GOFIX vs. VENAX
Compare and contrast key facts about GMO Resources Fund (GOFIX) and Vanguard Energy Index Fund Admiral Shares (VENAX).
GOFIX is managed by GMO. It was launched on Dec 27, 2011. VENAX is managed by Vanguard. It was launched on Oct 7, 2004.
Performance
GOFIX vs. VENAX - Performance Comparison
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GOFIX vs. VENAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOFIX GMO Resources Fund | 27.66% | 23.10% | -17.91% | -1.38% | -0.80% | 32.01% | 22.47% | 20.10% | -6.73% | 28.42% |
VENAX Vanguard Energy Index Fund Admiral Shares | 39.76% | 7.29% | 6.57% | 0.05% | 62.94% | 55.57% | -33.27% | 9.36% | -19.90% | -2.39% |
Returns By Period
In the year-to-date period, GOFIX achieves a 27.66% return, which is significantly lower than VENAX's 39.76% return. Over the past 10 years, GOFIX has outperformed VENAX with an annualized return of 14.36%, while VENAX has yielded a comparatively lower 11.29% annualized return.
GOFIX
- 1D
- -0.22%
- 1M
- 4.63%
- YTD
- 27.66%
- 6M
- 39.62%
- 1Y
- 67.01%
- 3Y*
- 9.07%
- 5Y*
- 8.33%
- 10Y*
- 14.36%
VENAX
- 1D
- -1.12%
- 1M
- 11.69%
- YTD
- 39.76%
- 6M
- 41.02%
- 1Y
- 39.10%
- 3Y*
- 18.90%
- 5Y*
- 25.11%
- 10Y*
- 11.29%
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GOFIX vs. VENAX - Expense Ratio Comparison
GOFIX has a 0.72% expense ratio, which is higher than VENAX's 0.10% expense ratio.
Return for Risk
GOFIX vs. VENAX — Risk / Return Rank
GOFIX
VENAX
GOFIX vs. VENAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Resources Fund (GOFIX) and Vanguard Energy Index Fund Admiral Shares (VENAX). 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.
| GOFIX | VENAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 1.63 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.98 | 2.05 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.31 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.09 | +1.10 |
Martin ratioReturn relative to average drawdown | 14.88 | 5.98 | +8.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOFIX | VENAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.63 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.95 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.38 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.29 | +0.05 |
Correlation
The correlation between GOFIX and VENAX is 0.73, 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. VENAX - Dividend Comparison
GOFIX's dividend yield for the trailing twelve months is around 3.43%, more than VENAX's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOFIX GMO Resources Fund | 3.43% | 4.38% | 3.01% | 5.90% | 10.25% | 17.81% | 3.66% | 2.99% | 4.06% | 3.86% | 2.89% | 3.30% |
VENAX Vanguard Energy Index Fund Admiral Shares | 2.25% | 3.10% | 3.24% | 3.34% | 3.65% | 3.80% | 4.76% | 3.41% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
GOFIX vs. VENAX - Drawdown Comparison
The maximum GOFIX drawdown since its inception was -51.77%, smaller than the maximum VENAX drawdown of -74.42%. Use the drawdown chart below to compare losses from any high point for GOFIX and VENAX.
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Drawdown Indicators
| GOFIX | VENAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.77% | -74.42% | +22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -19.04% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -26.59% | -18.51% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -69.58% | +23.60% |
Current DrawdownCurrent decline from peak | -0.22% | -1.12% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -20.09% | +6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 6.64% | -2.42% |
Volatility
GOFIX vs. VENAX - Volatility Comparison
GMO Resources Fund (GOFIX) has a higher volatility of 5.63% compared to Vanguard Energy Index Fund Admiral Shares (VENAX) at 5.01%. This indicates that GOFIX's price experiences larger fluctuations and is considered to be riskier than VENAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOFIX | VENAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.01% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 15.50% | 13.94% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 24.99% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.30% | 26.55% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.56% | 30.17% | -4.61% |