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USLUX vs. FDLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USLUX vs. FDLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Investors Global Luxury Goods Fund (USLUX) and Fidelity Select Leisure Portfolio (FDLSX). The values are adjusted to include any dividend payments, if applicable.

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USLUX vs. FDLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USLUX
U.S. Global Investors Global Luxury Goods Fund
-13.20%17.87%14.26%23.79%-23.91%25.14%20.76%13.72%-8.30%19.19%
FDLSX
Fidelity Select Leisure Portfolio
-12.27%-5.30%13.64%30.14%-15.27%21.66%18.59%28.78%-7.65%29.09%

Returns By Period

In the year-to-date period, USLUX achieves a -13.20% return, which is significantly lower than FDLSX's -12.27% return. Both investments have delivered pretty close results over the past 10 years, with USLUX having a 8.72% annualized return and FDLSX not far ahead at 9.06%.


USLUX

1D
0.32%
1M
-14.11%
YTD
-13.20%
6M
-9.28%
1Y
5.15%
3Y*
6.96%
5Y*
5.60%
10Y*
8.72%

FDLSX

1D
0.32%
1M
-8.57%
YTD
-12.27%
6M
-23.33%
1Y
-13.03%
3Y*
2.71%
5Y*
3.18%
10Y*
9.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USLUX vs. FDLSX - Expense Ratio Comparison

USLUX has a 1.55% expense ratio, which is higher than FDLSX's 0.74% expense ratio.


Return for Risk

USLUX vs. FDLSX — Risk / Return Rank

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

USLUX
USLUX Risk / Return Rank: 1010
Overall Rank
USLUX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
USLUX Sortino Ratio Rank: 1010
Sortino Ratio Rank
USLUX Omega Ratio Rank: 99
Omega Ratio Rank
USLUX Calmar Ratio Rank: 99
Calmar Ratio Rank
USLUX Martin Ratio Rank: 1010
Martin Ratio Rank

FDLSX
FDLSX Risk / Return Rank: 22
Overall Rank
FDLSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FDLSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FDLSX Omega Ratio Rank: 11
Omega Ratio Rank
FDLSX Calmar Ratio Rank: 11
Calmar Ratio Rank
FDLSX Martin Ratio Rank: 22
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.

USLUX vs. FDLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors Global Luxury Goods Fund (USLUX) and Fidelity Select Leisure Portfolio (FDLSX). 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.


USLUXFDLSXDifference

Sharpe ratio

Return per unit of total volatility

0.21

-0.53

+0.74

Sortino ratio

Return per unit of downside risk

0.47

-0.59

+1.07

Omega ratio

Gain probability vs. loss probability

1.06

0.92

+0.14

Calmar ratio

Return relative to maximum drawdown

0.19

-0.55

+0.74

Martin ratio

Return relative to average drawdown

0.69

-1.30

+1.99

USLUX vs. FDLSX - Sharpe Ratio Comparison

The current USLUX Sharpe Ratio is 0.21, which is higher than the FDLSX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of USLUX and FDLSX, 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


USLUXFDLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

-0.53

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.15

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.41

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.65

-0.47

Correlation

The correlation between USLUX and FDLSX is 0.74, 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

USLUX vs. FDLSX - Dividend Comparison

USLUX's dividend yield for the trailing twelve months is around 9.08%, less than FDLSX's 10.40% yield.


TTM20252024202320222021202020192018201720162015
USLUX
U.S. Global Investors Global Luxury Goods Fund
9.08%7.88%9.94%2.71%6.40%15.37%0.12%2.31%16.18%13.87%8.35%8.01%
FDLSX
Fidelity Select Leisure Portfolio
10.40%9.12%1.57%1.64%3.32%22.77%2.36%6.43%19.76%6.33%1.01%5.42%

Drawdowns

USLUX vs. FDLSX - Drawdown Comparison

The maximum USLUX drawdown since its inception was -77.61%, which is greater than FDLSX's maximum drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for USLUX and FDLSX.


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Drawdown Indicators


USLUXFDLSXDifference

Max Drawdown

Largest peak-to-trough decline

-77.61%

-51.58%

-26.03%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-28.33%

+12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.85%

-28.33%

-5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.51%

-48.44%

+13.93%

Current Drawdown

Current decline from peak

-15.42%

-28.10%

+12.68%

Average Drawdown

Average peak-to-trough decline

-42.29%

-8.91%

-33.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

12.09%

-7.87%

Volatility

USLUX vs. FDLSX - Volatility Comparison

U.S. Global Investors Global Luxury Goods Fund (USLUX) and Fidelity Select Leisure Portfolio (FDLSX) have volatilities of 6.23% and 6.09%, 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


USLUXFDLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

6.09%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

17.83%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

24.50%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.52%

21.44%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

22.26%

-2.81%