SGOVX vs. SCHD
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and Schwab US Dividend Equity ETF (SCHD).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGOVX or SCHD.
Key characteristics
| SGOVX | SCHD | |
|---|---|---|
| YTD Return | 8.37% | 17.47% |
| 1Y Return | 13.35% | 27.61% |
| 3Y Return (Ann) | 2.69% | 6.96% |
| 5Y Return (Ann) | 4.82% | 12.74% |
| 10Y Return (Ann) | 4.61% | 11.66% |
| Sharpe Ratio | 1.54 | 2.70 |
| Sortino Ratio | 2.17 | 3.89 |
| Omega Ratio | 1.27 | 1.48 |
| Calmar Ratio | 2.39 | 3.71 |
| Martin Ratio | 9.10 | 14.94 |
| Ulcer Index | 1.68% | 2.04% |
| Daily Std Dev | 9.91% | 11.25% |
| Max Drawdown | -35.68% | -33.37% |
| Current Drawdown | -6.21% | -0.51% |
Correlation
The correlation between SGOVX and SCHD is 0.63, 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.
Performance
SGOVX vs. SCHD - Performance Comparison
In the year-to-date period, SGOVX achieves a 8.37% return, which is significantly lower than SCHD's 17.47% return. Over the past 10 years, SGOVX has underperformed SCHD with an annualized return of 4.61%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGOVX vs. SCHD - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
SGOVX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
SGOVX vs. SCHD - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 1.56%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 1.56% | 1.70% | 0.08% | 3.45% | 0.21% | 2.09% | 1.26% | 1.62% | 1.16% | 0.20% | 1.07% | 2.01% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SGOVX vs. SCHD - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SGOVX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SGOVX vs. SCHD - Volatility Comparison
The current volatility for First Eagle Overseas Fund (SGOVX) is 2.98%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that SGOVX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.