SGOVX vs. AGG
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and iShares Core U.S. Aggregate Bond ETF (AGG).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
SGOVX vs. AGG - Performance Comparison
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SGOVX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 4.97% | 38.69% | 6.16% | 10.41% | -8.07% | 4.94% | 6.95% | 17.60% | -10.26% | 14.06% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.32% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Returns By Period
In the year-to-date period, SGOVX achieves a 4.97% return, which is significantly higher than AGG's 0.32% return. Over the past 10 years, SGOVX has outperformed AGG with an annualized return of 8.14%, while AGG has yielded a comparatively lower 1.68% annualized return.
SGOVX
- 1D
- 1.21%
- 1M
- -3.19%
- YTD
- 4.97%
- 6M
- 10.60%
- 1Y
- 30.95%
- 3Y*
- 16.92%
- 5Y*
- 10.02%
- 10Y*
- 8.14%
AGG
- 1D
- 0.23%
- 1M
- -1.00%
- YTD
- 0.32%
- 6M
- 0.90%
- 1Y
- 4.41%
- 3Y*
- 3.55%
- 5Y*
- 0.29%
- 10Y*
- 1.68%
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SGOVX vs. AGG - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than AGG's 0.03% expense ratio.
Return for Risk
SGOVX vs. AGG — Risk / Return Rank
SGOVX
AGG
SGOVX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| SGOVX | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 1.02 | +1.27 |
Sortino ratioReturn per unit of downside risk | 2.89 | 1.44 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.18 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.70 | +1.04 |
Martin ratioReturn relative to average drawdown | 11.26 | 4.71 | +6.56 |
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
| SGOVX | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.02 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.05 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.31 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.60 | +0.28 |
Correlation
The correlation between SGOVX and AGG is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SGOVX vs. AGG - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.07%, more than AGG's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 8.07% | 8.47% | 8.43% | 2.24% | 3.62% | 5.76% | 0.21% | 5.54% | 3.05% | 3.40% | 3.59% | 1.32% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.94% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Drawdowns
SGOVX vs. AGG - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SGOVX and AGG.
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Drawdown Indicators
| SGOVX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -18.43% | -17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -2.52% | -8.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -17.82% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -18.43% | -6.42% |
Current DrawdownCurrent decline from peak | -7.86% | -2.07% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -2.71% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 0.91% | +1.86% |
Volatility
SGOVX vs. AGG - Volatility Comparison
First Eagle Overseas Fund (SGOVX) has a higher volatility of 5.63% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.69%. This indicates that SGOVX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 1.69% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 2.55% | +7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 4.36% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 6.07% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 5.39% | +5.98% |