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SGOVX vs. TBGVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGOVX and TBGVX is 0.43, 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. TBGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Overseas Fund (SGOVX) and Tweedy, Browne International Value Fund (TBGVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SGOVX:

0.98

TBGVX:

-0.21

Sortino Ratio

SGOVX:

1.48

TBGVX:

-0.11

Omega Ratio

SGOVX:

1.20

TBGVX:

0.98

Calmar Ratio

SGOVX:

1.16

TBGVX:

-0.14

Martin Ratio

SGOVX:

3.07

TBGVX:

-0.36

Ulcer Index

SGOVX:

4.34%

TBGVX:

6.74%

Daily Std Dev

SGOVX:

12.82%

TBGVX:

14.85%

Max Drawdown

SGOVX:

-48.37%

TBGVX:

-60.59%

Current Drawdown

SGOVX:

-0.69%

TBGVX:

-5.92%

Returns By Period

In the year-to-date period, SGOVX achieves a 15.41% return, which is significantly higher than TBGVX's 10.49% return. Over the past 10 years, SGOVX has outperformed TBGVX with an annualized return of 3.17%, while TBGVX has yielded a comparatively lower 1.66% annualized return.


SGOVX

YTD

15.41%

1M

8.66%

6M

6.89%

1Y

12.10%

5Y*

7.55%

10Y*

3.17%

TBGVX

YTD

10.49%

1M

9.84%

6M

-0.38%

1Y

-3.62%

5Y*

5.59%

10Y*

1.66%

*Annualized

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SGOVX vs. TBGVX - Expense Ratio Comparison

SGOVX has a 1.16% expense ratio, which is lower than TBGVX's 1.40% expense ratio.


Risk-Adjusted Performance

SGOVX vs. TBGVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGOVX
The Risk-Adjusted Performance Rank of SGOVX is 8282
Overall Rank
The Sharpe Ratio Rank of SGOVX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SGOVX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SGOVX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SGOVX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SGOVX is 7676
Martin Ratio Rank

TBGVX
The Risk-Adjusted Performance Rank of TBGVX is 1313
Overall Rank
The Sharpe Ratio Rank of TBGVX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of TBGVX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of TBGVX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TBGVX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of TBGVX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGOVX vs. TBGVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and Tweedy, Browne International Value Fund (TBGVX). 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.


The current SGOVX Sharpe Ratio is 0.98, which is higher than the TBGVX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of SGOVX and TBGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SGOVX vs. TBGVX - Dividend Comparison

SGOVX's dividend yield for the trailing twelve months is around 4.98%, more than TBGVX's 1.74% yield.


TTM20242023202220212020201920182017201620152014
SGOVX
First Eagle Overseas Fund
4.98%5.75%1.70%0.08%3.45%0.21%2.09%1.26%1.62%1.16%0.20%1.07%
TBGVX
Tweedy, Browne International Value Fund
1.74%1.92%1.69%1.56%1.41%0.94%1.59%1.57%1.10%1.17%0.86%1.27%

Drawdowns

SGOVX vs. TBGVX - Drawdown Comparison

The maximum SGOVX drawdown since its inception was -48.37%, smaller than the maximum TBGVX drawdown of -60.59%. Use the drawdown chart below to compare losses from any high point for SGOVX and TBGVX. For additional features, visit the drawdowns tool.


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Volatility

SGOVX vs. TBGVX - Volatility Comparison

First Eagle Overseas Fund (SGOVX) and Tweedy, Browne International Value Fund (TBGVX) have volatilities of 3.28% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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