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FSTEX vs. GAGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTEX vs. GAGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy Fund (FSTEX) and Guinness Atkinson Global Energy Fund (GAGEX). The values are adjusted to include any dividend payments, if applicable.

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FSTEX vs. GAGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTEX
Invesco Energy Fund
38.85%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%
GAGEX
Guinness Atkinson Global Energy Fund
38.71%16.88%-1.75%2.66%34.32%45.96%-34.12%10.45%-18.96%-1.04%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSTEX having a 38.85% return and GAGEX slightly lower at 38.71%. Both investments have delivered pretty close results over the past 10 years, with FSTEX having a 8.77% annualized return and GAGEX not far ahead at 8.82%.


FSTEX

1D
-0.55%
1M
13.19%
YTD
38.85%
6M
42.88%
1Y
43.71%
3Y*
20.07%
5Y*
25.80%
10Y*
8.77%

GAGEX

1D
-0.09%
1M
13.36%
YTD
38.71%
6M
42.07%
1Y
48.50%
3Y*
19.32%
5Y*
21.13%
10Y*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTEX vs. GAGEX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is lower than GAGEX's 1.46% expense ratio.


Return for Risk

FSTEX vs. GAGEX — Risk / Return Rank

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

FSTEX
FSTEX Risk / Return Rank: 8888
Overall Rank
FSTEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 8787
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 8383
Martin Ratio Rank

GAGEX
GAGEX Risk / Return Rank: 9191
Overall Rank
GAGEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GAGEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
GAGEX Omega Ratio Rank: 9191
Omega Ratio Rank
GAGEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
GAGEX Martin Ratio Rank: 8787
Martin Ratio Rank
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.

FSTEX vs. GAGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Guinness Atkinson Global Energy Fund (GAGEX). 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.


FSTEXGAGEXDifference

Sharpe ratio

Return per unit of total volatility

2.04

2.31

-0.27

Sortino ratio

Return per unit of downside risk

2.54

2.80

-0.25

Omega ratio

Gain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratio

Return relative to maximum drawdown

2.31

2.62

-0.32

Martin ratio

Return relative to average drawdown

8.35

9.35

-0.99

FSTEX vs. GAGEX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 2.04, which is comparable to the GAGEX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FSTEX and GAGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSTEXGAGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.31

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.90

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.32

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.25

+0.02

Correlation

The correlation between FSTEX and GAGEX is 0.95, 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

FSTEX vs. GAGEX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.60%, less than GAGEX's 2.04% yield.


TTM20252024202320222021202020192018201720162015
FSTEX
Invesco Energy Fund
1.60%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%
GAGEX
Guinness Atkinson Global Energy Fund
2.04%2.82%7.08%4.33%0.15%2.59%3.59%1.91%1.72%1.40%1.13%1.33%

Drawdowns

FSTEX vs. GAGEX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than GAGEX's maximum drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for FSTEX and GAGEX.


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Drawdown Indicators


FSTEXGAGEXDifference

Max Drawdown

Largest peak-to-trough decline

-83.31%

-78.90%

-4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-18.57%

-18.43%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-26.42%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-73.41%

-69.98%

-3.43%

Current Drawdown

Current decline from peak

-0.55%

-0.09%

-0.46%

Average Drawdown

Average peak-to-trough decline

-25.28%

-29.43%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

5.18%

-0.05%

Volatility

FSTEX vs. GAGEX - Volatility Comparison

The current volatility for Invesco Energy Fund (FSTEX) is 4.36%, while Guinness Atkinson Global Energy Fund (GAGEX) has a volatility of 4.84%. This indicates that FSTEX experiences smaller price fluctuations and is considered to be less risky than GAGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTEXGAGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.84%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

12.45%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

21.56%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

23.56%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.77%

27.32%

+2.45%