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GFI vs. FSAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GFI and FSAGX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
143.58%
54.08%
GFI
FSAGX

Key characteristics

Sharpe Ratio

GFI:

0.90

FSAGX:

1.75

Sortino Ratio

GFI:

1.29

FSAGX:

2.32

Omega Ratio

GFI:

1.17

FSAGX:

1.30

Calmar Ratio

GFI:

1.24

FSAGX:

0.99

Martin Ratio

GFI:

2.79

FSAGX:

6.81

Ulcer Index

GFI:

13.56%

FSAGX:

7.76%

Daily Std Dev

GFI:

47.17%

FSAGX:

30.33%

Max Drawdown

GFI:

-86.05%

FSAGX:

-77.21%

Current Drawdown

GFI:

-10.30%

FSAGX:

-26.80%

Returns By Period

In the year-to-date period, GFI achieves a 70.83% return, which is significantly higher than FSAGX's 45.40% return. Over the past 10 years, GFI has outperformed FSAGX with an annualized return of 22.49%, while FSAGX has yielded a comparatively lower 8.58% annualized return.


GFI

YTD

70.83%

1M

10.43%

6M

38.85%

1Y

42.21%

5Y*

26.33%

10Y*

22.49%

FSAGX

YTD

45.40%

1M

18.31%

6M

29.20%

1Y

52.80%

5Y*

6.23%

10Y*

8.58%

*Annualized

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Risk-Adjusted Performance

GFI vs. FSAGX — Risk-Adjusted Performance Rank

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

GFI
The Risk-Adjusted Performance Rank of GFI is 7878
Overall Rank
The Sharpe Ratio Rank of GFI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 7878
Martin Ratio Rank

FSAGX
The Risk-Adjusted Performance Rank of FSAGX is 8989
Overall Rank
The Sharpe Ratio Rank of FSAGX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FSAGX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSAGX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FSAGX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSAGX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current GFI Sharpe Ratio is 0.90, which is lower than the FSAGX Sharpe Ratio of 1.75. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.90
1.75
GFI
FSAGX

Dividends

GFI vs. FSAGX - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 2.46%, more than FSAGX's 2.37% yield.


TTM20242023202220212020201920182017201620152014
GFI
Gold Fields Limited
2.46%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%
FSAGX
Fidelity Select Gold Portfolio
2.37%3.62%0.99%0.36%1.59%4.40%0.26%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GFI vs. FSAGX - Drawdown Comparison

The maximum GFI drawdown since its inception was -86.05%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-10.30%
-26.80%
GFI
FSAGX

Volatility

GFI vs. FSAGX - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 18.96% compared to Fidelity Select Gold Portfolio (FSAGX) at 13.03%. 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.


10.00%15.00%20.00%December2025FebruaryMarchAprilMay
18.96%
13.03%
GFI
FSAGX