SGOIX vs. FSPSX
Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and Fidelity International Index Fund (FSPSX).
SGOIX is managed by First Eagle. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
SGOIX vs. FSPSX - Performance Comparison
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SGOIX vs. FSPSX - 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% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, SGOIX achieves a 1.44% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, SGOIX has underperformed FSPSX with an annualized return of 8.06%, while FSPSX has yielded a comparatively higher 8.65% 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%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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SGOIX vs. FSPSX - Expense Ratio Comparison
SGOIX has a 0.88% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
SGOIX vs. FSPSX — Risk / Return Rank
SGOIX
FSPSX
SGOIX vs. FSPSX - 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 Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.11 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.56 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.54 | +0.71 |
Martin ratioReturn relative to average drawdown | 9.52 | 5.93 | +3.59 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.11 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.51 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.53 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.46 | +0.41 |
Correlation
The correlation between SGOIX and FSPSX is 0.87, 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. FSPSX - Dividend Comparison
SGOIX's dividend yield for the trailing twelve months is around 8.33%, more than FSPSX's 3.22% 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% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
SGOIX vs. FSPSX - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -35.54%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for SGOIX and FSPSX.
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Drawdown Indicators
| SGOIX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -33.69% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -11.39% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -29.41% | +8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -24.79% | -33.69% | +8.90% |
Current DrawdownCurrent decline from peak | -10.98% | -10.86% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -6.59% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.96% | -0.28% |
Volatility
SGOIX vs. FSPSX - Volatility Comparison
The current volatility for First Eagle Overseas Fund Class I (SGOIX) is 5.81%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that SGOIX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOIX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 7.04% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 10.63% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 16.79% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 15.77% | -4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.34% | 16.47% | -5.13% |