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VGPMX vs. FSAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGPMX vs. FSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Capital Cycles Fund (VGPMX) and Fidelity Select Gold Portfolio (FSAGX). The values are adjusted to include any dividend payments, if applicable.

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VGPMX vs. FSAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGPMX
Vanguard Global Capital Cycles Fund
4.53%65.96%5.78%10.06%7.34%19.50%17.21%20.67%-32.26%13.75%
FSAGX
Fidelity Select Gold Portfolio
1.81%143.05%14.97%-0.37%-13.46%-10.44%26.83%35.50%-13.00%8.63%

Returns By Period

In the year-to-date period, VGPMX achieves a 4.53% return, which is significantly higher than FSAGX's 1.81% return. Over the past 10 years, VGPMX has underperformed FSAGX with an annualized return of 12.39%, while FSAGX has yielded a comparatively higher 14.04% annualized return.


VGPMX

1D
-0.02%
1M
-10.69%
YTD
4.53%
6M
17.55%
1Y
57.21%
3Y*
24.25%
5Y*
19.13%
10Y*
12.39%

FSAGX

1D
-0.23%
1M
-25.44%
YTD
1.81%
6M
14.65%
1Y
84.71%
3Y*
36.44%
5Y*
20.17%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGPMX vs. FSAGX - Expense Ratio Comparison

VGPMX has a 0.36% expense ratio, which is lower than FSAGX's 0.76% expense ratio.


Return for Risk

VGPMX vs. FSAGX — Risk / Return Rank

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

VGPMX
VGPMX Risk / Return Rank: 9797
Overall Rank
VGPMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9797
Martin Ratio Rank

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

VGPMX vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) 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.


VGPMXFSAGXDifference

Sharpe ratio

Return per unit of total volatility

2.94

2.02

+0.92

Sortino ratio

Return per unit of downside risk

3.51

2.29

+1.23

Omega ratio

Gain probability vs. loss probability

1.56

1.34

+0.22

Calmar ratio

Return relative to maximum drawdown

4.24

2.84

+1.41

Martin ratio

Return relative to average drawdown

17.59

10.66

+6.94

VGPMX vs. FSAGX - Sharpe Ratio Comparison

The current VGPMX Sharpe Ratio is 2.94, which is higher than the FSAGX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VGPMX and FSAGX, 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


VGPMXFSAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

2.02

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.62

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.43

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.22

+0.03

Correlation

The correlation between VGPMX and FSAGX is 0.75, 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

VGPMX vs. FSAGX - Dividend Comparison

VGPMX's dividend yield for the trailing twelve months is around 3.73%, more than FSAGX's 2.13% yield.


TTM20252024202320222021202020192018201720162015
VGPMX
Vanguard Global Capital Cycles Fund
3.73%2.59%2.68%3.22%3.27%3.26%2.03%2.39%3.02%0.02%1.72%2.32%
FSAGX
Fidelity Select Gold Portfolio
2.13%2.17%3.62%0.99%0.36%1.60%4.40%0.40%0.00%0.22%3.57%0.00%

Drawdowns

VGPMX vs. FSAGX - Drawdown Comparison

The maximum VGPMX drawdown since its inception was -78.85%, roughly equal to the maximum FSAGX drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for VGPMX and FSAGX.


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Drawdown Indicators


VGPMXFSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-78.85%

-77.21%

-1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-29.85%

+17.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

-45.94%

+23.23%

Max Drawdown (10Y)

Largest decline over 10 years

-54.59%

-50.57%

-4.02%

Current Drawdown

Current decline from peak

-10.73%

-25.44%

+14.71%

Average Drawdown

Average peak-to-trough decline

-34.69%

-33.41%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

7.95%

-4.86%

Volatility

VGPMX vs. FSAGX - Volatility Comparison

The current volatility for Vanguard Global Capital Cycles Fund (VGPMX) is 7.56%, while Fidelity Select Gold Portfolio (FSAGX) has a volatility of 15.39%. This indicates that VGPMX 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


VGPMXFSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

15.39%

-7.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

35.05%

-21.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

42.73%

-23.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

32.76%

-15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

33.05%

-11.40%