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GOFIX vs. RSNYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOFIX vs. RSNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Resources Fund (GOFIX) and Victory Global Energy Transition Fund Class Y (RSNYX). The values are adjusted to include any dividend payments, if applicable.

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GOFIX vs. RSNYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOFIX
GMO Resources Fund
30.03%23.10%-17.91%-1.38%-0.80%32.01%22.47%20.10%-6.73%28.42%
RSNYX
Victory Global Energy Transition Fund Class Y
16.97%70.14%16.28%-8.32%35.48%83.62%27.86%-24.32%-45.63%1.36%

Returns By Period

In the year-to-date period, GOFIX achieves a 30.03% return, which is significantly higher than RSNYX's 16.97% return. Both investments have delivered pretty close results over the past 10 years, with GOFIX having a 14.57% annualized return and RSNYX not far behind at 14.33%.


GOFIX

1D
1.85%
1M
5.29%
YTD
30.03%
6M
39.95%
1Y
68.15%
3Y*
9.73%
5Y*
8.52%
10Y*
14.57%

RSNYX

1D
1.29%
1M
0.29%
YTD
16.97%
6M
31.99%
1Y
107.70%
3Y*
27.81%
5Y*
30.50%
10Y*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOFIX vs. RSNYX - Expense Ratio Comparison

GOFIX has a 0.72% expense ratio, which is lower than RSNYX's 1.15% expense ratio.


Return for Risk

GOFIX vs. RSNYX — Risk / Return Rank

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

GOFIX
GOFIX Risk / Return Rank: 9595
Overall Rank
GOFIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOFIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOFIX Omega Ratio Rank: 9292
Omega Ratio Rank
GOFIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOFIX Martin Ratio Rank: 9797
Martin Ratio Rank

RSNYX
RSNYX Risk / Return Rank: 9898
Overall Rank
RSNYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RSNYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RSNYX Omega Ratio Rank: 9797
Omega Ratio Rank
RSNYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
RSNYX Martin Ratio Rank: 9999
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.

GOFIX vs. RSNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Resources Fund (GOFIX) and Victory Global Energy Transition Fund Class Y (RSNYX). 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.


GOFIXRSNYXDifference

Sharpe ratio

Return per unit of total volatility

2.61

4.10

-1.49

Sortino ratio

Return per unit of downside risk

3.14

4.48

-1.34

Omega ratio

Gain probability vs. loss probability

1.45

1.66

-0.21

Calmar ratio

Return relative to maximum drawdown

3.48

7.39

-3.91

Martin ratio

Return relative to average drawdown

16.25

27.44

-11.19

GOFIX vs. RSNYX - Sharpe Ratio Comparison

The current GOFIX Sharpe Ratio is 2.61, which is lower than the RSNYX Sharpe Ratio of 4.10. The chart below compares the historical Sharpe Ratios of GOFIX and RSNYX, 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


GOFIXRSNYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

4.10

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.21

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.45

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.12

+0.22

Correlation

The correlation between GOFIX and RSNYX is 0.76, 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

GOFIX vs. RSNYX - Dividend Comparison

GOFIX's dividend yield for the trailing twelve months is around 3.37%, less than RSNYX's 3.75% yield.


TTM20252024202320222021202020192018201720162015
GOFIX
GMO Resources Fund
3.37%4.38%3.01%5.90%10.25%17.81%3.66%2.99%4.06%3.86%2.89%3.30%
RSNYX
Victory Global Energy Transition Fund Class Y
3.75%4.39%1.89%2.67%1.07%0.04%0.26%0.25%0.00%0.00%0.00%0.00%

Drawdowns

GOFIX vs. RSNYX - Drawdown Comparison

The maximum GOFIX drawdown since its inception was -51.77%, smaller than the maximum RSNYX drawdown of -89.31%. Use the drawdown chart below to compare losses from any high point for GOFIX and RSNYX.


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Drawdown Indicators


GOFIXRSNYXDifference

Max Drawdown

Largest peak-to-trough decline

-51.77%

-89.31%

+37.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-14.33%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-25.28%

-19.82%

Max Drawdown (10Y)

Largest decline over 10 years

-45.98%

-84.10%

+38.12%

Current Drawdown

Current decline from peak

0.00%

-0.60%

+0.60%

Average Drawdown

Average peak-to-trough decline

-13.74%

-32.59%

+18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

3.86%

+0.36%

Volatility

GOFIX vs. RSNYX - Volatility Comparison

The current volatility for GMO Resources Fund (GOFIX) is 5.78%, while Victory Global Energy Transition Fund Class Y (RSNYX) has a volatility of 6.67%. This indicates that GOFIX experiences smaller price fluctuations and is considered to be less risky than RSNYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOFIXRSNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

6.67%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

19.26%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

26.82%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.31%

25.49%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

31.79%

-6.22%