FSTEX vs. GRHIX
Compare and contrast key facts about Invesco Energy Fund (FSTEX) and Goehring & Rozencwajg Resources Fund (GRHIX).
FSTEX is managed by Invesco. It was launched on Jan 18, 1984. GRHIX is managed by Goehring & Rozencwajg. It was launched on Dec 29, 2016.
Performance
FSTEX vs. GRHIX - Performance Comparison
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FSTEX vs. GRHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 38.85% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -9.52% |
GRHIX Goehring & Rozencwajg Resources Fund | 19.81% | 61.65% | -1.51% | 16.61% | 16.38% | 62.15% | -2.74% | 0.01% | -30.03% | -0.96% |
Returns By Period
In the year-to-date period, FSTEX achieves a 38.85% return, which is significantly higher than GRHIX's 19.81% return.
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%
GRHIX
- 1D
- -1.67%
- 1M
- -4.66%
- YTD
- 19.81%
- 6M
- 30.25%
- 1Y
- 88.42%
- 3Y*
- 30.35%
- 5Y*
- 26.90%
- 10Y*
- —
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FSTEX vs. GRHIX - Expense Ratio Comparison
FSTEX has a 1.36% expense ratio, which is higher than GRHIX's 0.92% expense ratio.
Return for Risk
FSTEX vs. GRHIX — Risk / Return Rank
FSTEX
GRHIX
FSTEX vs. GRHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Goehring & Rozencwajg Resources Fund (GRHIX). 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.
| FSTEX | GRHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 3.04 | -1.00 |
Sortino ratioReturn per unit of downside risk | 2.54 | 3.41 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.49 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 5.33 | -3.03 |
Martin ratioReturn relative to average drawdown | 8.35 | 19.81 | -11.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTEX | GRHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 3.04 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.92 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.40 | -0.13 |
Correlation
The correlation between FSTEX and GRHIX is 0.81, 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. GRHIX - Dividend Comparison
FSTEX's dividend yield for the trailing twelve months is around 1.60%, less than GRHIX's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GRHIX Goehring & Rozencwajg Resources Fund | 2.83% | 3.39% | 4.02% | 3.19% | 1.21% | 3.25% | 2.03% | 0.57% | 1.18% | 0.51% | 0.00% | 0.00% |
Drawdowns
FSTEX vs. GRHIX - Drawdown Comparison
The maximum FSTEX drawdown since its inception was -83.31%, which is greater than GRHIX's maximum drawdown of -70.61%. Use the drawdown chart below to compare losses from any high point for FSTEX and GRHIX.
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Drawdown Indicators
| FSTEX | GRHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.31% | -70.61% | -12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -18.57% | -16.09% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -31.47% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -73.41% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -5.24% | +4.69% |
Average DrawdownAverage peak-to-trough decline | -25.28% | -18.49% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 4.33% | +0.80% |
Volatility
FSTEX vs. GRHIX - Volatility Comparison
The current volatility for Invesco Energy Fund (FSTEX) is 4.36%, while Goehring & Rozencwajg Resources Fund (GRHIX) has a volatility of 7.94%. This indicates that FSTEX experiences smaller price fluctuations and is considered to be less risky than GRHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTEX | GRHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 7.94% | -3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 20.96% | -8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 29.30% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.29% | 29.52% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.77% | 29.67% | +0.10% |