VWNFX vs. SGIIX

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Windsor II Fund Investor Shares (VWNFX) and First Eagle Global Fund Class I (SGIIX).

VWNFX is managed by Vanguard. It was launched on Jun 24, 1985. SGIIX is managed by First Eagle.

Performance

VWNFX vs. SGIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Windsor II Fund Investor Shares (VWNFX) and First Eagle Global Fund Class I (SGIIX). The values are adjusted to include any dividend payments, if applicable.

VWNFX vs. SGIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWNFX Vanguard Windsor II Fund Investor Shares	-1.11%	18.51%	13.91%	21.01%	-13.26%	28.84%	14.41%	29.02%	-8.62%	15.61%
SGIIX First Eagle Global Fund Class I	1.79%	31.94%	12.03%	13.04%	-6.23%	12.49%	8.63%	20.47%	-8.20%	13.78%

Returns By Period

In the year-to-date period, VWNFX achieves a -1.11% return, which is significantly lower than SGIIX's 1.79% return. Over the past 10 years, VWNFX has outperformed SGIIX with an annualized return of 12.25%, while SGIIX has yielded a comparatively lower 10.18% annualized return.

VWNFX

• 1D: 2.24%
• 1M: -5.10%
• YTD: -1.11%
• 6M: 2.92%
• 1Y: 17.87%
• 3Y*: 15.58%
• 5Y*: 9.90%
• 10Y*: 12.25%

SGIIX

• 1D: 2.23%
• 1M: -7.72%
• YTD: 1.79%
• 6M: 7.16%
• 1Y: 25.36%
• 3Y*: 17.07%
• 5Y*: 11.22%
• 10Y*: 10.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWNFX vs. SGIIX - Expense Ratio Comparison

VWNFX has a 0.34% expense ratio, which is lower than SGIIX's 0.86% expense ratio.

SGIIX

First Eagle Global Fund Class I

VWNFX

Vanguard Windsor II Fund Investor Shares

Return for Risk

VWNFX vs. SGIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWNFX

VWNFX Risk / Return Rank: 63
VWNFX Sharpe Ratio Rank: 57
VWNFX Sortino Ratio Rank: 60
VWNFX Omega Ratio Rank: 61
VWNFX Calmar Ratio Rank: 66
VWNFX Martin Ratio Rank: 74

SGIIX

SGIIX Risk / Return Rank: 89
SGIIX Sharpe Ratio Rank: 90
SGIIX Sortino Ratio Rank: 90
SGIIX Omega Ratio Rank: 88
SGIIX Calmar Ratio Rank: 89
SGIIX Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWNFX vs. SGIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Investor Shares (VWNFX) and First Eagle Global Fund Class I (SGIIX). 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.

	VWNFX	SGIIX	Difference
Sharpe ratio Return per unit of total volatility	1.08	1.89	-0.81
Sortino ratio Return per unit of downside risk	1.60	2.55	-0.96
Omega ratio Gain probability vs. loss probability	1.24	1.38	-0.14
Calmar ratio Return relative to maximum drawdown	1.57	2.44	-0.87
Martin ratio Return relative to average drawdown	7.19	10.05	-2.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWNFX vs. SGIIX - Sharpe Ratio Comparison

The current VWNFX Sharpe Ratio is 1.08, which is lower than the SGIIX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VWNFX and SGIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VWNFX	SGIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	1.89	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.95	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.82	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.91	-0.29

Correlation

The correlation between VWNFX and SGIIX is 0.74, 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

VWNFX vs. SGIIX - Dividend Comparison

VWNFX's dividend yield for the trailing twelve months is around 11.58%, more than SGIIX's 9.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VWNFX Vanguard Windsor II Fund Investor Shares	11.58%	11.46%	10.50%	5.11%	7.26%	7.83%	7.31%	10.06%	11.38%	7.34%	8.08%	7.96%
SGIIX First Eagle Global Fund Class I	9.44%	9.61%	5.68%	3.74%	4.41%	6.49%	2.61%	5.72%	6.66%	4.50%	4.96%	1.43%

Drawdowns

VWNFX vs. SGIIX - Drawdown Comparison

The maximum VWNFX drawdown since its inception was -57.57%, which is greater than SGIIX's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for VWNFX and SGIIX.

Drawdown Indicators

	VWNFX	SGIIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.57%	-37.03%	-20.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-10.52%	-1.40%
Max Drawdown (5Y) Largest decline over 5 years	-22.72%	-19.42%	-3.30%
Max Drawdown (10Y) Largest decline over 10 years	-37.44%	-27.64%	-9.80%
Current Drawdown Current decline from peak	-5.79%	-8.39%	+2.60%
Average Drawdown Average peak-to-trough decline	-7.50%	-3.71%	-3.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.56%	+0.05%

Volatility

VWNFX vs. SGIIX - Volatility Comparison

The current volatility for Vanguard Windsor II Fund Investor Shares (VWNFX) is 4.56%, while First Eagle Global Fund Class I (SGIIX) has a volatility of 5.42%. This indicates that VWNFX experiences smaller price fluctuations and is considered to be less risky than SGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWNFX	SGIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.56%	5.42%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	8.88%	9.10%	-0.22%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	13.54%	+3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.05%	11.90%	+5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.63%	12.46%	+6.17%