SGOVX vs. SGIIX
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and First Eagle Global Fund Class I (SGIIX).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. SGIIX is managed by First Eagle.
Performance
SGOVX vs. SGIIX - Performance Comparison
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SGOVX vs. SGIIX - 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% |
SGIIX First Eagle Global Fund Class I | 1.79% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
Returns By Period
In the year-to-date period, SGOVX achieves a 3.72% return, which is significantly higher than SGIIX's 1.79% return. Over the past 10 years, SGOVX has underperformed SGIIX with an annualized return of 8.01%, while SGIIX has yielded a comparatively higher 10.18% 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%
SGIIX
- 1D
- 2.23%
- 1M
- -7.72%
- YTD
- 1.79%
- 6M
- 7.16%
- 1Y
- 25.36%
- 3Y*
- 17.07%
- 5Y*
- 11.22%
- 10Y*
- 10.18%
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SGOVX vs. SGIIX - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than SGIIX's 0.86% expense ratio.
Return for Risk
SGOVX vs. SGIIX — Risk / Return Rank
SGOVX
SGIIX
SGOVX vs. SGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and First Eagle Global Fund Class I (SGIIX). 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 | SGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.89 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.55 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.38 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.44 | +0.11 |
Martin ratioReturn relative to average drawdown | 10.62 | 10.05 | +0.57 |
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 | SGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.89 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.95 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.82 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.91 | -0.03 |
Correlation
The correlation between SGOVX and SGIIX is 0.90, 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. SGIIX - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.17%, less than SGIIX's 9.44% 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% |
SGIIX First Eagle Global Fund Class I | 9.44% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
Drawdowns
SGOVX vs. SGIIX - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, roughly equal to the maximum SGIIX drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for SGOVX and SGIIX.
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Drawdown Indicators
| SGOVX | SGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -37.03% | +1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.52% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -19.42% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -27.64% | +2.79% |
Current DrawdownCurrent decline from peak | -8.95% | -8.39% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -3.71% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.56% | +0.17% |
Volatility
SGOVX vs. SGIIX - Volatility Comparison
First Eagle Overseas Fund (SGOVX) has a higher volatility of 6.41% compared to First Eagle Global Fund Class I (SGIIX) at 5.42%. This indicates that SGOVX's price experiences larger fluctuations and is considered to be riskier than SGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | SGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.42% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 9.10% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 13.54% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 11.90% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 12.46% | -1.09% |