SGOVX vs. USD=X
SGOVX (First Eagle Overseas Fund) is Foreign Large Cap Equities fund managed by First Eagle, while USD=X (USD Cash) is a currency. Over the past 10 years, SGOVX returned 8.24%/yr vs 0.00%/yr for USD=X.
Performance
SGOVX vs. USD=X - Performance Comparison
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Returns By Period
SGOVX
- 1D
- 2.06%
- 1M
- -2.56%
- YTD
- 7.60%
- 6M
- 8.67%
- 1Y
- 23.76%
- 3Y*
- 17.58%
- 5Y*
- 9.30%
- 10Y*
- 8.24%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
SGOVX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 7.60% | 38.69% | 6.16% | 10.41% | -8.07% | 4.94% | 6.95% | 17.60% | -10.26% | 14.06% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
SGOVX vs. USD=X — Risk / Return Rank
SGOVX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SGOVX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGOVX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | — | — |
| Martin ratioReturn relative to average drawdown | 7.18 | — | — |
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Drawdowns
SGOVX vs. USD=X - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SGOVX and USD=X.
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Drawdown Indicators
| SGOVX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | 0.00% | -35.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | 0.00% | -11.38% |
Max Drawdown (3Y)Largest decline over 3 years | -11.38% | 0.00% | -11.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | 0.00% | -21.49% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | 0.00% | -24.85% |
Current DrawdownCurrent decline from peak | -5.55% | 0.00% | -5.55% |
Average DrawdownAverage peak-to-trough decline | -4.46% | 0.00% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 0.00% | +3.47% |
Volatility
SGOVX vs. USD=X - Volatility Comparison
First Eagle Overseas Fund (SGOVX) has a higher volatility of 4.18% compared to USD Cash (USD=X) at 0.00%. This indicates that SGOVX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 0.00% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 0.00% | +10.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 0.00% | +12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 0.00% | +11.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.46% | 0.00% | +11.46% |
Frequently Asked Questions
SGOVX has higher volatility (4.18%) compared to USD=X (0.00%). In terms of maximum drawdown, SGOVX dropped -35.68% vs USD=X's 0.00%.
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