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CEF vs. FSAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEF vs. FSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold and Silver Trust (CEF) and Fidelity Select Gold Portfolio (FSAGX). The values are adjusted to include any dividend payments, if applicable.

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CEF vs. FSAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEF
Sprott Physical Gold and Silver Trust
4.19%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%18.78%
FSAGX
Fidelity Select Gold Portfolio
1.81%143.05%14.97%-0.37%-13.46%-10.44%26.83%35.50%-13.00%8.63%

Returns By Period

In the year-to-date period, CEF achieves a 4.19% return, which is significantly higher than FSAGX's 1.81% return. Over the past 10 years, CEF has outperformed FSAGX with an annualized return of 15.03%, while FSAGX has yielded a comparatively lower 14.04% annualized return.


CEF

1D
5.58%
1M
-15.38%
YTD
4.19%
6M
30.06%
1Y
67.97%
3Y*
36.15%
5Y*
21.95%
10Y*
15.03%

FSAGX

1D
-0.23%
1M
-25.44%
YTD
1.81%
6M
14.65%
1Y
84.71%
3Y*
36.44%
5Y*
20.17%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEF vs. FSAGX - Expense Ratio Comparison

CEF has a 0.48% expense ratio, which is lower than FSAGX's 0.76% expense ratio.


Return for Risk

CEF vs. FSAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8484
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8989
Martin Ratio Rank

FSAGX
FSAGX Risk / Return Rank: 9090
Overall Rank
FSAGX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSAGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSAGX Omega Ratio Rank: 8585
Omega Ratio Rank
FSAGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FSAGX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEF vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold and Silver Trust (CEF) and Fidelity Select Gold Portfolio (FSAGX). 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.


CEFFSAGXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.02

-0.20

Sortino ratio

Return per unit of downside risk

2.12

2.29

-0.17

Omega ratio

Gain probability vs. loss probability

1.34

1.34

-0.01

Calmar ratio

Return relative to maximum drawdown

2.61

2.84

-0.22

Martin ratio

Return relative to average drawdown

9.68

10.66

-0.98

CEF vs. FSAGX - Sharpe Ratio Comparison

The current CEF Sharpe Ratio is 1.83, which is comparable to the FSAGX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of CEF and FSAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEFFSAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.02

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.62

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.43

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.22

+0.01

Correlation

The correlation between CEF and FSAGX is 0.59, 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

CEF vs. FSAGX - Dividend Comparison

CEF has not paid dividends to shareholders, while FSAGX's dividend yield for the trailing twelve months is around 2.13%.


TTM20252024202320222021202020192018201720162015
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%
FSAGX
Fidelity Select Gold Portfolio
2.13%2.17%3.62%0.99%0.36%1.60%4.40%0.40%0.00%0.22%3.57%0.00%

Drawdowns

CEF vs. FSAGX - Drawdown Comparison

The maximum CEF drawdown since its inception was -62.29%, smaller than the maximum FSAGX drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for CEF and FSAGX.


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Drawdown Indicators


CEFFSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-62.29%

-77.21%

+14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-29.85%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-45.94%

+19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

-50.57%

+21.47%

Current Drawdown

Current decline from peak

-19.41%

-25.44%

+6.03%

Average Drawdown

Average peak-to-trough decline

-27.38%

-33.41%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

7.95%

-0.72%

Volatility

CEF vs. FSAGX - Volatility Comparison

Sprott Physical Gold and Silver Trust (CEF) and Fidelity Select Gold Portfolio (FSAGX) have volatilities of 14.73% and 15.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFFSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

15.39%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

35.05%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

37.38%

42.73%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

32.76%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

33.05%

-11.47%