SGOIX vs. DFIEX
Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and DFA International Core Equity Portfolio I (DFIEX).
SGOIX is managed by First Eagle. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SGOIX vs. DFIEX - Performance Comparison
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SGOIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 3.80% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, SGOIX achieves a 3.80% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, SGOIX has underperformed DFIEX with an annualized return of 8.31%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
SGOIX
- 1D
- 2.33%
- 1M
- -7.69%
- YTD
- 3.80%
- 6M
- 9.66%
- 1Y
- 29.85%
- 3Y*
- 16.77%
- 5Y*
- 10.05%
- 10Y*
- 8.31%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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SGOIX vs. DFIEX - Expense Ratio Comparison
SGOIX has a 0.88% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
SGOIX vs. DFIEX — Risk / Return Rank
SGOIX
DFIEX
SGOIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| SGOIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.95 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.80 | 2.55 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.39 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.57 | +0.02 |
Martin ratioReturn relative to average drawdown | 10.79 | 10.07 | +0.72 |
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
| SGOIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.95 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.60 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.59 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.35 | +0.53 |
Correlation
The correlation between SGOIX and DFIEX is 0.82, 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
SGOIX vs. DFIEX - Dividend Comparison
SGOIX's dividend yield for the trailing twelve months is around 8.15%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 8.15% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SGOIX vs. DFIEX - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -35.54%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SGOIX and DFIEX.
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Drawdown Indicators
| SGOIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -62.22% | +26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -11.01% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -28.66% | +7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -24.79% | -41.04% | +16.25% |
Current DrawdownCurrent decline from peak | -8.91% | -7.75% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -12.26% | +7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.81% | -0.09% |
Volatility
SGOIX vs. DFIEX - Volatility Comparison
The current volatility for First Eagle Overseas Fund Class I (SGOIX) is 6.40%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SGOIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.09% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 10.45% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 15.90% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.77% | 15.65% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 16.35% | -4.98% |