FSAGX vs. GFI
Compare and contrast key facts about Fidelity Select Gold Portfolio (FSAGX) and Gold Fields Limited (GFI).
FSAGX is managed by Fidelity. It was launched on Dec 15, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSAGX or GFI.
Key characteristics
| FSAGX | GFI | |
|---|---|---|
| YTD Return | 16.05% | -2.56% |
| 1Y Return | 28.38% | 9.14% |
| 3Y Return (Ann) | -2.54% | 11.96% |
| 5Y Return (Ann) | 4.86% | 24.52% |
| 10Y Return (Ann) | 4.92% | 15.49% |
| Sharpe Ratio | 0.99 | 0.15 |
| Sortino Ratio | 1.49 | 0.54 |
| Omega Ratio | 1.18 | 1.07 |
| Calmar Ratio | 0.44 | 0.26 |
| Martin Ratio | 4.05 | 0.53 |
| Ulcer Index | 6.86% | 13.87% |
| Daily Std Dev | 28.20% | 49.44% |
| Max Drawdown | -77.21% | -86.06% |
| Current Drawdown | -49.18% | -27.45% |
Correlation
The correlation between FSAGX and GFI is 0.78, 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.
Performance
FSAGX vs. GFI - Performance Comparison
In the year-to-date period, FSAGX achieves a 16.05% return, which is significantly higher than GFI's -2.56% return. Over the past 10 years, FSAGX has underperformed GFI with an annualized return of 4.92%, while GFI has yielded a comparatively higher 15.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSAGX vs. GFI - Risk-Adjusted Performance Comparison
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.
Dividends
FSAGX vs. GFI - Dividend Comparison
FSAGX's dividend yield for the trailing twelve months is around 0.55%, less than GFI's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSAGX Fidelity Select Gold Portfolio | 0.55% | 0.99% | 0.36% | 1.59% | 4.40% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GFI Gold Fields Limited | 2.83% | 2.86% | 3.40% | 3.24% | 1.73% | 0.80% | 1.62% | 1.77% | 1.69% | 0.72% | 0.86% | 2.66% |
Drawdowns
FSAGX vs. GFI - Drawdown Comparison
The maximum FSAGX drawdown since its inception was -77.21%, smaller than the maximum GFI drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for FSAGX and GFI. For additional features, visit the drawdowns tool.
Volatility
FSAGX vs. GFI - Volatility Comparison
The current volatility for Fidelity Select Gold Portfolio (FSAGX) is 9.16%, while Gold Fields Limited (GFI) has a volatility of 15.22%. 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.