SGOIX vs. FEHIX
Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and First Eagle High Income Fund (FEHIX).
SGOIX is managed by First Eagle. FEHIX is managed by First Eagle. It was launched on Nov 19, 2007.
Performance
SGOIX vs. FEHIX - Performance Comparison
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SGOIX vs. FEHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 1.44% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
FEHIX First Eagle High Income Fund | -0.97% | -0.69% | 11.47% | 8.46% | -8.46% | 3.50% | 7.33% | 8.61% | -0.40% | 4.62% |
Returns By Period
In the year-to-date period, SGOIX achieves a 1.44% return, which is significantly higher than FEHIX's -0.97% return. Over the past 10 years, SGOIX has outperformed FEHIX with an annualized return of 8.06%, while FEHIX has yielded a comparatively lower 4.69% annualized return.
SGOIX
- 1D
- 0.19%
- 1M
- -10.98%
- YTD
- 1.44%
- 6M
- 7.39%
- 1Y
- 27.04%
- 3Y*
- 15.87%
- 5Y*
- 9.77%
- 10Y*
- 8.06%
FEHIX
- 1D
- 0.38%
- 1M
- -2.71%
- YTD
- -0.97%
- 6M
- -1.04%
- 1Y
- -2.37%
- 3Y*
- 4.82%
- 5Y*
- 2.56%
- 10Y*
- 4.69%
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SGOIX vs. FEHIX - Expense Ratio Comparison
SGOIX has a 0.88% expense ratio, which is higher than FEHIX's 0.80% expense ratio.
Return for Risk
SGOIX vs. FEHIX — Risk / Return Rank
SGOIX
FEHIX
SGOIX vs. FEHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and First Eagle High Income Fund (FEHIX). 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 | FEHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | -0.28 | +2.25 |
Sortino ratioReturn per unit of downside risk | 2.51 | -0.31 | +2.82 |
Omega ratioGain probability vs. loss probability | 1.39 | 0.95 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.13 | +2.38 |
Martin ratioReturn relative to average drawdown | 9.52 | -0.27 | +9.79 |
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 | FEHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | -0.28 | +2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.48 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.95 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.57 | +0.30 |
Correlation
The correlation between SGOIX and FEHIX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SGOIX vs. FEHIX - Dividend Comparison
SGOIX's dividend yield for the trailing twelve months is around 8.33%, more than FEHIX's 5.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 8.33% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
FEHIX First Eagle High Income Fund | 5.66% | 5.92% | 5.17% | 4.40% | 5.00% | 3.87% | 4.32% | 4.40% | 5.56% | 5.22% | 6.09% | 7.53% |
Drawdowns
SGOIX vs. FEHIX - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -35.54%, which is greater than FEHIX's maximum drawdown of -29.59%. Use the drawdown chart below to compare losses from any high point for SGOIX and FEHIX.
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Drawdown Indicators
| SGOIX | FEHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -29.59% | -5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -8.66% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -12.56% | -8.83% |
Max Drawdown (10Y)Largest decline over 10 years | -24.79% | -16.14% | -8.65% |
Current DrawdownCurrent decline from peak | -10.98% | -4.28% | -6.70% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.17% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 4.17% | -1.49% |
Volatility
SGOIX vs. FEHIX - Volatility Comparison
First Eagle Overseas Fund Class I (SGOIX) has a higher volatility of 5.81% compared to First Eagle High Income Fund (FEHIX) at 1.52%. This indicates that SGOIX's price experiences larger fluctuations and is considered to be riskier than FEHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOIX | FEHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 1.52% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 2.71% | +6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 7.39% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 5.35% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.34% | 4.96% | +6.38% |