SGOIX vs. VSTSX
Compare and contrast key facts about First Eagle Overseas Fund Class I (SGOIX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX).
SGOIX is managed by First Eagle. VSTSX is managed by Vanguard. It was launched on Jun 27, 2016.
Performance
SGOIX vs. VSTSX - Performance Comparison
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SGOIX vs. VSTSX - 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% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | -6.74% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Returns By Period
In the year-to-date period, SGOIX achieves a 1.44% return, which is significantly higher than VSTSX's -6.74% 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%
VSTSX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.74%
- 6M
- -4.45%
- 1Y
- 14.80%
- 3Y*
- 16.73%
- 5Y*
- 10.15%
- 10Y*
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SGOIX vs. VSTSX - Expense Ratio Comparison
SGOIX has a 0.88% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Return for Risk
SGOIX vs. VSTSX — Risk / Return Rank
SGOIX
VSTSX
SGOIX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund Class I (SGOIX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 0.84 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.30 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.05 | +1.20 |
Martin ratioReturn relative to average drawdown | 9.52 | 5.10 | +4.42 |
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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 0.84 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.59 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.70 | +0.17 |
Correlation
The correlation between SGOIX and VSTSX is 0.69, 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. VSTSX - Dividend Comparison
SGOIX's dividend yield for the trailing twelve months is around 8.33%, more than VSTSX's 1.23% 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% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.23% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Drawdowns
SGOIX vs. VSTSX - Drawdown Comparison
The maximum SGOIX drawdown since its inception was -35.54%, roughly equal to the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SGOIX and VSTSX.
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Drawdown Indicators
| SGOIX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -34.97% | -0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.41% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -25.35% | +3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -24.79% | — | — |
Current DrawdownCurrent decline from peak | -10.98% | -8.92% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.97% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.56% | +0.12% |
Volatility
SGOIX vs. VSTSX - Volatility Comparison
First Eagle Overseas Fund Class I (SGOIX) has a higher volatility of 5.81% compared to Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) at 4.40%. This indicates that SGOIX's price experiences larger fluctuations and is considered to be riskier than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOIX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 4.40% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.33% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 18.42% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 17.33% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.34% | 18.84% | -7.50% |