FSAGX vs. GFI

In the year-to-date period, FSAGX achieves a 45.40% return, which is significantly lower than GFI's 74.07% return. Over the past 10 years, FSAGX has underperformed GFI with an annualized return of 8.15%, while GFI has yielded a comparatively higher 22.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Gold Portfolio (FSAGX) and Gold Fields Limited (GFI). 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.

The current FSAGX Sharpe Ratio is 1.61, which is higher than the GFI Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FSAGX and GFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSAGX's dividend yield for the trailing twelve months is around 2.37%, less than GFI's 2.41% yield.

The maximum FSAGX drawdown since its inception was -77.21%, smaller than the maximum GFI drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for FSAGX and GFI. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Select Gold Portfolio (FSAGX) is 11.39%, while Gold Fields Limited (GFI) has a volatility of 17.65%. This indicates that FSAGX experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.