SGOIX vs. IDOG

Last updated Jun 23, 2026

SGOIX (First Eagle Overseas Fund Class I) and IDOG (ALPS International Sector Dividend Dogs ETF) are both funds - SGOIX is a Large Cap Blend Equities fund managed by First Eagle, while IDOG is a Foreign Large Cap Equities fund tracking the S-Network International Sector Dividend Dogs Index. Over the past 10 years, SGOIX returned 8.49%/yr vs 11.30%/yr for IDOG. Their correlation of 0.80 suggests significant overlap in exposure. SGOIX charges 0.88%/yr vs 0.50%/yr for IDOG.

Performance

SGOIX vs. IDOG - Performance Comparison

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

Returns By Period

In the year-to-date period, SGOIX achieves a 8.49% return, which is significantly lower than IDOG's 10.49% return. Over the past 10 years, SGOIX has underperformed IDOG with an annualized return of 8.49%, while IDOG has yielded a comparatively higher 11.30% annualized return.

SGOIX

• 1D: 0.44%
• 1M: -0.88%
• YTD: 8.49%
• 6M: 8.91%
• 1Y: 27.74%
• 3Y*: 17.69%
• 5Y*: 10.37%
• 10Y*: 8.49%

IDOG

• 1D: -0.31%
• 1M: -2.89%
• YTD: 10.49%
• 6M: 11.30%
• 1Y: 31.59%
• 3Y*: 20.32%
• 5Y*: 13.17%
• 10Y*: 11.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOIX vs. IDOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGOIX First Eagle Overseas Fund Class I	8.49%	39.06%	6.45%	10.73%	-7.86%	5.25%	7.25%	17.90%	-9.95%	14.38%
IDOG ALPS International Sector Dividend Dogs ETF	10.49%	39.94%	1.35%	23.57%	-4.50%	11.33%	-1.78%	21.93%	-13.47%	25.61%

Correlation

The correlation between SGOIX and IDOG is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013	0.80

The correlation between SGOIX and IDOG shifts across timeframes, from 0.70 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

SGOIX vs. IDOG — Risk / Return Rank

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

SGOIX

SGOIX Risk / Return Rank: 50
SGOIX Sharpe Ratio Rank: 60
SGOIX Sortino Ratio Rank: 52
SGOIX Omega Ratio Rank: 60
SGOIX Calmar Ratio Rank: 42
SGOIX Martin Ratio Rank: 36

IDOG

IDOG Risk / Return Rank: 77
IDOG Sharpe Ratio Rank: 74
IDOG Sortino Ratio Rank: 70
IDOG Omega Ratio Rank: 68
IDOG Calmar Ratio Rank: 88
IDOG Martin Ratio Rank: 84

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. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and ALPS International Sector Dividend Dogs ETF (IDOG). 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	IDOG	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.29	-0.18
Sortino ratio: Return per unit of downside risk	2.77	3.05	-0.28
Omega ratio: Gain probability vs. loss probability	1.39	1.39	0.00
Calmar ratio: Return relative to maximum drawdown	2.35	4.90	-2.55
Martin ratio: Return relative to average drawdown	7.61	16.75	-9.14

SGOIX vs. IDOG - Sharpe Ratio Comparison

The current SGOIX Sharpe Ratio is 2.10, which is comparable to the IDOG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SGOIX and IDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGOIX vs. IDOG - Drawdown Comparison

The maximum SGOIX drawdown since its inception was -35.54%, roughly equal to the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for SGOIX and IDOG.

Drawdown Indicators

	SGOIX	IDOG	Difference
Max Drawdown Largest peak-to-trough decline	-35.54%	-37.32%	+1.78%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-6.47%	-4.88%
Max Drawdown (3Y) Largest decline over 3 years	-11.35%	-13.92%	+2.57%
Max Drawdown (5Y) Largest decline over 5 years	-20.21%	-25.31%	+5.10%
Max Drawdown (10Y) Largest decline over 10 years	-24.79%	-37.32%	+12.53%
Current Drawdown Current decline from peak	-4.79%	-4.08%	-0.71%
Average Drawdown Average peak-to-trough decline	-4.57%	-7.90%	+3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	1.89%	+1.61%

Volatility

SGOIX vs. IDOG - Volatility Comparison

The current volatility for First Eagle Overseas Fund Class I (SGOIX) is 4.14%, while ALPS International Sector Dividend Dogs ETF (IDOG) has a volatility of 4.86%. This indicates that SGOIX experiences smaller price fluctuations and is considered to be less risky than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGOIX	IDOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.14%	4.86%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	10.94%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	13.91%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.99%	15.69%	-3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.46%	17.41%	-5.95%

SGOIX vs. IDOG - Expense Ratio Comparison

SGOIX has a 0.88% expense ratio, which is higher than IDOG's 0.50% expense ratio.

Dividends

SGOIX vs. IDOG - Dividend Comparison

SGOIX's dividend yield for the trailing twelve months is around 7.79%, more than IDOG's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	4.45%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
SGOIX First Eagle Overseas Fund Class I	7.79%	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

Can I hold both SGOIX and IDOG in my portfolio?

SGOIX and IDOG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGOIX or IDOG?

IDOG has higher volatility (4.86%) compared to SGOIX (4.14%). In terms of maximum drawdown, SGOIX dropped -35.54% vs IDOG's -37.32%.

Which has better risk-adjusted returns?

IDOG currently has the higher Sharpe Ratio (2.29 vs 2.10), 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.