VTSNX vs. SGOIX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and First Eagle Overseas Fund Class I (SGOIX).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010. SGOIX is managed by First Eagle.
Performance
VTSNX vs. SGOIX - Performance Comparison
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VTSNX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 1.74% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
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, VTSNX achieves a 1.74% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, VTSNX has outperformed SGOIX with an annualized return of 8.85%, while SGOIX has yielded a comparatively lower 8.31% annualized return.
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
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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VTSNX vs. SGOIX - Expense Ratio Comparison
VTSNX has a 0.08% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
VTSNX vs. SGOIX — Risk / Return Rank
VTSNX
SGOIX
VTSNX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) 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.
| VTSNX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.21 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.80 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.44 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.59 | -0.24 |
Martin ratioReturn relative to average drawdown | 9.23 | 10.79 | -1.57 |
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
| VTSNX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.21 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.86 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.73 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.88 | -0.50 |
Correlation
The correlation between VTSNX and SGOIX is 0.87, 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
VTSNX vs. SGOIX - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.98%, less than SGOIX's 8.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
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
VTSNX vs. SGOIX - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.72%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for VTSNX and SGOIX.
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Drawdown Indicators
| VTSNX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.72% | -35.54% | -0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -11.35% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | -21.39% | -8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -35.72% | -24.79% | -10.93% |
Current DrawdownCurrent decline from peak | -8.81% | -8.91% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -4.57% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.72% | +0.16% |
Volatility
VTSNX vs. SGOIX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a higher volatility of 7.48% compared to First Eagle Overseas Fund Class I (SGOIX) at 6.40%. This indicates that VTSNX's price experiences larger fluctuations and is considered to be riskier 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
| VTSNX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 6.40% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 9.85% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 13.64% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 11.77% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 11.37% | +4.48% |