VRTTX vs. SGOIX
VRTTX (Vanguard Russell 3000 Index Fund Institutional Shares) and SGOIX (First Eagle Overseas Fund Class I) are both mutual funds - VRTTX is a Large Cap Blend Equities fund managed by Vanguard, while SGOIX is a Foreign Large Cap Equities fund managed by First Eagle. Over the past 10 years, VRTTX returned 14.41%/yr vs 8.43%/yr for SGOIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. VRTTX charges 0.08%/yr vs 0.88%/yr for SGOIX.
Performance
VRTTX vs. SGOIX - Performance Comparison
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Returns By Period
In the year-to-date period, VRTTX achieves a 9.71% return, which is significantly lower than SGOIX's 12.13% return. Over the past 10 years, VRTTX has outperformed SGOIX with an annualized return of 14.41%, while SGOIX has yielded a comparatively lower 8.43% annualized return.
VRTTX
- 1D
- 1.61%
- 1M
- -0.79%
- 6M
- 8.04%
- YTD
- 9.71%
- 1Y
- 20.87%
- 3Y*
- 18.36%
- 5Y*
- 11.55%
- 10Y*
- 14.41%
- ALL TIME*
- 14.19%
SGOIX
- 1D
- 2.03%
- 1M
- 4.09%
- 6M
- 5.31%
- YTD
- 12.13%
- 1Y
- 30.00%
- 3Y*
- 18.82%
- 5Y*
- 11.02%
- 10Y*
- 8.43%
- ALL TIME*
- 10.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VRTTX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 9.71% | 16.70% | 23.72% | 25.92% | -19.27% | 25.48% | 20.81% | 31.03% | -5.29% | 21.02% |
SGOIX First Eagle Overseas Fund Class I | 12.13% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Correlation
The correlation between VRTTX and SGOIX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.66 |
The correlation between VRTTX and SGOIX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.
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Return for Risk
VRTTX vs. SGOIX — Risk / Return Rank
VRTTX
SGOIX
VRTTX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) 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.
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.
| VRTTX | SGOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.61 | -0.52 |
| Martin ratioReturn relative to average drawdown | 9.03 | 7.59 | +1.44 |
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Drawdowns
VRTTX vs. SGOIX - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for VRTTX and SGOIX.
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Drawdown Indicators
| VRTTX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.96% | -35.54% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -11.35% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.56% | -11.35% | -8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.13% | -20.21% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.96% | -24.79% | -10.17% |
Current DrawdownCurrent decline from peak | -1.78% | -1.60% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -4.58% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.89% | -1.84% |
Volatility
VRTTX vs. SGOIX - Volatility Comparison
Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and First Eagle Overseas Fund Class I (SGOIX) have volatilities of 3.40% and 3.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTTX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.48% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 11.14% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 12.99% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 12.05% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 11.44% | +6.97% |
VRTTX vs. SGOIX - Expense Ratio Comparison
VRTTX has a 0.08% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Dividends
VRTTX vs. SGOIX - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.04%, less than SGOIX's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 7.54% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.04% | 0.82% | 1.20% | 1.49% | 1.54% | 1.12% | 1.38% | 1.72% | 1.96% | 1.69% | 1.89% | 1.91% |
Frequently Asked Questions
VRTTX and SGOIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOIX has higher volatility (3.48%) compared to VRTTX (3.40%). In terms of maximum drawdown, VRTTX dropped -34.96% vs SGOIX's -35.54%.
SGOIX currently has the higher Sharpe Ratio (2.29 vs 1.41), 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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