PortfoliosLab logoPortfoliosLab logo
FLOWX vs. PSPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLOWX vs. PSPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Water Sustainability Fund (FLOWX) and U.S. Global Investors Global Resources Fund (PSPFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLOWX vs. PSPFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLOWX
Fidelity Water Sustainability Fund
-0.36%18.02%8.78%18.58%-19.94%28.52%35.89%
PSPFX
U.S. Global Investors Global Resources Fund
5.05%80.27%-3.74%-7.67%-12.39%13.97%87.47%

Returns By Period

In the year-to-date period, FLOWX achieves a -0.36% return, which is significantly lower than PSPFX's 5.05% return.


FLOWX

1D
0.10%
1M
-10.56%
YTD
-0.36%
6M
0.59%
1Y
17.74%
3Y*
12.88%
5Y*
8.51%
10Y*

PSPFX

1D
-1.01%
1M
-13.48%
YTD
5.05%
6M
24.43%
1Y
84.82%
3Y*
18.58%
5Y*
9.40%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLOWX vs. PSPFX - Expense Ratio Comparison

FLOWX has a 1.00% expense ratio, which is lower than PSPFX's 1.54% expense ratio.


Return for Risk

FLOWX vs. PSPFX — Risk / Return Rank

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

FLOWX
FLOWX Risk / Return Rank: 6161
Overall Rank
FLOWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FLOWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FLOWX Omega Ratio Rank: 5656
Omega Ratio Rank
FLOWX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLOWX Martin Ratio Rank: 5858
Martin Ratio Rank

PSPFX
PSPFX Risk / Return Rank: 9797
Overall Rank
PSPFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PSPFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PSPFX Omega Ratio Rank: 9595
Omega Ratio Rank
PSPFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PSPFX Martin Ratio Rank: 9898
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.

FLOWX vs. PSPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Water Sustainability Fund (FLOWX) and U.S. Global Investors Global Resources Fund (PSPFX). 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.


FLOWXPSPFXDifference

Sharpe ratio

Return per unit of total volatility

1.11

3.15

-2.04

Sortino ratio

Return per unit of downside risk

1.65

3.48

-1.83

Omega ratio

Gain probability vs. loss probability

1.22

1.54

-0.32

Calmar ratio

Return relative to maximum drawdown

1.46

4.64

-3.18

Martin ratio

Return relative to average drawdown

5.54

18.63

-13.09

FLOWX vs. PSPFX - Sharpe Ratio Comparison

The current FLOWX Sharpe Ratio is 1.11, which is lower than the PSPFX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of FLOWX and PSPFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLOWXPSPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

3.15

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.41

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.19

+0.55

Correlation

The correlation between FLOWX and PSPFX is 0.53, 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

FLOWX vs. PSPFX - Dividend Comparison

FLOWX's dividend yield for the trailing twelve months is around 2.94%, more than PSPFX's 0.79% yield.


TTM20252024202320222021202020192018201720162015
FLOWX
Fidelity Water Sustainability Fund
2.94%2.93%2.51%0.42%0.08%1.41%1.49%0.00%0.00%0.00%0.00%0.00%
PSPFX
U.S. Global Investors Global Resources Fund
0.79%0.83%4.34%0.00%15.68%18.92%5.49%1.90%4.70%3.01%3.33%1.12%

Drawdowns

FLOWX vs. PSPFX - Drawdown Comparison

The maximum FLOWX drawdown since its inception was -30.63%, smaller than the maximum PSPFX drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for FLOWX and PSPFX.


Loading graphics...

Drawdown Indicators


FLOWXPSPFXDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-79.09%

+48.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-17.96%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-30.63%

-39.15%

+8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-56.80%

Current Drawdown

Current decline from peak

-10.72%

-15.91%

+5.19%

Average Drawdown

Average peak-to-trough decline

-7.36%

-42.65%

+35.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.47%

-1.49%

Volatility

FLOWX vs. PSPFX - Volatility Comparison

The current volatility for Fidelity Water Sustainability Fund (FLOWX) is 5.21%, while U.S. Global Investors Global Resources Fund (PSPFX) has a volatility of 10.47%. This indicates that FLOWX experiences smaller price fluctuations and is considered to be less risky than PSPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLOWXPSPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

10.47%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

23.43%

-13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

27.28%

-11.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

22.85%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

21.64%

-3.49%