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MIDSX vs. FGDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDSX vs. FGDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Midas Fund (MIDSX) and Fidelity Advisor Gold Fund Class I (FGDIX). The values are adjusted to include any dividend payments, if applicable.

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MIDSX vs. FGDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDSX
Midas Fund
3.72%195.76%7.27%-1.79%-11.11%-19.23%10.64%30.56%-12.90%5.98%
FGDIX
Fidelity Advisor Gold Fund Class I
1.81%142.97%14.91%-0.39%-13.42%-10.45%26.84%35.51%-12.96%8.59%

Returns By Period

In the year-to-date period, MIDSX achieves a 3.72% return, which is significantly higher than FGDIX's 1.81% return. Over the past 10 years, MIDSX has underperformed FGDIX with an annualized return of 13.28%, while FGDIX has yielded a comparatively higher 14.04% annualized return.


MIDSX

1D
-0.28%
1M
-25.21%
YTD
3.72%
6M
23.13%
1Y
115.48%
3Y*
44.09%
5Y*
22.92%
10Y*
13.28%

FGDIX

1D
-0.23%
1M
-25.43%
YTD
1.81%
6M
14.64%
1Y
84.61%
3Y*
36.42%
5Y*
20.15%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIDSX vs. FGDIX - Expense Ratio Comparison

MIDSX has a 4.25% expense ratio, which is higher than FGDIX's 0.76% expense ratio.


Return for Risk

MIDSX vs. FGDIX — Risk / Return Rank

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

MIDSX
MIDSX Risk / Return Rank: 9595
Overall Rank
MIDSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MIDSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
MIDSX Omega Ratio Rank: 9191
Omega Ratio Rank
MIDSX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MIDSX Martin Ratio Rank: 9696
Martin Ratio Rank

FGDIX
FGDIX Risk / Return Rank: 9090
Overall Rank
FGDIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FGDIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FGDIX Omega Ratio Rank: 8585
Omega Ratio Rank
FGDIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FGDIX Martin Ratio Rank: 9191
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.

MIDSX vs. FGDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Midas Fund (MIDSX) and Fidelity Advisor Gold Fund Class I (FGDIX). 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.


MIDSXFGDIXDifference

Sharpe ratio

Return per unit of total volatility

2.65

2.02

+0.63

Sortino ratio

Return per unit of downside risk

2.73

2.29

+0.44

Omega ratio

Gain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratio

Return relative to maximum drawdown

3.91

2.84

+1.08

Martin ratio

Return relative to average drawdown

14.42

10.65

+3.77

MIDSX vs. FGDIX - Sharpe Ratio Comparison

The current MIDSX Sharpe Ratio is 2.65, which is higher than the FGDIX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of MIDSX and FGDIX, 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


MIDSXFGDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.02

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.62

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.43

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.15

-0.16

Correlation

The correlation between MIDSX and FGDIX is 0.92, 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

MIDSX vs. FGDIX - Dividend Comparison

MIDSX has not paid dividends to shareholders, while FGDIX's dividend yield for the trailing twelve months is around 2.06%.


TTM2025202420232022202120202019201820172016
MIDSX
Midas Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FGDIX
Fidelity Advisor Gold Fund Class I
2.06%2.10%3.58%0.97%0.36%1.59%4.40%0.41%0.00%0.23%3.65%

Drawdowns

MIDSX vs. FGDIX - Drawdown Comparison

The maximum MIDSX drawdown since its inception was -89.77%, which is greater than FGDIX's maximum drawdown of -77.15%. Use the drawdown chart below to compare losses from any high point for MIDSX and FGDIX.


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Drawdown Indicators


MIDSXFGDIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.77%

-77.15%

-12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-30.18%

-29.85%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-48.48%

-45.95%

-2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-57.07%

-50.57%

-6.50%

Current Drawdown

Current decline from peak

-40.30%

-25.43%

-14.87%

Average Drawdown

Average peak-to-trough decline

-63.68%

-39.98%

-23.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

7.95%

+0.24%

Volatility

MIDSX vs. FGDIX - Volatility Comparison

Midas Fund (MIDSX) and Fidelity Advisor Gold Fund Class I (FGDIX) have volatilities of 15.85% and 15.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDSXFGDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.85%

15.39%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

36.12%

35.03%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

44.35%

42.73%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.89%

32.76%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.34%

33.05%

+0.29%