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AMAX.TO vs. GLDX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMAX.TO vs. GLDX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) and Global X Gold Producers Index ETF (GLDX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMAX.TO achieves a -11.29% return, which is significantly higher than GLDX.TO's -11.90% return.


AMAX.TO

1D
-3.78%
1M
-12.33%
YTD
-11.29%
6M
-14.60%
1Y
33.93%
3Y*
5Y*
10Y*

GLDX.TO

1D
-4.64%
1M
-14.02%
YTD
-11.90%
6M
-15.15%
1Y
58.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAX.TO vs. GLDX.TO - Yearly Performance Comparison


2026 (YTD)20252024
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
-11.29%113.24%-10.22%
GLDX.TO
Global X Gold Producers Index ETF
-11.90%178.05%-10.27%

Correlation

The correlation between AMAX.TO and GLDX.TO is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.94

The correlation between AMAX.TO and GLDX.TO has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

AMAX.TO vs. GLDX.TO — Risk / Return Rank

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

AMAX.TO
AMAX.TO Risk / Return Rank: 2424
Overall Rank
AMAX.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AMAX.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
AMAX.TO Omega Ratio Rank: 2626
Omega Ratio Rank
AMAX.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
AMAX.TO Martin Ratio Rank: 2323
Martin Ratio Rank

GLDX.TO
GLDX.TO Risk / Return Rank: 3636
Overall Rank
GLDX.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GLDX.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 3838
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 3232
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.

AMAX.TO vs. GLDX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) and Global X Gold Producers Index ETF (GLDX.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMAX.TOGLDX.TODifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratioReturn relative to maximum drawdown

1.04

1.66

-0.62

Martin ratioReturn relative to average drawdown

2.70

4.29

-1.59

AMAX.TO vs. GLDX.TO - Sharpe Ratio Comparison

The current AMAX.TO Sharpe Ratio is 0.81, which is lower than the GLDX.TO Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AMAX.TO and GLDX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMAX.TO vs. GLDX.TO - Drawdown Comparison

The maximum AMAX.TO drawdown since its inception was -32.73%, smaller than the maximum GLDX.TO drawdown of -35.22%. Use the drawdown chart below to compare losses from any high point for AMAX.TO and GLDX.TO.


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Drawdown Indicators


AMAX.TOGLDX.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.73%

-35.22%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-32.73%

-35.22%

+2.49%

Current Drawdown

Current decline from peak

-30.92%

-34.05%

+3.13%

Average Drawdown

Average peak-to-trough decline

-6.29%

-7.39%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.61%

13.63%

-1.02%

Volatility

AMAX.TO vs. GLDX.TO - Volatility Comparison

The current volatility for Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) is 15.60%, while Global X Gold Producers Index ETF (GLDX.TO) has a volatility of 17.03%. This indicates that AMAX.TO experiences smaller price fluctuations and is considered to be less risky than GLDX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMAX.TOGLDX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.60%

17.03%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

35.48%

38.85%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

42.37%

48.52%

-6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.81%

44.60%

-9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.81%

44.60%

-9.79%

Dividends

AMAX.TO vs. GLDX.TO - Dividend Comparison

AMAX.TO's dividend yield for the trailing twelve months is around 10.04%, more than GLDX.TO's 1.10% yield.


PositionTTM20252024
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
10.04%6.96%9.67%
GLDX.TO
Global X Gold Producers Index ETF
1.10%0.97%0.08%

Frequently Asked Questions


With a correlation of 0.98, AMAX.TO and GLDX.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: Hamilton Capital and Global X.

Portfolio Optimizer

Find the right allocation for AMAX.TO and GLDX.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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