SGOVX vs. YAFFX
SGOVX (First Eagle Overseas Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - SGOVX is a Foreign Large Cap Equities fund managed by First Eagle, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, SGOVX returned 8.24%/yr vs 12.50%/yr for YAFFX. At a 0.48 correlation, their price movements are largely independent. SGOVX charges 1.16%/yr vs 1.25%/yr for YAFFX.
Performance
SGOVX vs. YAFFX - Performance Comparison
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Returns By Period
In the year-to-date period, SGOVX achieves a 7.60% return, which is significantly lower than YAFFX's 25.77% return. Over the past 10 years, SGOVX has underperformed YAFFX with an annualized return of 8.24%, while YAFFX has yielded a comparatively higher 12.50% annualized return.
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%
YAFFX
- 1D
- 2.63%
- 1M
- 0.37%
- YTD
- 25.77%
- 6M
- 8.10%
- 1Y
- 20.56%
- 3Y*
- 16.12%
- 5Y*
- 9.34%
- 10Y*
- 12.50%
SGOVX vs. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 25.77% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between SGOVX and YAFFX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 1997 | 0.48 |
The correlation between SGOVX and YAFFX shifts across timeframes, from 0.48 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SGOVX vs. YAFFX — Risk / Return Rank
SGOVX
YAFFX
SGOVX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Overseas Fund (SGOVX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.26 | +0.94 |
| Martin ratioReturn relative to average drawdown | 7.18 | 4.47 | +2.71 |
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Drawdowns
SGOVX vs. YAFFX - Drawdown Comparison
The maximum SGOVX drawdown since its inception was -35.68%, smaller than the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for SGOVX and YAFFX.
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Drawdown Indicators
| SGOVX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -43.80% | +8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -17.08% | +5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.38% | -18.88% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | -21.31% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -30.62% | +5.77% |
Current DrawdownCurrent decline from peak | -5.55% | -4.28% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -6.21% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 4.77% | -1.30% |
Volatility
SGOVX vs. YAFFX - Volatility Comparison
The current volatility for First Eagle Overseas Fund (SGOVX) is 4.18%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.30%. This indicates that SGOVX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOVX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 7.30% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 22.77% | -11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 22.71% | -10.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 18.22% | -6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.46% | 16.59% | -5.13% |
SGOVX vs. YAFFX - Expense Ratio Comparison
SGOVX has a 1.16% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
SGOVX vs. YAFFX - Dividend Comparison
SGOVX's dividend yield for the trailing twelve months is around 7.87%, while YAFFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOVX First Eagle Overseas Fund | 7.87% | 8.47% | 8.43% | 2.24% | 3.62% | 5.76% | 0.21% | 5.54% | 3.05% | 3.40% | 3.59% | 1.32% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 0.00% | 18.44% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
SGOVX and YAFFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAFFX has higher volatility (7.30%) compared to SGOVX (4.18%). In terms of maximum drawdown, SGOVX dropped -35.68% vs YAFFX's -43.80%.
SGOVX currently has the higher Sharpe Ratio (1.97 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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