YCGEX vs. SGOIX
YCGEX (YCG Enhanced Fund) and SGOIX (First Eagle Overseas Fund Class I) are both mutual funds - YCGEX is a Large Cap Blend Equities fund managed by YCG, while SGOIX is a Foreign Large Cap Equities fund managed by First Eagle. Over the past 10 years, YCGEX returned 10.81%/yr vs 8.43%/yr for SGOIX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. YCGEX charges 1.19%/yr vs 0.88%/yr for SGOIX.
Performance
YCGEX vs. SGOIX - Performance Comparison
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Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than SGOIX's 12.13% return. Over the past 10 years, YCGEX has outperformed SGOIX with an annualized return of 10.81%, while SGOIX has yielded a comparatively lower 8.43% annualized return.
YCGEX
- 1D
- -1.60%
- 1M
- -0.65%
- 6M
- -4.85%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.87%
- 5Y*
- 3.12%
- 10Y*
- 10.81%
- ALL TIME*
- 11.07%
SGOIX
- 1D
- 2.03%
- 1M
- 4.09%
- 6M
- 5.31%
- YTD
- 12.13%
- 1Y
- 30.00%
- 3Y*
- 18.82%
- 5Y*
- 11.02%
- 10Y*
- 8.43%
- ALL TIME*
- 10.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 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 | 12.13% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Correlation
The correlation between YCGEX and SGOIX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.60 |
Over the past year, the correlation between YCGEX and SGOIX has dropped to 0.28 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YCGEX | SGOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.42 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.61 | -3.04 |
| Martin ratioReturn relative to average drawdown | -0.96 | 7.59 | -8.55 |
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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 | -14.91% | -11.35% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -11.35% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -20.21% | -10.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -24.79% | -11.11% |
Current DrawdownCurrent decline from peak | -8.51% | -1.60% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -4.58% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 3.89% | +2.79% |
Volatility
YCGEX vs. SGOIX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to First Eagle Overseas Fund Class I (SGOIX) at 3.48%. This indicates that YCGEX'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
| YCGEX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 3.48% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 11.14% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 12.99% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 12.05% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 11.44% | +6.57% |
YCGEX vs. SGOIX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than SGOIX's 0.88% expense ratio.
Dividends
YCGEX vs. SGOIX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, less than SGOIX's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOIX First Eagle Overseas Fund Class I | 7.54% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and SGOIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (6.19%) compared to SGOIX (3.48%). In terms of maximum drawdown, YCGEX dropped -35.90% vs SGOIX's -35.54%.
SGOIX currently has the higher Sharpe Ratio (2.29 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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