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FSTEX vs. PSPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTEX vs. PSPFX - Performance Comparison

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

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FSTEX vs. PSPFX - 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%
PSPFX
U.S. Global Investors Global Resources Fund
5.05%80.27%-3.74%-7.67%-12.39%13.97%37.05%7.80%-24.97%19.62%

Returns By Period

In the year-to-date period, FSTEX achieves a 38.85% return, which is significantly higher than PSPFX's 5.05% return. Both investments have delivered pretty close results over the past 10 years, with FSTEX having a 8.77% annualized return and PSPFX not far ahead at 9.17%.


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%

PSPFX

1D
-1.01%
1M
-13.48%
YTD
5.05%
6M
24.43%
1Y
84.82%
3Y*
18.58%
5Y*
9.40%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTEX vs. PSPFX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is lower than PSPFX's 1.54% expense ratio.


Return for Risk

FSTEX vs. PSPFX — 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

PSPFX
PSPFX Risk / Return Rank: 9797
Overall Rank
PSPFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PSPFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PSPFX Omega Ratio Rank: 9595
Omega Ratio Rank
PSPFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PSPFX Martin Ratio Rank: 9898
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. PSPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and U.S. Global Investors Global Resources Fund (PSPFX). 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.


FSTEXPSPFXDifference

Sharpe ratio

Return per unit of total volatility

2.04

3.15

-1.11

Sortino ratio

Return per unit of downside risk

2.54

3.48

-0.94

Omega ratio

Gain probability vs. loss probability

1.37

1.54

-0.17

Calmar ratio

Return relative to maximum drawdown

2.31

4.64

-2.33

Martin ratio

Return relative to average drawdown

8.35

18.63

-10.28

FSTEX vs. PSPFX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 2.04, which is lower than the PSPFX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of FSTEX and PSPFX, 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


FSTEXPSPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

3.15

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.41

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.43

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.19

+0.08

Correlation

The correlation between FSTEX and PSPFX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSTEX vs. PSPFX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.60%, more than PSPFX's 0.79% 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%
PSPFX
U.S. Global Investors Global Resources Fund
0.79%0.83%4.34%0.00%15.68%18.92%5.49%1.90%4.70%3.01%3.33%1.12%

Drawdowns

FSTEX vs. PSPFX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than PSPFX's maximum drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for FSTEX and PSPFX.


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Drawdown Indicators


FSTEXPSPFXDifference

Max Drawdown

Largest peak-to-trough decline

-83.31%

-79.09%

-4.22%

Max Drawdown (1Y)

Largest decline over 1 year

-18.57%

-17.96%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-39.15%

+12.27%

Max Drawdown (10Y)

Largest decline over 10 years

-73.41%

-56.80%

-16.61%

Current Drawdown

Current decline from peak

-0.55%

-15.91%

+15.36%

Average Drawdown

Average peak-to-trough decline

-25.28%

-42.65%

+17.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

4.47%

+0.66%

Volatility

FSTEX vs. PSPFX - Volatility Comparison

The current volatility for Invesco Energy Fund (FSTEX) is 4.36%, while U.S. Global Investors Global Resources Fund (PSPFX) has a volatility of 10.47%. This indicates that FSTEX experiences smaller price fluctuations and is considered to be less risky than PSPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTEXPSPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

10.47%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

23.43%

-10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

27.28%

-4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

22.85%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.77%

21.64%

+8.13%