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SGOIX vs. TAGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SGOIX vs. TAGRX

Last updated Apr 2, 2026

Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and John Hancock Fundamental Large Cap Core Fund (TAGRX).

SGOIX is managed by First Eagle. TAGRX is managed by John Hancock. It was launched on Oct 1, 1984.

Performance

SGOIX vs. TAGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Overseas Fund Class I (SGOIX) and John Hancock Fundamental Large Cap Core Fund (TAGRX). The values are adjusted to include any dividend payments, if applicable.

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SGOIX vs. TAGRX - 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%
TAGRX
John Hancock Fundamental Large Cap Core Fund		-10.79%9.98%21.14%32.23%-24.86%29.16%20.55%35.06%-14.09%19.63%

Returns By Period

In the year-to-date period, SGOIX achieves a 3.80% return, which is significantly higher than TAGRX's -10.79% return. Over the past 10 years, SGOIX has underperformed TAGRX with an annualized return of 8.31%, while TAGRX has yielded a comparatively higher 11.29% 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%

TAGRX

1D
-0.17%
1M
-8.29%
YTD
-10.79%
6M
-9.13%
1Y
4.35%
3Y*
11.73%
5Y*
6.91%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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First Eagle Overseas Fund Class I

John Hancock Fundamental Large Cap Core Fund

Often compared with SGOIX:
SGOIX vs. SGIIXSGOIX vs. ^GSPCSGOIX vs. SPYSGOIX vs. FIGRXSGOIX vs. FSPSXSGOIX vs. FXAIXSGOIX vs. IDMO
Often compared with TAGRX:
TAGRX vs. QQQTAGRX vs. HTDTAGRX vs. BTOTAGRX vs. JCCIXTAGRX vs. FGJEXTAGRX vs. JFCIXTAGRX vs. FLCPX

SGOIX vs. TAGRX - Expense Ratio Comparison

SGOIX has a 0.88% expense ratio, which is lower than TAGRX's 1.01% expense ratio.

TAGRX
John Hancock Fundamental Large Cap Core Fund
SGOIX
First Eagle Overseas Fund Class I

Return for Risk

SGOIX vs. TAGRX — 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
TAGRX
TAGRX Risk / Return Rank: 1111
Overall Rank
TAGRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TAGRX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TAGRX Omega Ratio Rank: 1212
Omega Ratio Rank
TAGRX Calmar Ratio Rank: 99
Calmar Ratio Rank
TAGRX Martin Ratio Rank: 99
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. TAGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and John Hancock Fundamental Large Cap Core Fund (TAGRX). 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.

SGOIXTAGRXDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.27

+1.94

Sortino ratio

Return per unit of downside risk

2.80

0.51

+2.29

Omega ratio

Gain probability vs. loss probability

1.44

1.07

+0.36

Calmar ratio

Return relative to maximum drawdown

2.59

0.16

+2.43

Martin ratio

Return relative to average drawdown

10.79

0.57

+10.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGOIX vs. TAGRX - Sharpe Ratio Comparison

The current SGOIX Sharpe Ratio is 2.21, which is higher than the TAGRX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SGOIX and TAGRX, 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

SGOIXTAGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.27

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.34

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.55

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.45

+0.42

Correlation

The correlation between SGOIX and TAGRX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SGOIX vs. TAGRX - Dividend Comparison

SGOIX's dividend yield for the trailing twelve months is around 8.15%, less than TAGRX's 13.55% 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%
TAGRX
John Hancock Fundamental Large Cap Core Fund		13.55%12.09%13.00%6.67%6.76%7.82%0.30%0.53%14.05%8.22%2.96%1.22%

Drawdowns

SGOIX vs. TAGRX - Drawdown Comparison

The maximum SGOIX drawdown since its inception was -35.54%, smaller than the maximum TAGRX drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for SGOIX and TAGRX.

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Drawdown Indicators

SGOIXTAGRXDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-58.45%

+22.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-14.04%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-29.10%

+7.71%

Max Drawdown (10Y)

Largest decline over 10 years

-24.79%

-36.96%

+12.17%

Current Drawdown

Current decline from peak

-8.91%

-14.04%

+5.13%

Average Drawdown

Average peak-to-trough decline

-4.57%

-11.57%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

4.06%

-1.34%

Volatility

SGOIX vs. TAGRX - Volatility Comparison

First Eagle Overseas Fund Class I (SGOIX) has a higher volatility of 6.40% compared to John Hancock Fundamental Large Cap Core Fund (TAGRX) at 4.09%. This indicates that SGOIX's price experiences larger fluctuations and is considered to be riskier than TAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SGOIXTAGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.09%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.70%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

18.74%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.77%

20.18%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.37%

20.49%

-9.12%