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OCMGX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OCMGX and FSELX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

OCMGX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OCM Gold Fund (OCMGX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OCMGX:

1.91

FSELX:

-0.02

Sortino Ratio

OCMGX:

2.33

FSELX:

0.22

Omega Ratio

OCMGX:

1.31

FSELX:

1.03

Calmar Ratio

OCMGX:

2.12

FSELX:

-0.10

Martin Ratio

OCMGX:

5.93

FSELX:

-0.26

Ulcer Index

OCMGX:

9.66%

FSELX:

14.05%

Daily Std Dev

OCMGX:

32.01%

FSELX:

47.01%

Max Drawdown

OCMGX:

-77.63%

FSELX:

-81.70%

Current Drawdown

OCMGX:

0.00%

FSELX:

-12.22%

Returns By Period

In the year-to-date period, OCMGX achieves a 59.01% return, which is significantly higher than FSELX's -4.43% return. Over the past 10 years, OCMGX has underperformed FSELX with an annualized return of 13.66%, while FSELX has yielded a comparatively higher 23.75% annualized return.


OCMGX

YTD

59.01%

1M

12.98%

6M

42.96%

1Y

61.55%

3Y*

21.25%

5Y*

12.65%

10Y*

13.66%

FSELX

YTD

-4.43%

1M

14.55%

6M

-2.93%

1Y

0.10%

3Y*

27.55%

5Y*

30.01%

10Y*

23.75%

*Annualized

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OCM Gold Fund

OCMGX vs. FSELX - Expense Ratio Comparison

OCMGX has a 2.32% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

OCMGX vs. FSELX — Risk-Adjusted Performance Rank

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

OCMGX
The Risk-Adjusted Performance Rank of OCMGX is 8989
Overall Rank
The Sharpe Ratio Rank of OCMGX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of OCMGX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of OCMGX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of OCMGX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of OCMGX is 8787
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1010
Overall Rank
The Sharpe Ratio Rank of FSELX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OCMGX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OCM Gold Fund (OCMGX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


The current OCMGX Sharpe Ratio is 1.91, which is higher than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of OCMGX and FSELX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OCMGX vs. FSELX - Dividend Comparison

OCMGX's dividend yield for the trailing twelve months is around 1.81%, less than FSELX's 9.03% yield.


TTM20242023202220212020201920182017201620152014
OCMGX
OCM Gold Fund
1.81%2.88%0.00%0.05%1.07%0.98%6.33%26.99%7.18%19.53%0.06%6.37%
FSELX
Fidelity Select Semiconductors Portfolio
9.03%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

OCMGX vs. FSELX - Drawdown Comparison

The maximum OCMGX drawdown since its inception was -77.63%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for OCMGX and FSELX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OCMGX vs. FSELX - Volatility Comparison

OCM Gold Fund (OCMGX) has a higher volatility of 12.37% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 10.26%. This indicates that OCMGX's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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