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SGOIX vs. FIGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGOIX vs. FIGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Overseas Fund Class I (SGOIX) and Fidelity International Discovery Fund (FIGRX). The values are adjusted to include any dividend payments, if applicable.

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SGOIX vs. FIGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FIGRX
Fidelity International Discovery Fund
-2.07%27.61%10.96%14.17%-24.83%11.09%21.42%27.53%-17.16%30.27%

Returns By Period

In the year-to-date period, SGOIX achieves a 3.80% return, which is significantly higher than FIGRX's -2.07% return. Both investments have delivered pretty close results over the past 10 years, with SGOIX having a 8.31% annualized return and FIGRX not far behind at 8.14%.


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%

FIGRX

1D
3.27%
1M
-7.82%
YTD
-2.07%
6M
-0.53%
1Y
19.72%
3Y*
13.77%
5Y*
4.77%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGOIX vs. FIGRX - Expense Ratio Comparison

SGOIX has a 0.88% expense ratio, which is lower than FIGRX's 0.99% expense ratio.


Return for Risk

SGOIX vs. FIGRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGOIX
SGOIX Risk / Return Rank: 9292
Overall Rank
SGOIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 9292
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 9191
Martin Ratio Rank

FIGRX
FIGRX Risk / Return Rank: 5555
Overall Rank
FIGRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FIGRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FIGRX Omega Ratio Rank: 5151
Omega Ratio Rank
FIGRX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FIGRX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGOIX vs. FIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and Fidelity International Discovery Fund (FIGRX). 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.


SGOIXFIGRXDifference

Sharpe ratio

Return per unit of total volatility

2.21

1.06

+1.15

Sortino ratio

Return per unit of downside risk

2.80

1.53

+1.27

Omega ratio

Gain probability vs. loss probability

1.44

1.22

+0.22

Calmar ratio

Return relative to maximum drawdown

2.59

1.43

+1.16

Martin ratio

Return relative to average drawdown

10.79

5.54

+5.25

SGOIX vs. FIGRX - Sharpe Ratio Comparison

The current SGOIX Sharpe Ratio is 2.21, which is higher than the FIGRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SGOIX and FIGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGOIXFIGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.06

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.29

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.48

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.45

+0.42

Correlation

The correlation between SGOIX and FIGRX is 0.76, 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. FIGRX - Dividend Comparison

SGOIX's dividend yield for the trailing twelve months is around 8.15%, more than FIGRX's 7.09% yield.


TTM20252024202320222021202020192018201720162015
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%
FIGRX
Fidelity International Discovery Fund
7.09%6.94%2.88%1.91%0.35%11.18%3.70%2.33%3.85%4.01%1.81%0.01%

Drawdowns

SGOIX vs. FIGRX - Drawdown Comparison

The maximum SGOIX drawdown since its inception was -35.54%, smaller than the maximum FIGRX drawdown of -60.47%. Use the drawdown chart below to compare losses from any high point for SGOIX and FIGRX.


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Drawdown Indicators


SGOIXFIGRXDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-60.47%

+24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-13.11%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-36.54%

+15.15%

Max Drawdown (10Y)

Largest decline over 10 years

-24.79%

-36.54%

+11.75%

Current Drawdown

Current decline from peak

-8.91%

-10.23%

+1.32%

Average Drawdown

Average peak-to-trough decline

-4.57%

-12.40%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.37%

-0.65%

Volatility

SGOIX vs. FIGRX - Volatility Comparison

The current volatility for First Eagle Overseas Fund Class I (SGOIX) is 6.40%, while Fidelity International Discovery Fund (FIGRX) has a volatility of 9.03%. This indicates that SGOIX experiences smaller price fluctuations and is considered to be less risky than FIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOIXFIGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

9.03%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

13.25%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

19.32%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.77%

16.79%

-5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.37%

16.84%

-5.47%