SGOVX vs. VGSH
Compare and contrast key facts about First Eagle Overseas Fund (SGOVX) and Vanguard Short-Term Treasury ETF (VGSH).
SGOVX is managed by First Eagle. It was launched on Aug 31, 1993. VGSH is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 19, 2009.
Performance
SGOVX vs. VGSH - Performance Comparison
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SGOVX vs. VGSH - 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% |
VGSH Vanguard Short-Term Treasury ETF | 0.25% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
Returns By Period
In the year-to-date period, SGOVX achieves a 3.72% return, which is significantly higher than VGSH's 0.25% return. Over the past 10 years, SGOVX has outperformed VGSH with an annualized return of 8.01%, while VGSH has yielded a comparatively lower 1.74% 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%
VGSH
- 1D
- -0.02%
- 1M
- -0.33%
- YTD
- 0.25%
- 6M
- 1.24%
- 1Y
- 3.68%
- 3Y*
- 3.97%
- 5Y*
- 1.79%
- 10Y*
- 1.74%
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SGOVX vs. VGSH - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is higher than VGSH's 0.03% expense ratio.
Return for Risk
SGOVX vs. VGSH — Risk / Return Rank
SGOVX
VGSH
SGOVX vs. VGSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and Vanguard Short-Term Treasury ETF (VGSH). 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 | VGSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 2.57 | -0.38 |
Sortino ratioReturn per unit of downside risk | 2.78 | 4.13 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.55 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 4.21 | -1.66 |
Martin ratioReturn relative to average drawdown | 10.62 | 15.93 | -5.31 |
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 | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.57 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.92 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.11 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.01 | -0.14 |
Correlation
The correlation between SGOVX and VGSH is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SGOVX vs. VGSH - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 8.17%, more than VGSH's 3.93% 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% |
VGSH Vanguard Short-Term Treasury ETF | 3.93% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Drawdowns
SGOVX vs. VGSH - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for SGOVX and VGSH.
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Drawdown Indicators
| SGOVX | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -5.70% | -29.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -0.88% | -10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -5.70% | -15.98% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -5.70% | -19.15% |
Current DrawdownCurrent decline from peak | -8.95% | -0.52% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -0.60% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 0.23% | +2.50% |
Volatility
SGOVX vs. VGSH - Volatility Comparison
First Eagle Overseas Fund (SGOVX) has a higher volatility of 6.41% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that SGOVX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 0.52% | +5.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 0.84% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 1.44% | +12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 1.96% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 1.57% | +9.80% |