SGOIX vs. BKTSX
SGOIX (First Eagle Overseas Fund Class I) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, SGOIX returned 8.19%/yr vs 14.69%/yr for BKTSX. A 0.67 correlation means they provide meaningful diversification when combined. SGOIX charges 0.88%/yr vs 0.02%/yr for BKTSX.
Performance
SGOIX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, SGOIX achieves a 7.34% return, which is significantly lower than BKTSX's 10.79% return. Over the past 10 years, SGOIX has underperformed BKTSX with an annualized return of 8.19%, while BKTSX has yielded a comparatively higher 14.69% annualized return.
SGOIX
- 1D
- -0.94%
- 1M
- -0.88%
- 6M
- 2.84%
- YTD
- 7.34%
- 1Y
- 24.07%
- 3Y*
- 17.13%
- 5Y*
- 9.84%
- 10Y*
- 8.19%
BKTSX
- 1D
- -0.78%
- 1M
- 1.21%
- 6M
- 8.52%
- YTD
- 10.79%
- 1Y
- 21.27%
- 3Y*
- 19.75%
- 5Y*
- 12.12%
- 10Y*
- 14.69%
SGOIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 7.34% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.79% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between SGOIX and BKTSX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.67 |
The correlation between SGOIX and BKTSX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.
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Return for Risk
SGOIX vs. BKTSX — Risk / Return Rank
SGOIX
BKTSX
SGOIX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGOIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.44 | -0.32 |
| Martin ratioReturn relative to average drawdown | 6.36 | 10.69 | -4.33 |
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Drawdowns
SGOIX vs. BKTSX - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -35.54%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SGOIX and BKTSX.
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Drawdown Indicators
| SGOIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -34.97% | -0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -8.87% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -11.35% | -19.29% | +7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.21% | -24.98% | +4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -24.79% | -34.97% | +10.18% |
Current DrawdownCurrent decline from peak | -5.80% | -0.84% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -4.50% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.02% | +1.75% |
Volatility
SGOIX vs. BKTSX - Volatility Comparison
First Eagle Overseas Fund Class I (SGOIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 4.01% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.93% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.09% | 10.09% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 12.80% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.04% | 17.47% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.42% | 18.39% | -6.97% |
SGOIX vs. BKTSX - Expense Ratio Comparison
SGOIX has a 0.88% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
SGOIX vs. BKTSX - Dividend Comparison
SGOIX's dividend yield for the trailing twelve months is around 7.88%, more than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
SGOIX First Eagle Overseas Fund Class I | 7.88% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Frequently Asked Questions
SGOIX and BKTSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOIX has higher volatility (4.01%) compared to BKTSX (3.93%). In terms of maximum drawdown, SGOIX dropped -35.54% vs BKTSX's -34.97%.
SGOIX currently has the higher Sharpe Ratio (1.86 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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