WFIVX vs. SGOIX
Compare and contrast key facts about Wilshire 5000 Index Portfolio (WFIVX) and First Eagle Overseas Fund Class I (SGOIX).
WFIVX is managed by Wilshire Mutual Funds. It was launched on Feb 1, 1999. SGOIX is managed by First Eagle.
Performance
WFIVX vs. SGOIX - Performance Comparison
Loading graphics...
WFIVX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | -6.78% | 16.31% | 22.59% | 24.97% | -18.97% | 25.51% | 19.90% | 29.74% | -5.66% | 20.29% |
SGOIX First Eagle Overseas Fund Class I | 1.44% | 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, WFIVX achieves a -6.78% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, WFIVX has outperformed SGOIX with an annualized return of 12.25%, while SGOIX has yielded a comparatively lower 8.06% annualized return.
WFIVX
- 1D
- -0.46%
- 1M
- -7.73%
- YTD
- -6.78%
- 6M
- -4.76%
- 1Y
- 14.04%
- 3Y*
- 15.86%
- 5Y*
- 9.72%
- 10Y*
- 12.25%
SGOIX
- 1D
- 0.19%
- 1M
- -10.98%
- YTD
- 1.44%
- 6M
- 7.39%
- 1Y
- 27.04%
- 3Y*
- 15.87%
- 5Y*
- 9.77%
- 10Y*
- 8.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WFIVX vs. SGOIX - Expense Ratio Comparison
WFIVX has a 0.54% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
WFIVX vs. SGOIX — Risk / Return Rank
WFIVX
SGOIX
WFIVX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilshire 5000 Index Portfolio (WFIVX) 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.
| WFIVX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.97 | -1.18 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.51 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.25 | -1.26 |
Martin ratioReturn relative to average drawdown | 4.80 | 9.52 | -4.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WFIVX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.97 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.71 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.87 | -0.50 |
Correlation
The correlation between WFIVX 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
WFIVX vs. SGOIX - Dividend Comparison
WFIVX's dividend yield for the trailing twelve months is around 9.62%, more than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFIVX Wilshire 5000 Index Portfolio | 9.62% | 8.97% | 2.79% | 3.33% | 5.18% | 7.25% | 9.16% | 5.06% | 5.97% | 8.83% | 2.06% | 1.39% |
SGOIX First Eagle Overseas Fund Class I | 8.33% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
WFIVX vs. SGOIX - Drawdown Comparison
The maximum WFIVX drawdown since its inception was -55.43%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for WFIVX and SGOIX.
Loading graphics...
Drawdown Indicators
| WFIVX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -35.54% | -19.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -11.35% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -21.39% | -3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -24.79% | -9.83% |
Current DrawdownCurrent decline from peak | -8.89% | -10.98% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -4.57% | -7.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.68% | -0.12% |
Volatility
WFIVX vs. SGOIX - Volatility Comparison
The current volatility for Wilshire 5000 Index Portfolio (WFIVX) is 4.37%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that WFIVX 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.
Loading graphics...
Volatility by Period
| WFIVX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.81% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 9.60% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 13.48% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 11.73% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 11.34% | +6.81% |