SGOVX vs. VEU
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and Vanguard FTSE All-World ex-US ETF (VEU).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
SGOVX vs. VEU - Performance Comparison
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SGOVX vs. VEU - 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% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SGOVX having a 3.72% return and VEU slightly lower at 3.60%. Over the past 10 years, SGOVX has underperformed VEU with an annualized return of 8.01%, while VEU has yielded a comparatively higher 9.16% 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%
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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SGOVX vs. VEU - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
SGOVX vs. VEU — Risk / Return Rank
SGOVX
VEU
SGOVX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and Vanguard FTSE All-World ex-US ETF (VEU). 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 | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.69 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.32 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.57 | -0.02 |
Martin ratioReturn relative to average drawdown | 10.62 | 9.83 | +0.79 |
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 | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.69 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.49 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.54 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.23 | +0.64 |
Correlation
The correlation between SGOVX and VEU is 0.77, 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. VEU - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.17%, more than VEU's 2.88% 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
SGOVX vs. VEU - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for SGOVX and VEU.
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Drawdown Indicators
| SGOVX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -61.52% | +25.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.43% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -29.31% | +7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -34.98% | +10.13% |
Current DrawdownCurrent decline from peak | -8.95% | -7.36% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -13.23% | +8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.99% | -0.26% |
Volatility
SGOVX vs. VEU - Volatility Comparison
The current volatility for First Eagle Overseas Fund (SGOVX) is 6.41%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that SGOVX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 7.65% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 11.61% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 17.25% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 15.83% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 17.13% | -5.76% |