FSAGX vs. SCHP
FSAGX (Fidelity Select Gold Portfolio) and SCHP (Schwab U.S. TIPS ETF) are both funds - FSAGX is a Gold fund managed by Fidelity, while SCHP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). Over the past 10 years, FSAGX returned 10.48%/yr vs 2.60%/yr for SCHP. At a 0.26 correlation, their price movements are largely independent. FSAGX charges 0.73%/yr vs 0.03%/yr for SCHP.
Performance
FSAGX vs. SCHP - Performance Comparison
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Returns By Period
In the year-to-date period, FSAGX achieves a -7.23% return, which is significantly lower than SCHP's 1.42% return. Over the past 10 years, FSAGX has outperformed SCHP with an annualized return of 10.48%, while SCHP has yielded a comparatively lower 2.60% annualized return.
FSAGX
- 1D
- 5.17%
- 1M
- -18.57%
- YTD
- -7.23%
- 6M
- -6.19%
- 1Y
- 40.96%
- 3Y*
- 35.82%
- 5Y*
- 13.39%
- 10Y*
- 10.48%
SCHP
- 1D
- 0.04%
- 1M
- -0.18%
- YTD
- 1.42%
- 6M
- 1.48%
- 1Y
- 4.71%
- 3Y*
- 4.14%
- 5Y*
- 1.06%
- 10Y*
- 2.60%
FSAGX vs. SCHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSAGX Fidelity Select Gold Portfolio | -7.23% | 143.05% | 14.97% | -0.37% | -13.46% | -10.44% | 26.83% | 35.50% | -13.00% | 8.63% |
SCHP Schwab U.S. TIPS ETF | 1.42% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 10.86% | 8.52% | -1.78% | 3.02% |
Correlation
The correlation between FSAGX and SCHP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2010 | 0.26 |
The correlation between FSAGX and SCHP shifts across timeframes, from 0.21 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FSAGX vs. SCHP — Risk / Return Rank
FSAGX
SCHP
FSAGX vs. SCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Gold Portfolio (FSAGX) and Schwab U.S. TIPS ETF (SCHP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSAGX | SCHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.45 | -1.18 |
| Martin ratioReturn relative to average drawdown | 3.61 | 7.41 | -3.80 |
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Drawdowns
FSAGX vs. SCHP - Drawdown Comparison
The maximum FSAGX drawdown since its inception was -77.21%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for FSAGX and SCHP.
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Drawdown Indicators
| FSAGX | SCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -14.26% | -62.95% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | -1.93% | -33.47% |
Max Drawdown (3Y)Largest decline over 3 years | -35.40% | -4.48% | -30.92% |
Max Drawdown (5Y)Largest decline over 5 years | -45.94% | -14.26% | -31.68% |
Max Drawdown (10Y)Largest decline over 10 years | -50.57% | -14.26% | -36.31% |
Current DrawdownCurrent decline from peak | -32.06% | -0.44% | -31.62% |
Average DrawdownAverage peak-to-trough decline | -33.35% | -3.93% | -29.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.47% | 0.64% | +11.83% |
Volatility
FSAGX vs. SCHP - Volatility Comparison
Fidelity Select Gold Portfolio (FSAGX) has a higher volatility of 16.84% compared to Schwab U.S. TIPS ETF (SCHP) at 1.02%. This indicates that FSAGX's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSAGX | SCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.84% | 1.02% | +15.82% |
Volatility (6M)Calculated over the trailing 6-month period | 37.09% | 2.24% | +34.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.36% | 3.30% | +41.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.99% | 6.12% | +27.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.29% | 5.59% | +27.70% |
FSAGX vs. SCHP - Expense Ratio Comparison
FSAGX has a 0.73% expense ratio, which is higher than SCHP's 0.03% expense ratio.
Dividends
FSAGX vs. SCHP - Dividend Comparison
FSAGX's dividend yield for the trailing twelve months is around 5.53%, more than SCHP's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSAGX Fidelity Select Gold Portfolio | 5.53% | 2.17% | 3.62% | 0.99% | 0.36% | 1.60% | 4.40% | 0.40% | 0.00% | 0.22% | 3.57% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 3.99% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
Frequently Asked Questions
FSAGX and SCHP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSAGX has higher volatility (16.84%) compared to SCHP (1.02%). In terms of maximum drawdown, FSAGX dropped -77.21% vs SCHP's -14.26%.
SCHP currently has the higher Sharpe Ratio (1.44 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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