VTSMX vs. SGOIX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and First Eagle Overseas Fund Class I (SGOIX).
VTSMX is managed by Vanguard. SGOIX is managed by First Eagle.
Performance
VTSMX vs. SGOIX - Performance Comparison
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VTSMX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -3.98% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
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, VTSMX achieves a -3.98% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, VTSMX has outperformed SGOIX with an annualized return of 13.42%, while SGOIX has yielded a comparatively lower 8.31% annualized return.
VTSMX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.98%
- 6M
- -2.00%
- 1Y
- 17.61%
- 3Y*
- 17.49%
- 5Y*
- 10.24%
- 10Y*
- 13.42%
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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VTSMX vs. SGOIX - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
VTSMX vs. SGOIX — Risk / Return Rank
VTSMX
SGOIX
VTSMX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.
| VTSMX | 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 | 1.50 | 2.59 | -1.09 |
Martin ratioReturn relative to average drawdown | 7.19 | 10.79 | -3.60 |
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
| VTSMX | 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 | 0.59 | 0.86 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.73 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.88 | -0.31 |
Correlation
The correlation between VTSMX and SGOIX is 0.48, 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
VTSMX vs. SGOIX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.08%, less than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.08% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
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
VTSMX vs. SGOIX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for VTSMX and SGOIX.
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Drawdown Indicators
| VTSMX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -35.54% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -11.35% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -21.39% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -24.79% | -10.19% |
Current DrawdownCurrent decline from peak | -6.22% | -8.91% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -4.57% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.72% | -0.13% |
Volatility
VTSMX vs. SGOIX - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 5.49%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that VTSMX 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
| VTSMX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.40% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 9.85% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 13.64% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 11.77% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 11.37% | +7.03% |