GFI vs. FSAGX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFI or FSAGX.
Key characteristics
| GFI | FSAGX | |
|---|---|---|
| YTD Return | -2.85% | 16.05% |
| 1Y Return | 7.08% | 27.81% |
| 3Y Return (Ann) | 12.70% | -2.54% |
| 5Y Return (Ann) | 24.47% | 4.86% |
| 10Y Return (Ann) | 15.78% | 5.10% |
| Sharpe Ratio | 0.26 | 1.16 |
| Sortino Ratio | 0.68 | 1.71 |
| Omega Ratio | 1.09 | 1.21 |
| Calmar Ratio | 0.46 | 0.53 |
| Martin Ratio | 0.93 | 4.89 |
| Ulcer Index | 13.76% | 6.76% |
| Daily Std Dev | 49.71% | 28.48% |
| Max Drawdown | -86.06% | -77.21% |
| Current Drawdown | -27.66% | -49.18% |
Correlation
The correlation between GFI and FSAGX is 0.78, 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.
Performance
GFI vs. FSAGX - Performance Comparison
In the year-to-date period, GFI achieves a -2.85% return, which is significantly lower than FSAGX's 16.05% return. Over the past 10 years, GFI has outperformed FSAGX with an annualized return of 15.78%, while FSAGX has yielded a comparatively lower 5.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GFI vs. FSAGX - Risk-Adjusted Performance 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.
Dividends
GFI vs. FSAGX - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 2.84%, more than FSAGX's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 2.84% | 2.86% | 3.40% | 3.24% | 1.73% | 0.80% | 1.62% | 1.77% | 1.69% | 0.72% | 0.86% | 2.66% |
FSAGX Fidelity Select Gold Portfolio | 0.55% | 0.99% | 0.36% | 1.59% | 4.40% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GFI vs. FSAGX - Drawdown Comparison
The maximum GFI drawdown since its inception was -86.06%, 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. For additional features, visit the drawdowns tool.
Volatility
GFI vs. FSAGX - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 15.98% compared to Fidelity Select Gold Portfolio (FSAGX) at 9.24%. 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.