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Franklin Responsibly Sourced Gold ETF (FGDL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473M1053

Issuer

Franklin

Inception Date

Jun 30, 2022

Region

Global (Broad)

Leveraged

1x

Index Tracked

LBMA Gold Price PM ($/ozt)

Asset Class

Commodity

Expense Ratio

FGDL has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for FGDL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FGDL vs. GLDM FGDL vs. USL FGDL vs. IAUM FGDL vs. IAUF FGDL vs. SCHD FGDL vs. BAR FGDL vs. BR FGDL vs. RING FGDL vs. OUNZ FGDL vs. QQQM
Popular comparisons:
FGDL vs. GLDM FGDL vs. USL FGDL vs. IAUM FGDL vs. IAUF FGDL vs. SCHD FGDL vs. BAR FGDL vs. BR FGDL vs. RING FGDL vs. OUNZ FGDL vs. QQQM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin Responsibly Sourced Gold ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
45.06%
56.68%
FGDL (Franklin Responsibly Sourced Gold ETF)
Benchmark (^GSPC)

Returns By Period

Franklin Responsibly Sourced Gold ETF had a return of 27.31% year-to-date (YTD) and 28.50% in the last 12 months.


FGDL

YTD

27.31%

1M

-1.24%

6M

13.20%

1Y

28.50%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of FGDL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.43%0.49%8.66%3.15%1.51%-0.08%5.36%2.20%5.32%5.20%-3.70%27.31%
20235.70%-5.22%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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, FGDL is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FGDL is 8181
Overall Rank
The Sharpe Ratio Rank of FGDL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 7676
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FGDL, currently valued at 1.96, compared to the broader market0.002.004.001.962.10
The chart of Sortino ratio for FGDL, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.0010.002.612.80
The chart of Omega ratio for FGDL, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.39
The chart of Calmar ratio for FGDL, currently valued at 3.61, compared to the broader market0.005.0010.0015.003.613.09
The chart of Martin ratio for FGDL, currently valued at 10.34, compared to the broader market0.0020.0040.0060.0080.00100.0010.3413.49
FGDL
^GSPC

The current Franklin Responsibly Sourced Gold ETF Sharpe ratio is 1.96. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin Responsibly Sourced Gold ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.96
2.10
FGDL (Franklin Responsibly Sourced Gold ETF)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.15%
-2.62%
FGDL (Franklin Responsibly Sourced Gold ETF)
Benchmark (^GSPC)

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 11.26%, occurring on Oct 5, 2023. Recovery took 40 trading sessions.

The current Franklin Responsibly Sourced Gold ETF drawdown is 6.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.26%May 5, 2023106Oct 5, 202340Dec 1, 2023146
-10.07%Jul 1, 202260Sep 26, 202255Dec 13, 2022115
-8.1%Oct 31, 202412Nov 15, 2024
-7.18%Feb 2, 202316Feb 24, 202315Mar 17, 202331
-5.65%May 21, 202413Jun 7, 202425Jul 16, 202438

Volatility

Volatility Chart

The current Franklin Responsibly Sourced Gold ETF volatility is 5.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.14%
3.79%
FGDL (Franklin Responsibly Sourced Gold ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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