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BAR vs. FGDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAR vs. FGDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Gold Trust (BAR) and Franklin Responsibly Sourced Gold ETF (FGDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAR achieves a 0.02% return, which is significantly higher than FGDL's -0.26% return.


BAR

1D
-3.65%
1M
-7.97%
YTD
0.02%
6M
2.66%
1Y
28.36%
3Y*
29.83%
5Y*
17.73%
10Y*

FGDL

1D
-3.65%
1M
-8.15%
YTD
-0.26%
6M
2.57%
1Y
28.09%
3Y*
29.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAR vs. FGDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
BAR
GraniteShares Gold Trust
0.02%64.12%26.97%12.96%0.78%
FGDL
Franklin Responsibly Sourced Gold ETF
-0.26%64.15%27.31%12.92%0.91%

Correlation

The correlation between BAR and FGDL 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 (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.98

The correlation between BAR and FGDL has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

BAR vs. FGDL — Risk / Return Rank

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

BAR
BAR Risk / Return Rank: 3030
Overall Rank
BAR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BAR Sortino Ratio Rank: 2727
Sortino Ratio Rank
BAR Omega Ratio Rank: 3333
Omega Ratio Rank
BAR Calmar Ratio Rank: 3030
Calmar Ratio Rank
BAR Martin Ratio Rank: 2727
Martin Ratio Rank

FGDL
FGDL Risk / Return Rank: 2929
Overall Rank
FGDL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 2727
Sortino Ratio Rank
FGDL Omega Ratio Rank: 3232
Omega Ratio Rank
FGDL Calmar Ratio Rank: 2929
Calmar Ratio Rank
FGDL Martin Ratio Rank: 2626
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.

BAR vs. FGDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Trust (BAR) and Franklin Responsibly Sourced Gold ETF (FGDL). 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.


BARFGDLDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.42

1.39

+0.03

Martin ratioReturn relative to average drawdown

3.60

3.50

+0.11

BAR vs. FGDL - Sharpe Ratio Comparison

The current BAR Sharpe Ratio is 1.07, which is comparable to the FGDL Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BAR and FGDL, 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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Sharpe Ratios by Period


BARFGDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.04

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.30

-0.42

Drawdowns

BAR vs. FGDL - Drawdown Comparison

The maximum BAR drawdown since its inception was -21.53%, which is greater than FGDL's maximum drawdown of -20.31%. Use the drawdown chart below to compare losses from any high point for BAR and FGDL.


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Drawdown Indicators


BARFGDLDifference

Max Drawdown

Largest peak-to-trough decline

-21.53%

-20.31%

-1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-20.05%

-20.31%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-20.05%

-20.31%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.91%

Current Drawdown

Current decline from peak

-20.05%

-20.31%

+0.26%

Average Drawdown

Average peak-to-trough decline

-6.46%

-3.86%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.89%

8.06%

-0.17%

Volatility

BAR vs. FGDL - Volatility Comparison

GraniteShares Gold Trust (BAR) and Franklin Responsibly Sourced Gold ETF (FGDL) have volatilities of 5.66% and 5.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BARFGDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

5.75%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

23.34%

23.50%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

27.05%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

19.11%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

19.11%

-2.69%

BAR vs. FGDL - Expense Ratio Comparison

BAR has a 0.17% expense ratio, which is higher than FGDL's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BAR vs. FGDL - Dividend Comparison

Neither BAR nor FGDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, BAR and FGDL 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.

FGDL has higher volatility (5.75%) compared to BAR (5.66%). In terms of maximum drawdown, BAR dropped -21.53% vs FGDL's -20.31%.

On 3-year performance, FGDL leads with 29.84% vs 29.83% for BAR. On fees, FGDL is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FGDL has performed better with a 29.84% return vs 29.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FGDL is cheaper with a 0.15% expense ratio, compared with 0.17% for BAR.

BAR and FGDL have nearly identical dividend yields, around 0.00%.

BAR is categorized as Gold, while FGDL is Precious Metals. Both ETFs track LBMA Gold Price PM ($/ozt). They also come from different issuers: GraniteShares and Franklin Templeton. Their fees differ too: 0.17% for BAR and 0.15% for FGDL.

BAR currently has the higher Sharpe Ratio (1.07 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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