SGMII mode will either require a transceiver or an LVDS channel on your FPGA (depending on what FPGA you have). I assume by TBI PHY you mean the LVDS interface? Is there a reason you want to use SGMII if you already have RGMII working? If you have RGMII working, why not just stick with it? Most externals PHYs will allow you to configure multiple MAC interfaces, you just have to do it on via the bootstrap interface, or reconfigure it over the MDIO interface.
