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FSTEX vs. MAGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSTEX vs. MAGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy Fund (FSTEX) and BlackRock Natural Resources Trust Fund (MAGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSTEX achieves a 19.96% return, which is significantly higher than MAGRX's 10.88% return. Over the past 10 years, FSTEX has underperformed MAGRX with an annualized return of 5.72%, while MAGRX has yielded a comparatively higher 9.14% annualized return.


FSTEX

1D
-2.09%
1M
-10.56%
YTD
19.96%
6M
21.47%
1Y
24.31%
3Y*
15.06%
5Y*
20.31%
10Y*
5.72%

MAGRX

1D
-1.42%
1M
-4.69%
YTD
10.88%
6M
11.04%
1Y
30.75%
3Y*
11.52%
5Y*
11.74%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTEX vs. MAGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTEX
Invesco Energy Fund
19.96%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%
MAGRX
BlackRock Natural Resources Trust Fund
10.88%30.26%-5.65%-1.36%17.20%30.76%3.20%15.34%-17.95%8.20%

Correlation

The correlation between FSTEX and MAGRX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 21, 1988

0.87

Over the past year, the correlation between FSTEX and MAGRX has dropped to 0.53 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Return for Risk

FSTEX vs. MAGRX — Risk / Return Rank

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

FSTEX
FSTEX Risk / Return Rank: 2424
Overall Rank
FSTEX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 2020
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 3232
Martin Ratio Rank

MAGRX
MAGRX Risk / Return Rank: 4848
Overall Rank
MAGRX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MAGRX Sortino Ratio Rank: 3535
Sortino Ratio Rank
MAGRX Omega Ratio Rank: 3737
Omega Ratio Rank
MAGRX Calmar Ratio Rank: 7676
Calmar Ratio Rank
MAGRX Martin Ratio Rank: 5151
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. MAGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and BlackRock Natural Resources Trust Fund (MAGRX). 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.


FSTEXMAGRXDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratioReturn relative to maximum drawdown

1.79

3.26

-1.47

Martin ratioReturn relative to average drawdown

6.75

9.85

-3.10

FSTEX vs. MAGRX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 1.29, which is comparable to the MAGRX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FSTEX and MAGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSTEX vs. MAGRX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than MAGRX's maximum drawdown of -65.68%. Use the drawdown chart below to compare losses from any high point for FSTEX and MAGRX.


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Drawdown Indicators


FSTEXMAGRXDifference

Max Drawdown

Largest peak-to-trough decline

-83.31%

-65.68%

-17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.09%

-9.27%

-4.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-19.46%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-26.30%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-73.41%

-50.11%

-23.30%

Current Drawdown

Current decline from peak

-14.09%

-9.13%

-4.96%

Average Drawdown

Average peak-to-trough decline

-25.18%

-15.92%

-9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.06%

+0.67%

Volatility

FSTEX vs. MAGRX - Volatility Comparison

Invesco Energy Fund (FSTEX) has a higher volatility of 6.88% compared to BlackRock Natural Resources Trust Fund (MAGRX) at 5.42%. This indicates that FSTEX's price experiences larger fluctuations and is considered to be riskier than MAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTEXMAGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.42%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

13.72%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

17.33%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.20%

21.02%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

22.53%

+7.17%

FSTEX vs. MAGRX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is higher than MAGRX's 0.87% expense ratio.


Dividends

FSTEX vs. MAGRX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.85%, less than MAGRX's 7.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTEX
Invesco Energy Fund
1.85%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%
MAGRX
BlackRock Natural Resources Trust Fund
7.61%8.44%3.32%4.16%10.86%3.90%2.07%2.97%20.12%49.72%0.87%8.29%

Frequently Asked Questions


FSTEX and MAGRX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTEX has higher volatility (6.88%) compared to MAGRX (5.42%). In terms of maximum drawdown, FSTEX dropped -83.31% vs MAGRX's -65.68%.

MAGRX currently has the higher Sharpe Ratio (1.75 vs 1.29), 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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