SGOVX vs. GTMIX
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and GMO Tax-Managed International Equities Fund (GTMIX).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
SGOVX vs. GTMIX - Performance Comparison
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SGOVX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 3.72% | 38.69% | 6.16% | 10.41% | -8.07% | 4.94% | 6.95% | 17.60% | -10.26% | 14.06% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, SGOVX achieves a 3.72% return, which is significantly lower than GTMIX's 8.42% return. Over the past 10 years, SGOVX has underperformed GTMIX with an annualized return of 8.01%, while GTMIX has yielded a comparatively higher 9.87% annualized return.
SGOVX
- 1D
- 2.34%
- 1M
- -7.73%
- YTD
- 3.72%
- 6M
- 9.49%
- 1Y
- 29.49%
- 3Y*
- 16.45%
- 5Y*
- 9.76%
- 10Y*
- 8.01%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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SGOVX vs. GTMIX - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
SGOVX vs. GTMIX — Risk / Return Rank
SGOVX
GTMIX
SGOVX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 2.67 | -0.48 |
Sortino ratioReturn per unit of downside risk | 2.78 | 3.40 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.52 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.54 | -0.99 |
Martin ratioReturn relative to average drawdown | 10.62 | 16.76 | -6.14 |
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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.67 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.76 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.62 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.40 | +0.48 |
Correlation
The correlation between SGOVX and GTMIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SGOVX vs. GTMIX - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.17%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 8.17% | 8.47% | 8.43% | 2.24% | 3.62% | 5.76% | 0.21% | 5.54% | 3.05% | 3.40% | 3.59% | 1.32% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
SGOVX vs. GTMIX - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, smaller than the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for SGOVX and GTMIX.
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Drawdown Indicators
| SGOVX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -58.31% | +22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.24% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -28.81% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -40.32% | +15.47% |
Current DrawdownCurrent decline from peak | -8.95% | -4.51% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -12.75% | +8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.38% | +0.35% |
Volatility
SGOVX vs. GTMIX - Volatility Comparison
First Eagle Overseas Fund (SGOVX) has a higher volatility of 6.41% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that SGOVX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.97% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 9.56% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 15.56% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 14.91% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 16.06% | -4.69% |