YCGEX vs. SGOIX
Compare and contrast key facts about YCG Enhanced Fund (YCGEX) and First Eagle Overseas Fund Class I (SGOIX).
YCGEX is managed by YCG FUNDS. It was launched on Dec 28, 2012. SGOIX is managed by First Eagle.
Performance
YCGEX vs. SGOIX - Performance Comparison
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YCGEX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -12.43% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
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, YCGEX achieves a -12.43% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, YCGEX has outperformed SGOIX with an annualized return of 10.35%, while SGOIX has yielded a comparatively lower 8.06% annualized return.
YCGEX
- 1D
- 1.51%
- 1M
- -9.21%
- YTD
- -12.43%
- 6M
- -11.90%
- 1Y
- -9.59%
- 3Y*
- 5.95%
- 5Y*
- 4.97%
- 10Y*
- 10.35%
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%
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YCGEX vs. SGOIX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Return for Risk
YCGEX vs. SGOIX — Risk / Return Rank
YCGEX
SGOIX
YCGEX vs. SGOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) 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.
| YCGEX | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 1.97 | -2.55 |
Sortino ratioReturn per unit of downside risk | -0.72 | 2.51 | -3.23 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.39 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.25 | -2.90 |
Martin ratioReturn relative to average drawdown | -2.17 | 9.52 | -11.69 |
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
| YCGEX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 1.97 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.84 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.71 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.87 | -0.22 |
Correlation
The correlation between YCGEX and SGOIX is 0.62, 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
YCGEX vs. SGOIX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.62%, less than SGOIX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | 5.62% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
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
YCGEX vs. SGOIX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for YCGEX and SGOIX.
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Drawdown Indicators
| YCGEX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -35.54% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.96% | -11.35% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -21.39% | -9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -24.79% | -11.11% |
Current DrawdownCurrent decline from peak | -14.69% | -10.98% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -4.57% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 2.68% | +2.16% |
Volatility
YCGEX vs. SGOIX - Volatility Comparison
The current volatility for YCG Enhanced Fund (YCGEX) is 4.28%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that YCGEX 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
| YCGEX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 5.81% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.60% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 13.48% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 11.73% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 11.34% | +6.58% |