THOIX vs. SGENX
Compare and contrast key facts about Thornburg Global Opportunities Fund (THOIX) and First Eagle Global Fund Class A (SGENX).
THOIX is managed by Thornburg. It was launched on Jul 28, 2006. SGENX is managed by First Eagle. It was launched on Jan 1, 1979.
Performance
THOIX vs. SGENX - Performance Comparison
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THOIX vs. SGENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THOIX Thornburg Global Opportunities Fund | 1.01% | 41.04% | 13.08% | 16.26% | -10.12% | 14.72% | 22.50% | 28.74% | -20.72% | 22.03% |
SGENX First Eagle Global Fund Class A | -0.50% | 31.62% | 11.78% | 12.77% | -6.46% | 12.20% | 8.33% | 20.16% | -8.46% | 13.48% |
Returns By Period
In the year-to-date period, THOIX achieves a 1.01% return, which is significantly higher than SGENX's -0.50% return. Over the past 10 years, THOIX has outperformed SGENX with an annualized return of 12.13%, while SGENX has yielded a comparatively lower 9.65% annualized return.
THOIX
- 1D
- -0.39%
- 1M
- -8.12%
- YTD
- 1.01%
- 6M
- 7.53%
- 1Y
- 32.87%
- 3Y*
- 21.58%
- 5Y*
- 12.57%
- 10Y*
- 12.13%
SGENX
- 1D
- 0.14%
- 1M
- -10.41%
- YTD
- -0.50%
- 6M
- 4.87%
- 1Y
- 22.49%
- 3Y*
- 15.94%
- 5Y*
- 10.74%
- 10Y*
- 9.65%
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THOIX vs. SGENX - Expense Ratio Comparison
THOIX has a 0.99% expense ratio, which is lower than SGENX's 1.11% expense ratio.
Return for Risk
THOIX vs. SGENX — Risk / Return Rank
THOIX
SGENX
THOIX vs. SGENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Global Opportunities Fund (THOIX) and First Eagle Global Fund Class A (SGENX). 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.
| THOIX | SGENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 1.70 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.95 | 2.30 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.04 | +0.58 |
Martin ratioReturn relative to average drawdown | 12.75 | 8.60 | +4.15 |
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
| THOIX | SGENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 1.70 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.91 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.96 | -0.43 |
Correlation
The correlation between THOIX and SGENX is 0.79, 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
THOIX vs. SGENX - Dividend Comparison
THOIX's dividend yield for the trailing twelve months is around 6.36%, less than SGENX's 9.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THOIX Thornburg Global Opportunities Fund | 6.36% | 6.42% | 5.70% | 5.70% | 4.00% | 14.39% | 6.70% | 1.47% | 2.65% | 0.67% | 0.82% | 0.59% |
SGENX First Eagle Global Fund Class A | 9.50% | 9.45% | 5.46% | 3.52% | 4.17% | 6.27% | 2.38% | 5.48% | 6.35% | 4.23% | 4.72% | 1.16% |
Drawdowns
THOIX vs. SGENX - Drawdown Comparison
The maximum THOIX drawdown since its inception was -64.58%, which is greater than SGENX's maximum drawdown of -37.60%. Use the drawdown chart below to compare losses from any high point for THOIX and SGENX.
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Drawdown Indicators
| THOIX | SGENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.58% | -37.60% | -26.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -10.53% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -19.57% | -10.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -27.68% | -7.54% |
Current DrawdownCurrent decline from peak | -8.62% | -10.41% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -3.42% | -8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.50% | -0.12% |
Volatility
THOIX vs. SGENX - Volatility Comparison
The current volatility for Thornburg Global Opportunities Fund (THOIX) is 3.66%, while First Eagle Global Fund Class A (SGENX) has a volatility of 4.68%. This indicates that THOIX experiences smaller price fluctuations and is considered to be less risky than SGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THOIX | SGENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.68% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.85% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 13.41% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 11.87% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 12.44% | +5.06% |