SGOIX vs. ^GSPC
Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and S&P 500 (^GSPC).
SGOIX is managed by First Eagle.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGOIX or ^GSPC.
Correlation
The correlation between SGOIX and ^GSPC is 0.47, 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
SGOIX vs. ^GSPC - Performance Comparison
Key characteristics
SGOIX:
1.45
^GSPC:
0.49
SGOIX:
1.99
^GSPC:
0.81
SGOIX:
1.28
^GSPC:
1.12
SGOIX:
1.82
^GSPC:
0.50
SGOIX:
5.25
^GSPC:
2.07
SGOIX:
3.48%
^GSPC:
4.57%
SGOIX:
12.66%
^GSPC:
19.43%
SGOIX:
-48.11%
^GSPC:
-56.78%
SGOIX:
0.00%
^GSPC:
-10.73%
Returns By Period
In the year-to-date period, SGOIX achieves a 13.53% return, which is significantly higher than ^GSPC's -6.75% return. Over the past 10 years, SGOIX has underperformed ^GSPC with an annualized return of 3.57%, while ^GSPC has yielded a comparatively higher 10.05% annualized return.
SGOIX
13.53%
1.24%
7.52%
17.49%
8.41%
3.57%
^GSPC
-6.75%
-5.05%
-5.60%
8.15%
14.14%
10.05%
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Risk-Adjusted Performance
SGOIX vs. ^GSPC — Risk-Adjusted Performance Rank
SGOIX
^GSPC
SGOIX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and S&P 500 (^GSPC). 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.
Drawdowns
SGOIX vs. ^GSPC - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -48.11%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SGOIX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SGOIX vs. ^GSPC - Volatility Comparison
The current volatility for First Eagle Overseas Fund Class I (SGOIX) is 7.94%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that SGOIX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.