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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.
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Returns By Period
Franklin Responsibly Sourced Gold ETF (FGDL) has returned 7.93% so far this year and 48.63% over the past 12 months.
Franklin Responsibly Sourced Gold ETF
- 1D
- 3.39%
- 1M
- -11.22%
- YTD
- 7.93%
- 6M
- 20.34%
- 1Y
- 48.63%
- 3Y*
- 33.11%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 30, 2022, FGDL's average daily return is +0.11%, while the average monthly return is +2.23%. At this rate, your investment would double in approximately 2.6 years.
Historically, 67% of months were positive and 33% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.01% | 8.54% | -11.22% | 7.93% | |||||||||
| 2025 | 7.15% | 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% |
| 2023 | 5.70% | -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 27.63%, beta of 0.17, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 01, 2022.
- This ETF captured 70.93% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -30.29%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.17 may look defensive, but with R² of 0.02 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 0.02 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
- 27.63%
- Beta
- 0.17
- R²
- 0.02
- Upside Capture
- 70.93%
- Downside Capture
- -30.29%
Expense Ratio
FGDL has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
FGDL ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and compare them to a chosen benchmark (S&P 500 Index).
| FGDL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.90 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.39 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.40 | +1.24 |
Martin ratioReturn relative to average drawdown | 9.52 | 6.61 | +2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FGDL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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.
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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 19.23%, occurring on Mar 26, 2026. The portfolio has not yet recovered.
The current Franklin Responsibly Sourced Gold ETF drawdown is 13.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.23% | Jan 30, 2026 | 39 | Mar 26, 2026 | — | — | — |
| -11.26% | May 5, 2023 | 106 | Oct 5, 2023 | 40 | Dec 1, 2023 | 146 |
| -10.72% | Oct 21, 2025 | 7 | Oct 29, 2025 | 37 | Dec 22, 2025 | 44 |
| -10.08% | Jul 1, 2022 | 60 | Sep 26, 2022 | 55 | Dec 13, 2022 | 115 |
| -8.1% | Oct 31, 2024 | 12 | Nov 15, 2024 | 49 | Jan 30, 2025 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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