PortfoliosLab logoPortfoliosLab logo
ISIN
US35473M1053
Inception Date
Jun 30, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
LBMA Gold Price PM ($/ozt)
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$469M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FGDL Performance Chart

Franklin Responsibly Sourced Gold ETF (FGDL) is down 0.3% since the beginning of the year. FGDL is currently trading at $57 per share.


Loading charts...

S&P 500 Index

Returns By Period

Franklin Responsibly Sourced Gold ETF (FGDL) has returned -0.26% so far this year and 28.09% over the past 12 months.


Franklin Responsibly Sourced Gold ETF

1D
-3.65%
1M
-8.15%
YTD
-0.26%
6M
2.57%
1Y
28.09%
3Y*
29.84%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGDL Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2022, FGDL's average daily return is +0.10%, while the average monthly return is +1.93%. At this rate, an investment would double in approximately 3.0 years.

Historically, 63% of months were positive and 38% were negative. The best month was Sep 2025 with a return of +12.2%, while the worst month was Mar 2026 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FGDL closed higher 53% of trading days. The best single day was Feb 3, 2026 with a return of +6.3%, while the worst single day was Jan 30, 2026 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.01%8.54%-11.22%-1.14%-1.69%-4.92%-0.26%
20257.15%1.62%9.47%5.19%0.23%-0.29%0.25%4.42%12.23%3.16%6.47%1.52%64.15%
2024-1.44%0.49%8.66%3.15%1.51%-0.08%5.36%2.20%5.33%5.20%-3.70%-1.60%27.31%
20235.70%-5.23%7.79%0.90%-1.91%-1.65%2.36%-1.25%-4.74%7.40%2.49%1.35%12.92%
2022-2.49%-2.87%-2.95%-1.73%8.44%3.02%0.91%

Benchmark Metrics

Franklin Responsibly Sourced Gold ETF has an annualized alpha of 20.89%, beta of 0.51, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 01, 2022.

  • This ETF captured 116.01% of S&P 500 Index gains but only 84.42% of its losses - a favorable profile for investors.
  • Beta of 0.51 may look defensive, but with R2 of 0.05 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.05 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
20.89%
Beta
0.51
0.05
Upside Capture
116.01%
Downside Capture
84.42%

Expense Ratio

FGDL has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

FGDL ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FGDL Risk / Return Rank: 3131
Overall Rank
FGDL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 2828
Sortino Ratio Rank
FGDL Omega Ratio Rank: 3535
Omega Ratio Rank
FGDL Calmar Ratio Rank: 3131
Calmar Ratio Rank
FGDL Martin Ratio Rank: 2727
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and compare them to S&P 500 Index.


FGDLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.39

Martin ratioReturn relative to average drawdown

3.50

Dividends

Dividend History


Franklin Responsibly Sourced Gold ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Responsibly Sourced Gold ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin Responsibly Sourced Gold ETF was 20.31%, occurring on Jun 5, 2026. The portfolio has not yet recovered.

The current Franklin Responsibly Sourced Gold ETF drawdown is 20.31%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-20.31%Jun 2026
4mo 6d
4mo 7dJan 2026 - now
2023 correction2023
-11.26%Oct 2023
5mo 3d1mo 27d
7moMay 2023 - Dec 2023
2025 correction2025
-10.72%Oct 2025
8d1mo 24d
2mo 2dOct 2025 - Dec 2025
Bear market2022
-10.08%Sep 2022
2mo 27d2mo 18d
5mo 15dJul 2022 - Dec 2022
2024 pullback2024
-8.10%Nov 2024
15d2mo 16d
3mo 1dOct 2024 - Jan 2025

Drawdown Indicators


FGDLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-9.10%

-11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.31%

Current Drawdown

Current decline from peak

-20.31%

-2.97%

-17.34%

Average Drawdown

Average peak-to-trough decline

-3.86%

-1.13%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FGDL

Add Franklin Responsibly Sourced Gold ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FGDL