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IAUM vs. FSAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. FSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and Fidelity Select Gold Portfolio (FSAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUM achieves a -4.68% return, which is significantly lower than FSAGX's -2.07% return.


IAUM

1D
-1.87%
1M
-8.79%
YTD
-4.68%
6M
-8.59%
1Y
21.67%
3Y*
28.82%
5Y*
10Y*

FSAGX

1D
-0.85%
1M
-3.05%
YTD
-2.07%
6M
-6.88%
1Y
50.39%
3Y*
40.63%
5Y*
16.97%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. FSAGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
-4.68%64.27%27.04%13.12%-0.49%3.87%
FSAGX
Fidelity Select Gold Portfolio
-2.07%143.05%14.97%-0.37%-13.46%-5.51%

Correlation

The correlation between IAUM and FSAGX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2021

0.77

The correlation between IAUM and FSAGX has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

IAUM vs. FSAGX — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 2222
Overall Rank
IAUM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2525
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2020
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2121
Martin Ratio Rank

FSAGX
FSAGX Risk / Return Rank: 1818
Overall Rank
FSAGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FSAGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSAGX Omega Ratio Rank: 2020
Omega Ratio Rank
FSAGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSAGX Martin Ratio Rank: 1616
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.

IAUM vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAUMFSAGXDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

0.89

1.46

-0.57

Martin ratioReturn relative to average drawdown

2.40

3.95

-1.55

IAUM vs. FSAGX - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 0.80, which is lower than the FSAGX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IAUM and FSAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAUM vs. FSAGX - Drawdown Comparison

The maximum IAUM drawdown since its inception was -24.37%, smaller than the maximum FSAGX drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for IAUM and FSAGX.


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Drawdown Indicators


IAUMFSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-24.37%

-77.21%

+52.84%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-35.40%

+11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-35.40%

+11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

Current Drawdown

Current decline from peak

-23.81%

-28.29%

+4.48%

Average Drawdown

Average peak-to-trough decline

-5.46%

-33.34%

+27.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.06%

13.09%

-4.03%

Volatility

IAUM vs. FSAGX - Volatility Comparison

The current volatility for iShares Gold Trust Micro (IAUM) is 8.12%, while Fidelity Select Gold Portfolio (FSAGX) has a volatility of 17.04%. This indicates that IAUM experiences smaller price fluctuations and is considered to be less risky than FSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMFSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

17.04%

-8.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

37.83%

-13.72%

Volatility (1Y)

Calculated over the trailing 1-year period

27.27%

45.10%

-17.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

34.10%

-16.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

33.39%

-15.29%

IAUM vs. FSAGX - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than FSAGX's 0.73% expense ratio.


Dividends

IAUM vs. FSAGX - Dividend Comparison

IAUM has not paid dividends to shareholders, while FSAGX's dividend yield for the trailing twelve months is around 5.24%.


PositionTTM2025202420232022202120202019201820172016
FSAGX
Fidelity Select Gold Portfolio
5.24%2.17%3.62%0.99%0.36%1.60%4.40%0.40%0.00%0.22%3.57%
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAUM and FSAGX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSAGX has higher volatility (17.04%) compared to IAUM (8.12%). In terms of maximum drawdown, IAUM dropped -24.37% vs FSAGX's -77.21%.

FSAGX currently has the higher Sharpe Ratio (1.15 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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