SGOVX vs. HFXI
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and IQ 50 Percent Hedged FTSE International ETF (HFXI).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. HFXI is a passively managed fund by New York Life that tracks the performance of the FTSE Developed ex North America 50% Hedged to USD Index. It was launched on Jul 22, 2015.
Performance
SGOVX vs. HFXI - Performance Comparison
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SGOVX vs. HFXI - 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% |
HFXI IQ 50 Percent Hedged FTSE International ETF | 5.79% | 30.10% | 7.58% | 19.56% | -10.71% | 13.96% | 6.88% | 23.67% | -12.69% | 22.68% |
Returns By Period
In the year-to-date period, SGOVX achieves a 3.72% return, which is significantly lower than HFXI's 5.79% return. Over the past 10 years, SGOVX has underperformed HFXI with an annualized return of 8.01%, while HFXI has yielded a comparatively higher 10.70% 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%
HFXI
- 1D
- 1.94%
- 1M
- -4.46%
- YTD
- 5.79%
- 6M
- 12.16%
- 1Y
- 30.04%
- 3Y*
- 17.64%
- 5Y*
- 11.01%
- 10Y*
- 10.70%
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SGOVX vs. HFXI - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than HFXI's 0.20% expense ratio.
Return for Risk
SGOVX vs. HFXI — Risk / Return Rank
SGOVX
HFXI
SGOVX vs. HFXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and IQ 50 Percent Hedged FTSE International ETF (HFXI). 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 | HFXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.80 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.46 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.78 | -0.23 |
Martin ratioReturn relative to average drawdown | 10.62 | 10.48 | +0.14 |
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 | HFXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.80 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.76 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.65 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.52 | +0.36 |
Correlation
The correlation between SGOVX and HFXI is 0.79, 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. HFXI - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.17%, more than HFXI's 4.25% 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% |
HFXI IQ 50 Percent Hedged FTSE International ETF | 4.25% | 4.19% | 2.68% | 2.49% | 4.65% | 3.10% | 2.00% | 3.19% | 4.33% | 2.56% | 2.71% | 0.78% |
Drawdowns
SGOVX vs. HFXI - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, which is greater than HFXI's maximum drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for SGOVX and HFXI.
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Drawdown Indicators
| SGOVX | HFXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -32.42% | -3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.84% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -22.35% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -32.42% | +7.57% |
Current DrawdownCurrent decline from peak | -8.95% | -6.18% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -5.52% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.89% | -0.16% |
Volatility
SGOVX vs. HFXI - Volatility Comparison
The current volatility for First Eagle Overseas Fund (SGOVX) is 6.41%, while IQ 50 Percent Hedged FTSE International ETF (HFXI) has a volatility of 7.48%. This indicates that SGOVX experiences smaller price fluctuations and is considered to be less risky than HFXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | HFXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 7.48% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 10.96% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 16.81% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 14.61% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 16.55% | -5.18% |