BGEIX vs. IAU

In the year-to-date period, BGEIX achieves a 7.76% return, which is significantly higher than IAU's 2.06% return. Over the past 10 years, BGEIX has underperformed IAU with an annualized return of 6.00%, while IAU has yielded a comparatively higher 7.44% annualized return.

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BGEIX has a 0.65% expense ratio, which is higher than IAU's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for American Century Global Gold Fund (BGEIX) and iShares Gold Trust (IAU). 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.

The current BGEIX Sharpe Ratio is 1.17, which is lower than the IAU Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BGEIX and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BGEIX's dividend yield for the trailing twelve months is around 1.26%, while IAU has not paid dividends to shareholders.

The maximum BGEIX drawdown since its inception was -80.62%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for BGEIX and IAU. For additional features, visit the drawdowns tool.

American Century Global Gold Fund (BGEIX) has a higher volatility of 8.39% compared to iShares Gold Trust (IAU) at 4.04%. This indicates that BGEIX's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.