Opposites are not always finely distinguished.
I was thinking more on the lines of 'being a feminist sort of precludes being an egalitarian because it's a focus on specific rights'. Which by that logic does sort of sound like an oxymoron, but you're right that they're not mutually exclusive one is just a sub-set of the other.
Honestly though I question why bother with the feminist part at all then? Just call yourself an egalitarian and get on with it. Or is it like a 'centrist' thing where it's seen as a wishy washy no-meaning statement?
I don't really fit into any category other than egalitarian, so it'd be a bit shit for me if my position wasn't socially valid. :V