SGOVX vs. FESCX
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and First Eagle Small Cap Opportunity Fund (FESCX).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. FESCX is managed by First Eagle. It was launched on Apr 26, 2021.
Performance
SGOVX vs. FESCX - Performance Comparison
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SGOVX vs. FESCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 4.18% | 38.69% | 6.16% | 10.41% | -8.07% | -1.53% |
FESCX First Eagle Small Cap Opportunity Fund | 7.06% | 13.33% | 6.47% | 16.75% | -14.05% | 1.23% |
Returns By Period
In the year-to-date period, SGOVX achieves a 4.18% return, which is significantly lower than FESCX's 7.06% return.
SGOVX
- 1D
- -0.75%
- 1M
- -3.86%
- YTD
- 4.18%
- 6M
- 9.11%
- 1Y
- 30.90%
- 3Y*
- 16.35%
- 5Y*
- 9.86%
- 10Y*
- 8.09%
FESCX
- 1D
- 0.08%
- 1M
- -4.82%
- YTD
- 7.06%
- 6M
- 8.07%
- 1Y
- 42.87%
- 3Y*
- 12.35%
- 5Y*
- —
- 10Y*
- —
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SGOVX vs. FESCX - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than FESCX's 1.00% expense ratio.
Return for Risk
SGOVX vs. FESCX — Risk / Return Rank
SGOVX
FESCX
SGOVX vs. FESCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and First Eagle Small Cap Opportunity Fund (FESCX). 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 | FESCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.20 | 1.34 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.95 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.26 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.31 | +0.33 |
Martin ratioReturn relative to average drawdown | 10.64 | 8.86 | +1.78 |
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 | FESCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.34 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
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 | 0.26 | +0.61 |
Correlation
The correlation between SGOVX and FESCX is 0.67, 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
SGOVX vs. FESCX - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.13%, more than FESCX's 0.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 8.13% | 8.47% | 8.43% | 2.24% | 3.62% | 5.76% | 0.21% | 5.54% | 3.05% | 3.40% | 3.59% | 1.32% |
FESCX First Eagle Small Cap Opportunity Fund | 0.97% | 1.03% | 1.56% | 0.60% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SGOVX vs. FESCX - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, which is greater than FESCX's maximum drawdown of -28.53%. Use the drawdown chart below to compare losses from any high point for SGOVX and FESCX.
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Drawdown Indicators
| SGOVX | FESCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -28.53% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.26% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | — | — |
Current DrawdownCurrent decline from peak | -8.55% | -6.26% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -9.11% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.84% | -1.01% |
Volatility
SGOVX vs. FESCX - Volatility Comparison
The current volatility for First Eagle Overseas Fund (SGOVX) is 5.66%, while First Eagle Small Cap Opportunity Fund (FESCX) has a volatility of 7.33%. This indicates that SGOVX experiences smaller price fluctuations and is considered to be less risky than FESCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | FESCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 7.33% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 14.49% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 24.00% | -10.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 22.77% | -11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 22.77% | -11.40% |