VDADX vs. SGOIX
Compare and contrast key facts about Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and First Eagle Overseas Fund Class I (SGOIX).
VDADX is managed by Vanguard. It was launched on Dec 19, 2013. SGOIX is managed by First Eagle.
Performance
VDADX vs. SGOIX - Performance Comparison
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VDADX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | -3.77% | 14.17% | 16.99% | 14.44% | -9.80% | 23.59% | 15.47% | 29.68% | -2.06% | 22.22% |
SGOIX First Eagle Overseas Fund Class I | 1.44% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Returns By Period
In the year-to-date period, VDADX achieves a -3.77% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, VDADX has outperformed SGOIX with an annualized return of 12.01%, while SGOIX has yielded a comparatively lower 8.06% annualized return.
VDADX
- 1D
- 0.00%
- 1M
- -7.14%
- YTD
- -3.77%
- 6M
- -1.63%
- 1Y
- 10.40%
- 3Y*
- 13.00%
- 5Y*
- 9.45%
- 10Y*
- 12.01%
SGOIX
- 1D
- 0.19%
- 1M
- -10.98%
- YTD
- 1.44%
- 6M
- 7.39%
- 1Y
- 27.04%
- 3Y*
- 15.87%
- 5Y*
- 9.77%
- 10Y*
- 8.06%
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VDADX vs. SGOIX - Expense Ratio Comparison
VDADX has a 0.08% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
VDADX vs. SGOIX — Risk / Return Rank
VDADX
SGOIX
VDADX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and First Eagle Overseas Fund Class I (SGOIX). 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.
| VDADX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.97 | -1.21 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.51 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.25 | -1.32 |
Martin ratioReturn relative to average drawdown | 4.19 | 9.52 | -5.33 |
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
| VDADX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.97 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.71 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.87 | -0.16 |
Correlation
The correlation between VDADX and SGOIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VDADX vs. SGOIX - Dividend Comparison
VDADX's dividend yield for the trailing twelve months is around 1.62%, less than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.62% | 1.60% | 1.71% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% |
SGOIX First Eagle Overseas Fund Class I | 8.33% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
VDADX vs. SGOIX - Drawdown Comparison
The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for VDADX and SGOIX.
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Drawdown Indicators
| VDADX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -35.54% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -11.35% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -21.39% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -31.70% | -24.79% | -6.91% |
Current DrawdownCurrent decline from peak | -7.93% | -10.98% | +3.05% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -4.57% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.68% | -0.28% |
Volatility
VDADX vs. SGOIX - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 3.33%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that VDADX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDADX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 5.81% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 9.60% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 13.48% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 11.73% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 11.34% | +4.84% |