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FARMX vs. VGSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARMX vs. VGSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Agricultural Productivity Fund (FARMX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). The values are adjusted to include any dividend payments, if applicable.

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FARMX vs. VGSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FARMX
Fidelity Agricultural Productivity Fund
20.39%7.99%-4.83%-11.61%13.68%23.36%53.58%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-0.20%3.18%3.67%13.13%-26.20%40.39%18.94%

Returns By Period

In the year-to-date period, FARMX achieves a 20.39% return, which is significantly higher than VGSLX's -0.20% return.


FARMX

1D
-0.09%
1M
-2.42%
YTD
20.39%
6M
19.16%
1Y
25.44%
3Y*
3.96%
5Y*
5.13%
10Y*

VGSLX

1D
0.39%
1M
-7.72%
YTD
-0.20%
6M
-2.60%
1Y
0.30%
3Y*
5.86%
5Y*
2.85%
10Y*
4.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FARMX vs. VGSLX - Expense Ratio Comparison

FARMX has a 0.99% expense ratio, which is higher than VGSLX's 0.12% expense ratio.


Return for Risk

FARMX vs. VGSLX — Risk / Return Rank

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

FARMX
FARMX Risk / Return Rank: 7575
Overall Rank
FARMX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FARMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FARMX Omega Ratio Rank: 7474
Omega Ratio Rank
FARMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FARMX Martin Ratio Rank: 5151
Martin Ratio Rank

VGSLX
VGSLX Risk / Return Rank: 77
Overall Rank
VGSLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 77
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 88
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.

FARMX vs. VGSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Agricultural Productivity Fund (FARMX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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.


FARMXVGSLXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.07

+1.38

Sortino ratio

Return per unit of downside risk

2.16

0.21

+1.95

Omega ratio

Gain probability vs. loss probability

1.27

1.03

+0.25

Calmar ratio

Return relative to maximum drawdown

2.16

0.09

+2.07

Martin ratio

Return relative to average drawdown

4.98

0.35

+4.63

FARMX vs. VGSLX - Sharpe Ratio Comparison

The current FARMX Sharpe Ratio is 1.46, which is higher than the VGSLX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FARMX and VGSLX, 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


FARMXVGSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.07

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.15

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.30

+0.48

Correlation

The correlation between FARMX and VGSLX is 0.52, 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

FARMX vs. VGSLX - Dividend Comparison

FARMX's dividend yield for the trailing twelve months is around 1.53%, less than VGSLX's 3.99% yield.


TTM20252024202320222021202020192018201720162015
FARMX
Fidelity Agricultural Productivity Fund
1.53%1.85%2.29%1.33%1.17%0.71%0.45%0.00%0.00%0.00%0.00%0.00%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.99%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%

Drawdowns

FARMX vs. VGSLX - Drawdown Comparison

The maximum FARMX drawdown since its inception was -30.27%, smaller than the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for FARMX and VGSLX.


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Drawdown Indicators


FARMXVGSLXDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-73.05%

+42.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-12.42%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-30.27%

-34.41%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

Current Drawdown

Current decline from peak

-2.72%

-10.88%

+8.16%

Average Drawdown

Average peak-to-trough decline

-13.13%

-12.65%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

3.15%

+1.74%

Volatility

FARMX vs. VGSLX - Volatility Comparison

Fidelity Agricultural Productivity Fund (FARMX) has a higher volatility of 5.52% compared to Vanguard Real Estate Index Fund Admiral Shares (VGSLX) at 4.13%. This indicates that FARMX's price experiences larger fluctuations and is considered to be riskier than VGSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FARMXVGSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

4.13%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

9.13%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

16.32%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

18.86%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

20.85%

-1.01%