FSAGX vs. GFI

Last updated Apr 2, 2026

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.

Performance

FSAGX vs. GFI - Performance Comparison

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

FSAGX vs. GFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSAGX Fidelity Select Gold Portfolio	9.10%	143.05%	14.97%	-0.37%	-13.46%	-10.44%	26.83%	35.50%	-13.00%	8.63%
GFI Gold Fields Limited	13.45%	240.42%	-6.27%	44.90%	-2.61%	23.33%	43.02%	89.47%	-16.75%	45.29%

Returns By Period

In the year-to-date period, FSAGX achieves a 9.10% return, which is significantly lower than GFI's 13.45% return. Over the past 10 years, FSAGX has underperformed GFI with an annualized return of 14.83%, while GFI has yielded a comparatively higher 31.70% annualized return.

FSAGX

• 1D: 7.16%
• 1M: -20.09%
• YTD: 9.10%
• 6M: 21.69%
• 1Y: 97.87%
• 3Y*: 39.63%
• 5Y*: 20.99%
• 10Y*: 14.83%

GFI

• 1D: 6.01%
• 1M: -14.48%
• YTD: 13.45%
• 6M: 18.67%
• 1Y: 119.94%
• 3Y*: 58.55%
• 5Y*: 41.26%
• 10Y*: 31.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSAGX vs. GFI — Risk / Return Rank

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

FSAGX

FSAGX Risk / Return Rank: 92
FSAGX Sharpe Ratio Rank: 95
FSAGX Sortino Ratio Rank: 89
FSAGX Omega Ratio Rank: 87
FSAGX Calmar Ratio Rank: 95
FSAGX Martin Ratio Rank: 94

GFI

GFI Risk / Return Rank: 87
GFI Sharpe Ratio Rank: 90
GFI Sortino Ratio Rank: 83
GFI Omega Ratio Rank: 83
GFI Calmar Ratio Rank: 89
GFI Martin Ratio Rank: 91

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. GFI - Risk-Adjusted Trends 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.

	FSAGX	GFI	Difference
Sharpe ratio Return per unit of total volatility	2.28	1.98	+0.30
Sortino ratio Return per unit of downside risk	2.50	2.31	+0.19
Omega ratio Gain probability vs. loss probability	1.38	1.32	+0.06
Calmar ratio Return relative to maximum drawdown	3.32	3.66	-0.33
Martin ratio Return relative to average drawdown	12.32	11.55	+0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSAGX vs. GFI - Sharpe Ratio Comparison

The current FSAGX Sharpe Ratio is 2.28, which is comparable to the GFI Sharpe Ratio of 1.98. 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.

Sharpe Ratios by Period

	FSAGX	GFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.98	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.80	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.57	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.15	+0.07

Correlation

The correlation between FSAGX and GFI is 0.79, 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.

Dividends

FSAGX vs. GFI - Dividend Comparison

FSAGX's dividend yield for the trailing twelve months is around 1.99%, less than GFI's 3.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSAGX Fidelity Select Gold Portfolio	1.99%	2.17%	3.62%	0.99%	0.36%	1.60%	4.40%	0.40%	0.00%	0.22%	3.57%	0.00%
GFI Gold Fields Limited	3.83%	1.77%	2.94%	2.87%	3.40%	3.24%	1.72%	0.81%	1.61%	1.41%	1.35%	0.60%

Drawdowns

FSAGX vs. GFI - Drawdown Comparison

The maximum FSAGX drawdown since its inception was -77.21%, smaller than the maximum GFI drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for FSAGX and GFI.

Drawdown Indicators

	FSAGX	GFI	Difference
Max Drawdown Largest peak-to-trough decline	-77.21%	-88.05%	+10.84%
Max Drawdown (1Y) Largest decline over 1 year	-29.85%	-34.63%	+4.78%
Max Drawdown (5Y) Largest decline over 5 years	-45.94%	-56.22%	+10.28%
Max Drawdown (10Y) Largest decline over 10 years	-50.57%	-63.09%	+12.52%
Current Drawdown Current decline from peak	-20.11%	-19.47%	-0.64%
Average Drawdown Average peak-to-trough decline	-33.41%	-44.43%	+11.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.05%	10.97%	-2.92%

Volatility

FSAGX vs. GFI - Volatility Comparison

The current volatility for Fidelity Select Gold Portfolio (FSAGX) is 17.46%, while Gold Fields Limited (GFI) has a volatility of 19.95%. 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.

Volatility by Period

	FSAGX	GFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.46%	19.95%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	35.68%	48.31%	-12.63%
Volatility (1Y) Calculated over the trailing 1-year period	43.20%	61.00%	-17.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.90%	51.62%	-18.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.13%	55.33%	-22.20%