GFI vs. FSAGX

Last updated Apr 2, 2026

Compare and contrast key facts about Gold Fields Limited (GFI) and Fidelity Select Gold Portfolio (FSAGX).

FSAGX is managed by Fidelity. It was launched on Dec 15, 1985.

Performance

GFI vs. FSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Fields Limited (GFI) and Fidelity Select Gold Portfolio (FSAGX). The values are adjusted to include any dividend payments, if applicable.

GFI vs. FSAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GFI Gold Fields Limited	13.45%	240.42%	-6.27%	44.90%	-2.61%	23.33%	43.02%	89.47%	-16.75%	45.29%
FSAGX Fidelity Select Gold Portfolio	9.10%	143.05%	14.97%	-0.37%	-13.46%	-10.44%	26.83%	35.50%	-13.00%	8.63%

Returns By Period

In the year-to-date period, GFI achieves a 13.45% return, which is significantly higher than FSAGX's 9.10% return. Over the past 10 years, GFI has outperformed FSAGX with an annualized return of 31.70%, while FSAGX has yielded a comparatively lower 14.83% annualized return.

GFI

• 1D: 6.01%
• 1M: -14.48%
• YTD: 13.45%
• 6M: 18.67%
• 1Y: 119.94%
• 3Y*: 58.55%
• 5Y*: 41.26%
• 10Y*: 31.70%

FSAGX

• 1D: 7.16%
• 1M: -20.09%
• YTD: 9.10%
• 6M: 21.69%
• 1Y: 97.87%
• 3Y*: 39.63%
• 5Y*: 20.99%
• 10Y*: 14.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GFI vs. FSAGX — Risk / Return Rank

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

GFI

GFI Risk / Return Rank: 87
GFI Sharpe Ratio Rank: 90
GFI Sortino Ratio Rank: 83
GFI Omega Ratio Rank: 83
GFI Calmar Ratio Rank: 89
GFI Martin Ratio Rank: 91

FSAGX

FSAGX Risk / Return Rank: 92
FSAGX Sharpe Ratio Rank: 95
FSAGX Sortino Ratio Rank: 89
FSAGX Omega Ratio Rank: 87
FSAGX Calmar Ratio Rank: 95
FSAGX Martin Ratio Rank: 94

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.

GFI vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Fidelity Select Gold Portfolio (FSAGX). 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.

	GFI	FSAGX	Difference
Sharpe ratio Return per unit of total volatility	1.98	2.28	-0.30
Sortino ratio Return per unit of downside risk	2.31	2.50	-0.19
Omega ratio Gain probability vs. loss probability	1.32	1.38	-0.06
Calmar ratio Return relative to maximum drawdown	3.66	3.32	+0.33
Martin ratio Return relative to average drawdown	11.55	12.32	-0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFI vs. FSAGX - Sharpe Ratio Comparison

The current GFI Sharpe Ratio is 1.98, which is comparable to the FSAGX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of GFI and FSAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GFI	FSAGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	2.28	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.64	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.45	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.23	-0.07

Correlation

The correlation between GFI and FSAGX is 0.79, 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

GFI vs. FSAGX - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 3.83%, more than FSAGX's 1.99% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFI Gold Fields Limited	3.83%	1.77%	2.94%	2.87%	3.40%	3.24%	1.72%	0.81%	1.61%	1.41%	1.35%	0.60%
FSAGX Fidelity Select Gold Portfolio	1.99%	2.17%	3.62%	0.99%	0.36%	1.60%	4.40%	0.40%	0.00%	0.22%	3.57%	0.00%

Drawdowns

GFI vs. FSAGX - Drawdown Comparison

The maximum GFI drawdown since its inception was -88.05%, which is greater than FSAGX's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for GFI and FSAGX.

Drawdown Indicators

	GFI	FSAGX	Difference
Max Drawdown Largest peak-to-trough decline	-88.05%	-77.21%	-10.84%
Max Drawdown (1Y) Largest decline over 1 year	-34.63%	-29.85%	-4.78%
Max Drawdown (5Y) Largest decline over 5 years	-56.22%	-45.94%	-10.28%
Max Drawdown (10Y) Largest decline over 10 years	-63.09%	-50.57%	-12.52%
Current Drawdown Current decline from peak	-19.47%	-20.11%	+0.64%
Average Drawdown Average peak-to-trough decline	-44.43%	-33.41%	-11.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.97%	8.05%	+2.92%

Volatility

GFI vs. FSAGX - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 19.95% compared to Fidelity Select Gold Portfolio (FSAGX) at 17.46%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than FSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFI	FSAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.95%	17.46%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	48.31%	35.68%	+12.63%
Volatility (1Y) Calculated over the trailing 1-year period	61.00%	43.20%	+17.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.62%	32.90%	+18.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.33%	33.13%	+22.20%