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FSAGX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAGX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Gold Portfolio (FSAGX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FSAGX vs. FSPSX - 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%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FSAGX achieves a 1.81% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FSAGX has outperformed FSPSX with an annualized return of 14.04%, while FSPSX has yielded a comparatively lower 8.65% 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%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAGX vs. FSPSX - Expense Ratio Comparison

FSAGX has a 0.76% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FSAGX vs. FSPSX — 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

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Gold Portfolio (FSAGX) and Fidelity International Index Fund (FSPSX). 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.


FSAGXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

2.02

1.11

+0.91

Sortino ratio

Return per unit of downside risk

2.29

1.56

+0.73

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

2.84

1.54

+1.30

Martin ratio

Return relative to average drawdown

10.66

5.93

+4.73

FSAGX vs. FSPSX - Sharpe Ratio Comparison

The current FSAGX Sharpe Ratio is 2.02, which is higher than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FSAGX and FSPSX, 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


FSAGXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.11

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.51

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.53

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.46

-0.24

Correlation

The correlation between FSAGX and FSPSX is 0.31, 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. FSPSX - Dividend Comparison

FSAGX's dividend yield for the trailing twelve months is around 2.13%, less than FSPSX's 3.22% yield.


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%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FSAGX vs. FSPSX - Drawdown Comparison

The maximum FSAGX drawdown since its inception was -77.21%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSAGX and FSPSX.


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Drawdown Indicators


FSAGXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-77.21%

-33.69%

-43.52%

Max Drawdown (1Y)

Largest decline over 1 year

-29.85%

-11.39%

-18.46%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

-29.41%

-16.53%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

-33.69%

-16.88%

Current Drawdown

Current decline from peak

-25.44%

-10.86%

-14.58%

Average Drawdown

Average peak-to-trough decline

-33.41%

-6.59%

-26.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

2.96%

+4.99%

Volatility

FSAGX vs. FSPSX - Volatility Comparison

Fidelity Select Gold Portfolio (FSAGX) has a higher volatility of 15.39% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that FSAGX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAGXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

7.04%

+8.35%

Volatility (6M)

Calculated over the trailing 6-month period

35.05%

10.63%

+24.42%

Volatility (1Y)

Calculated over the trailing 1-year period

42.73%

16.79%

+25.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.76%

15.77%

+16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.05%

16.47%

+16.58%