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FSAGX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSAGX and SPY is 0.16, 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.


Performance

FSAGX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Gold Portfolio (FSAGX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
578.12%
2,195.00%
FSAGX
SPY

Key characteristics

Sharpe Ratio

FSAGX:

1.97

SPY:

0.56

Sortino Ratio

FSAGX:

2.54

SPY:

0.92

Omega Ratio

FSAGX:

1.33

SPY:

1.14

Calmar Ratio

FSAGX:

1.12

SPY:

0.59

Martin Ratio

FSAGX:

7.68

SPY:

2.32

Ulcer Index

FSAGX:

7.76%

SPY:

4.80%

Daily Std Dev

FSAGX:

30.22%

SPY:

20.01%

Max Drawdown

FSAGX:

-77.21%

SPY:

-55.19%

Current Drawdown

FSAGX:

-25.06%

SPY:

-8.17%

Returns By Period

In the year-to-date period, FSAGX achieves a 48.86% return, which is significantly higher than SPY's -3.97% return. Over the past 10 years, FSAGX has underperformed SPY with an annualized return of 8.85%, while SPY has yielded a comparatively higher 12.19% annualized return.


FSAGX

YTD

48.86%

1M

20.72%

6M

34.20%

1Y

56.56%

5Y*

6.74%

10Y*

8.85%

SPY

YTD

-3.97%

1M

11.26%

6M

-4.45%

1Y

9.89%

5Y*

15.66%

10Y*

12.19%

*Annualized

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FSAGX vs. SPY - Expense Ratio Comparison

FSAGX has a 0.76% expense ratio, which is higher than SPY's 0.09% expense ratio.


Risk-Adjusted Performance

FSAGX vs. SPY — Risk-Adjusted Performance Rank

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

FSAGX
The Risk-Adjusted Performance Rank of FSAGX is 8989
Overall Rank
The Sharpe Ratio Rank of FSAGX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FSAGX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSAGX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FSAGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FSAGX is 9191
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSAGX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Gold Portfolio (FSAGX) and SPDR S&P 500 ETF (SPY). 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 1.97, which is higher than the SPY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FSAGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.97
0.56
FSAGX
SPY

Dividends

FSAGX vs. SPY - Dividend Comparison

FSAGX's dividend yield for the trailing twelve months is around 2.31%, more than SPY's 1.28% yield.


TTM20242023202220212020201920182017201620152014
FSAGX
Fidelity Select Gold Portfolio
2.31%3.62%0.99%0.36%1.60%4.40%0.54%0.00%0.22%3.57%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.28%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FSAGX vs. SPY - Drawdown Comparison

The maximum FSAGX drawdown since its inception was -77.21%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FSAGX and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-25.06%
-8.17%
FSAGX
SPY

Volatility

FSAGX vs. SPY - Volatility Comparison

Fidelity Select Gold Portfolio (FSAGX) and SPDR S&P 500 ETF (SPY) have volatilities of 12.67% and 12.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.67%
12.55%
FSAGX
SPY