SGOIX vs. SGIIX
Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and First Eagle Global Fund Class I (SGIIX).
SGOIX is managed by First Eagle. SGIIX is managed by First Eagle.
Performance
SGOIX vs. SGIIX - Performance Comparison
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SGOIX vs. SGIIX - 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% |
SGIIX First Eagle Global Fund Class I | 1.79% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
Returns By Period
In the year-to-date period, SGOIX achieves a 3.80% return, which is significantly higher than SGIIX's 1.79% return. Over the past 10 years, SGOIX has underperformed SGIIX with an annualized return of 8.31%, while SGIIX has yielded a comparatively higher 10.18% 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%
SGIIX
- 1D
- 2.23%
- 1M
- -7.72%
- YTD
- 1.79%
- 6M
- 7.16%
- 1Y
- 25.36%
- 3Y*
- 17.07%
- 5Y*
- 11.22%
- 10Y*
- 10.18%
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SGOIX vs. SGIIX - Expense Ratio Comparison
SGOIX has a 0.88% expense ratio, which is higher than SGIIX's 0.86% expense ratio.
Return for Risk
SGOIX vs. SGIIX — Risk / Return Rank
SGOIX
SGIIX
SGOIX vs. SGIIX - 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 Global Fund Class I (SGIIX). 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 | SGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.89 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.80 | 2.55 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.38 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.44 | +0.15 |
Martin ratioReturn relative to average drawdown | 10.79 | 10.05 | +0.74 |
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 | SGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.89 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.95 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.82 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.91 | -0.03 |
Correlation
The correlation between SGOIX and SGIIX is 0.90, 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. SGIIX - Dividend Comparison
SGOIX's dividend yield for the trailing twelve months is around 8.15%, less than SGIIX's 9.44% 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% |
SGIIX First Eagle Global Fund Class I | 9.44% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
Drawdowns
SGOIX vs. SGIIX - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -35.54%, roughly equal to the maximum SGIIX drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for SGOIX and SGIIX.
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Drawdown Indicators
| SGOIX | SGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -37.03% | +1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -10.52% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -19.42% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -24.79% | -27.64% | +2.85% |
Current DrawdownCurrent decline from peak | -8.91% | -8.39% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -3.71% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.56% | +0.16% |
Volatility
SGOIX vs. SGIIX - Volatility Comparison
First Eagle Overseas Fund Class I (SGOIX) has a higher volatility of 6.40% compared to First Eagle Global Fund Class I (SGIIX) at 5.42%. This indicates that SGOIX's price experiences larger fluctuations and is considered to be riskier than SGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOIX | SGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.42% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 9.10% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 13.54% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.77% | 11.90% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 12.46% | -1.09% |