10.88% | 12.42% |
| Max Drawdown | -37.03% | -66.28% |
| Current Drawdown | -1.59% | -30.19% |
Correlation
The correlation between SGIIX and WAEMX is 0.64, 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.
Performance
SGIIX vs. WAEMX - Performance Comparison
In the year-to-date period, SGIIX achieves a 5.49% return, which is significantly higher than WAEMX's -2.31% return. Over the past 10 years, SGIIX has outperformed WAEMX with an annualized return of 6.59%, while WAEMX has yielded a comparatively lower 4.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGIIX vs. WAEMX - Expense Ratio Comparison
SGIIX has a 0.86% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Risk-Adjusted Performance
SGIIX vs. WAEMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Global Fund Class I (SGIIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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.
Dividends
SGIIX vs. WAEMX - Dividend Comparison
SGIIX's dividend yield for the trailing twelve months is around 3.54%, while WAEMX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGIIX First Eagle Global Fund Class I | 3.54% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% | 5.36% | 4.75% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 0.00% | 0.00% | 3.30% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% | 0.14% | 2.20% |
Drawdowns
SGIIX vs. WAEMX - Drawdown Comparison
The maximum SGIIX drawdown since its inception was -37.03%, smaller than the maximum WAEMX drawdown of -66.28%. Use the drawdown chart below to compare losses from any high point for SGIIX and WAEMX. For additional features, visit the drawdowns tool.
Volatility
SGIIX vs. WAEMX - Volatility Comparison
The current volatility for First Eagle Global Fund Class I (SGIIX) is 2.89%, while Wasatch Emerging Markets Small Cap Fund (WAEMX) has a volatility of 3.41%. This indicates that SGIIX experiences smaller price fluctuations and is considered to be less risky than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.