GRHIX vs. FSTEX
Compare and contrast key facts about Goehring & Rozencwajg Resources Fund (GRHIX) and Invesco Energy Fund (FSTEX).
GRHIX is managed by Goehring & Rozencwajg. It was launched on Dec 29, 2016. FSTEX is managed by Invesco. It was launched on Jan 18, 1984.
Performance
GRHIX vs. FSTEX - Performance Comparison
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GRHIX vs. FSTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRHIX Goehring & Rozencwajg Resources Fund | 21.33% | 61.65% | -1.51% | 16.61% | 16.38% | 62.15% | -2.74% | 0.01% | -30.03% | -0.96% |
FSTEX Invesco Energy Fund | 37.73% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -9.52% |
Returns By Period
In the year-to-date period, GRHIX achieves a 21.33% return, which is significantly lower than FSTEX's 37.73% return.
GRHIX
- 1D
- 1.27%
- 1M
- -4.03%
- YTD
- 21.33%
- 6M
- 30.10%
- 1Y
- 89.80%
- 3Y*
- 30.90%
- 5Y*
- 26.38%
- 10Y*
- —
FSTEX
- 1D
- -0.81%
- 1M
- 10.37%
- YTD
- 37.73%
- 6M
- 41.41%
- 1Y
- 41.72%
- 3Y*
- 19.74%
- 5Y*
- 24.88%
- 10Y*
- 8.68%
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GRHIX vs. FSTEX - Expense Ratio Comparison
GRHIX has a 0.92% expense ratio, which is lower than FSTEX's 1.36% expense ratio.
Return for Risk
GRHIX vs. FSTEX — Risk / Return Rank
GRHIX
FSTEX
GRHIX vs. FSTEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goehring & Rozencwajg Resources Fund (GRHIX) and Invesco Energy Fund (FSTEX). 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.
| GRHIX | FSTEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.12 | 1.93 | +1.19 |
Sortino ratioReturn per unit of downside risk | 3.48 | 2.43 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.35 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 5.65 | 2.30 | +3.34 |
Martin ratioReturn relative to average drawdown | 20.93 | 8.32 | +12.61 |
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
| GRHIX | FSTEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.12 | 1.93 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.99 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.27 | +0.14 |
Correlation
The correlation between GRHIX and FSTEX is 0.81, 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
GRHIX vs. FSTEX - Dividend Comparison
GRHIX's dividend yield for the trailing twelve months is around 2.80%, more than FSTEX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRHIX Goehring & Rozencwajg Resources Fund | 2.80% | 3.39% | 4.02% | 3.19% | 1.21% | 3.25% | 2.03% | 0.57% | 1.18% | 0.51% | 0.00% | 0.00% |
FSTEX Invesco Energy Fund | 1.61% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
Drawdowns
GRHIX vs. FSTEX - Drawdown Comparison
The maximum GRHIX drawdown since its inception was -70.61%, smaller than the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for GRHIX and FSTEX.
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Drawdown Indicators
| GRHIX | FSTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.61% | -83.31% | +12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.02% | -18.57% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.47% | -26.88% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.41% | — |
Current DrawdownCurrent decline from peak | -4.03% | -1.35% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -18.48% | -25.28% | +6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 5.13% | -0.79% |
Volatility
GRHIX vs. FSTEX - Volatility Comparison
Goehring & Rozencwajg Resources Fund (GRHIX) has a higher volatility of 8.04% compared to Invesco Energy Fund (FSTEX) at 4.41%. This indicates that GRHIX's price experiences larger fluctuations and is considered to be riskier than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRHIX | FSTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 4.41% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 20.99% | 12.78% | +8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.26% | 22.26% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.52% | 25.29% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.67% | 29.77% | -0.10% |