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PGINX vs. FOCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGINX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impax Global Environmental Markets Fund Institutional Class (PGINX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

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PGINX vs. FOCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGINX
Impax Global Environmental Markets Fund Institutional Class
-0.76%14.14%5.15%16.85%-22.39%22.25%26.00%28.18%-14.20%26.80%
FOCKX
Fidelity OTC Portfolio Class K
-3.72%22.28%38.91%42.92%-32.07%25.06%46.83%39.36%-3.18%38.78%

Returns By Period

In the year-to-date period, PGINX achieves a -0.76% return, which is significantly higher than FOCKX's -3.72% return. Over the past 10 years, PGINX has underperformed FOCKX with an annualized return of 9.70%, while FOCKX has yielded a comparatively higher 19.82% annualized return.


PGINX

1D
3.63%
1M
-6.55%
YTD
-0.76%
6M
-2.65%
1Y
14.79%
3Y*
8.49%
5Y*
4.39%
10Y*
9.70%

FOCKX

1D
4.38%
1M
-5.05%
YTD
-3.72%
6M
1.15%
1Y
31.57%
3Y*
26.58%
5Y*
13.47%
10Y*
19.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGINX vs. FOCKX - Expense Ratio Comparison

PGINX has a 0.90% expense ratio, which is higher than FOCKX's 0.73% expense ratio.


Return for Risk

PGINX vs. FOCKX — Risk / Return Rank

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

PGINX
PGINX Risk / Return Rank: 3838
Overall Rank
PGINX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PGINX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PGINX Omega Ratio Rank: 3232
Omega Ratio Rank
PGINX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PGINX Martin Ratio Rank: 4141
Martin Ratio Rank

FOCKX
FOCKX Risk / Return Rank: 8181
Overall Rank
FOCKX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FOCKX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FOCKX Omega Ratio Rank: 7575
Omega Ratio Rank
FOCKX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FOCKX Martin Ratio Rank: 8787
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.

PGINX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impax Global Environmental Markets Fund Institutional Class (PGINX) and Fidelity OTC Portfolio Class K (FOCKX). 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.


PGINXFOCKXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.42

-0.61

Sortino ratio

Return per unit of downside risk

1.28

2.06

-0.78

Omega ratio

Gain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratio

Return relative to maximum drawdown

1.29

2.31

-1.02

Martin ratio

Return relative to average drawdown

4.52

9.51

-4.98

PGINX vs. FOCKX - Sharpe Ratio Comparison

The current PGINX Sharpe Ratio is 0.81, which is lower than the FOCKX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of PGINX and FOCKX, 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


PGINXFOCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.42

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.60

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.07

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.07

+0.28

Correlation

The correlation between PGINX and FOCKX is 0.77, 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

PGINX vs. FOCKX - Dividend Comparison

PGINX's dividend yield for the trailing twelve months is around 23.89%, more than FOCKX's 7.85% yield.


TTM20252024202320222021202020192018201720162015
PGINX
Impax Global Environmental Markets Fund Institutional Class
23.89%23.71%4.79%0.74%0.65%2.10%0.60%0.86%4.26%3.44%0.75%1.13%
FOCKX
Fidelity OTC Portfolio Class K
7.85%7.56%16.42%0.09%3.97%11.34%6.18%7.49%7.81%4.85%3.25%5.42%

Drawdowns

PGINX vs. FOCKX - Drawdown Comparison

The maximum PGINX drawdown since its inception was -52.48%, smaller than the maximum FOCKX drawdown of -90.14%. Use the drawdown chart below to compare losses from any high point for PGINX and FOCKX.


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Drawdown Indicators


PGINXFOCKXDifference

Max Drawdown

Largest peak-to-trough decline

-52.48%

-90.14%

+37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-12.55%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-33.54%

-36.97%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-90.14%

+56.60%

Current Drawdown

Current decline from peak

-8.28%

-7.39%

-0.89%

Average Drawdown

Average peak-to-trough decline

-9.64%

-8.47%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.05%

+0.30%

Volatility

PGINX vs. FOCKX - Volatility Comparison

The current volatility for Impax Global Environmental Markets Fund Institutional Class (PGINX) is 7.24%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 8.11%. This indicates that PGINX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGINXFOCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

8.11%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

14.21%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

23.13%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

22.62%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

288.90%

-270.84%