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SGOVX vs. AGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGOVX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Overseas Fund (SGOVX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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SGOVX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SGOVX
SGOVX Risk / Return Rank: 9292
Overall Rank
SGOVX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGOVX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGOVX Omega Ratio Rank: 9292
Omega Ratio Rank
SGOVX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SGOVX Martin Ratio Rank: 9090
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 4949
Overall Rank
AGG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5050
Sortino Ratio Rank
AGG Omega Ratio Rank: 4242
Omega Ratio Rank
AGG Calmar Ratio Rank: 5858
Calmar Ratio Rank
AGG Martin Ratio Rank: 4242
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.

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.


SGOVXAGGDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.02

+1.27

Sortino ratio

Return per unit of downside risk

2.89

1.44

+1.45

Omega ratio

Gain probability vs. loss probability

1.45

1.18

+0.27

Calmar ratio

Return relative to maximum drawdown

2.75

1.70

+1.04

Martin ratio

Return relative to average drawdown

11.26

4.71

+6.56

SGOVX vs. AGG - Sharpe Ratio Comparison

The current SGOVX Sharpe Ratio is 2.28, which is higher than the AGG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SGOVX and AGG, 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


SGOVXAGGDifference

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.


TTM20252024202320222021202020192018201720162015
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


SGOVXAGGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.86%

-2.07%

-5.79%

Average Drawdown

Average peak-to-trough decline

-4.45%

-2.71%

-1.74%

Ulcer Index

Depth 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


SGOVXAGGDifference

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%