VFFSX vs. SGOIX
Compare and contrast key facts about Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and First Eagle Overseas Fund Class I (SGOIX).
VFFSX is managed by Vanguard. SGOIX is managed by First Eagle.
Performance
VFFSX vs. SGOIX - Performance Comparison
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VFFSX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFFSX Vanguard 500 Index Fund Institutional Select Shares | -4.34% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
SGOIX First Eagle Overseas Fund Class I | 3.80% | 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, VFFSX achieves a -4.34% return, which is significantly lower than SGOIX's 3.80% return.
VFFSX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.34%
- 3Y*
- 18.30%
- 5Y*
- 11.78%
- 10Y*
- —
SGOIX
- 1D
- 2.33%
- 1M
- -7.69%
- YTD
- 3.80%
- 6M
- 9.66%
- 1Y
- 29.85%
- 3Y*
- 16.77%
- 5Y*
- 10.05%
- 10Y*
- 8.31%
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VFFSX vs. SGOIX - Expense Ratio Comparison
VFFSX has a 0.01% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
VFFSX vs. SGOIX — Risk / Return Rank
VFFSX
SGOIX
VFFSX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) 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.
| VFFSX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 2.21 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.80 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.59 | -1.07 |
Martin ratioReturn relative to average drawdown | 7.31 | 10.79 | -3.48 |
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
| VFFSX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.21 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.86 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.88 | -0.11 |
Correlation
The correlation between VFFSX and SGOIX is 0.68, 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
VFFSX vs. SGOIX - Dividend Comparison
VFFSX's dividend yield for the trailing twelve months is around 1.21%, less than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.21% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
SGOIX First Eagle Overseas Fund Class I | 8.15% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
VFFSX vs. SGOIX - Drawdown Comparison
The maximum VFFSX drawdown since its inception was -33.82%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for VFFSX and SGOIX.
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Drawdown Indicators
| VFFSX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -35.54% | +1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.35% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -21.39% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.79% | — |
Current DrawdownCurrent decline from peak | -6.24% | -8.91% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.57% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.72% | -0.20% |
Volatility
VFFSX vs. SGOIX - Volatility Comparison
The current volatility for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) is 5.35%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that VFFSX 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
| VFFSX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 6.40% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.85% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 13.64% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 11.77% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 11.37% | +7.15% |