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FSAGX vs. FM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAGX vs. FM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Gold Portfolio (FSAGX) and First Quantum Minerals Ltd. (FM.TO). The values are adjusted to include any dividend payments, if applicable.

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FSAGX vs. FM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FM.TO
First Quantum Minerals Ltd.
-10.78%108.11%57.29%-60.53%-12.25%33.50%77.16%25.37%-42.14%41.11%
Different Trading Currencies

FSAGX is traded in USD, while FM.TO is traded in CAD. To make them comparable, the FM.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSAGX achieves a 1.81% return, which is significantly higher than FM.TO's -16.76% return. Over the past 10 years, FSAGX has underperformed FM.TO with an annualized return of 14.04%, while FM.TO has yielded a comparatively higher 15.80% annualized return.


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%

FM.TO

1D
0.00%
1M
-25.43%
YTD
-16.76%
6M
-1.31%
1Y
65.91%
3Y*
-0.77%
5Y*
2.58%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FSAGX vs. FM.TO — Risk / Return Rank

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

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

FM.TO
FM.TO Risk / Return Rank: 8181
Overall Rank
FM.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FM.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
FM.TO Omega Ratio Rank: 7878
Omega Ratio Rank
FM.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
FM.TO Martin Ratio Rank: 8383
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.

FSAGX vs. FM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Gold Portfolio (FSAGX) and First Quantum Minerals Ltd. (FM.TO). 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.


FSAGXFM.TODifference

Sharpe ratio

Return per unit of total volatility

2.02

1.36

+0.67

Sortino ratio

Return per unit of downside risk

2.29

1.90

+0.39

Omega ratio

Gain probability vs. loss probability

1.34

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

2.84

1.97

+0.87

Martin ratio

Return relative to average drawdown

10.66

6.16

+4.49

FSAGX vs. FM.TO - Sharpe Ratio Comparison

The current FSAGX Sharpe Ratio is 2.02, which is higher than the FM.TO Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FSAGX and FM.TO, 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


FSAGXFM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.36

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.04

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.25

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.14

+0.08

Correlation

The correlation between FSAGX and FM.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSAGX vs. FM.TO - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
FM.TO
First Quantum Minerals Ltd.
0.00%0.00%0.00%1.94%0.58%0.03%0.04%0.08%0.09%0.06%0.11%1.58%

Drawdowns

FSAGX vs. FM.TO - Drawdown Comparison

The maximum FSAGX drawdown since its inception was -77.21%, smaller than the maximum FM.TO drawdown of -93.92%. Use the drawdown chart below to compare losses from any high point for FSAGX and FM.TO.


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Drawdown Indicators


FSAGXFM.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.21%

-90.98%

+13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-29.85%

-30.35%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

-78.27%

+32.33%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

-78.27%

+27.70%

Current Drawdown

Current decline from peak

-25.44%

-25.11%

-0.33%

Average Drawdown

Average peak-to-trough decline

-33.41%

-36.83%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

9.78%

-1.83%

Volatility

FSAGX vs. FM.TO - Volatility Comparison

The current volatility for Fidelity Select Gold Portfolio (FSAGX) is 15.39%, while First Quantum Minerals Ltd. (FM.TO) has a volatility of 18.52%. This indicates that FSAGX experiences smaller price fluctuations and is considered to be less risky than FM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAGXFM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

18.52%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

35.05%

34.36%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

42.73%

48.95%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.76%

60.17%

-27.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.05%

64.07%

-31.02%