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FGDL vs. FSAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDL vs. FSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Responsibly Sourced Gold ETF (FGDL) and Fidelity Select Gold Portfolio (FSAGX). The values are adjusted to include any dividend payments, if applicable.

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FGDL vs. FSAGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FGDL
Franklin Responsibly Sourced Gold ETF
7.93%64.15%27.31%12.92%0.91%
FSAGX
Fidelity Select Gold Portfolio
1.81%143.05%14.97%-0.37%4.96%

Returns By Period

In the year-to-date period, FGDL achieves a 7.93% return, which is significantly higher than FSAGX's 1.81% return.


FGDL

1D
3.39%
1M
-11.22%
YTD
7.93%
6M
20.34%
1Y
48.63%
3Y*
33.11%
5Y*
10Y*

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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FGDL vs. FSAGX - Expense Ratio Comparison

FGDL has a 0.15% expense ratio, which is lower than FSAGX's 0.76% expense ratio.


Return for Risk

FGDL vs. FSAGX — Risk / Return Rank

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

FGDL
FGDL Risk / Return Rank: 8585
Overall Rank
FGDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGDL Omega Ratio Rank: 8383
Omega Ratio Rank
FGDL Calmar Ratio Rank: 8787
Calmar Ratio Rank
FGDL Martin Ratio Rank: 8585
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.

FGDL vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) 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.


FGDLFSAGXDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.02

-0.28

Sortino ratio

Return per unit of downside risk

2.16

2.29

-0.13

Omega ratio

Gain probability vs. loss probability

1.32

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

2.64

2.84

-0.20

Martin ratio

Return relative to average drawdown

9.52

10.66

-1.14

FGDL vs. FSAGX - Sharpe Ratio Comparison

The current FGDL Sharpe Ratio is 1.75, which is comparable to the FSAGX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FGDL 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


FGDLFSAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.02

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.22

+1.30

Correlation

The correlation between FGDL and FSAGX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FGDL vs. FSAGX - Dividend Comparison

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


TTM2025202420232022202120202019201820172016
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FGDL vs. FSAGX - Drawdown Comparison

The maximum FGDL drawdown since its inception was -19.23%, smaller than the maximum FSAGX drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for FGDL and FSAGX.


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Drawdown Indicators


FGDLFSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-77.21%

+57.98%

Max Drawdown (1Y)

Largest decline over 1 year

-19.23%

-29.85%

+10.62%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

Current Drawdown

Current decline from peak

-13.76%

-25.44%

+11.68%

Average Drawdown

Average peak-to-trough decline

-3.34%

-33.41%

+30.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

7.95%

-2.62%

Volatility

FGDL vs. FSAGX - Volatility Comparison

The current volatility for Franklin Responsibly Sourced Gold ETF (FGDL) is 10.75%, while Fidelity Select Gold Portfolio (FSAGX) has a volatility of 15.39%. This indicates that FGDL experiences smaller price fluctuations and is considered to be less risky than FSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDLFSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

15.39%

-4.64%

Volatility (6M)

Calculated over the trailing 6-month period

24.37%

35.05%

-10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

28.00%

42.73%

-14.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

32.76%

-13.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

33.05%

-14.09%