BGEIX vs. SGDLX

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Global Gold Fund (BGEIX) and Sprott Gold Equity Fund (SGDLX).

BGEIX is managed by American Century. It was launched on Aug 16, 1988. SGDLX is managed by Sprott. It was launched on Jun 28, 1998.

Performance

BGEIX vs. SGDLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Gold Fund (BGEIX) and Sprott Gold Equity Fund (SGDLX). The values are adjusted to include any dividend payments, if applicable.

BGEIX vs. SGDLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BGEIX American Century Global Gold Fund	5.78%	158.45%	15.10%	7.52%	-12.54%	-8.85%	20.23%
SGDLX Sprott Gold Equity Fund	5.53%	147.67%	20.58%	1.91%	-13.21%	-11.79%	35.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with BGEIX having a 5.78% return and SGDLX slightly lower at 5.53%.

BGEIX

• 1D: 6.74%
• 1M: -20.97%
• YTD: 5.78%
• 6M: 20.29%
• 1Y: 99.08%
• 3Y*: 44.73%
• 5Y*: 23.18%
• 10Y*: 17.01%

SGDLX

• 1D: 6.88%
• 1M: -20.55%
• YTD: 5.53%
• 6M: 22.83%
• 1Y: 107.73%
• 3Y*: 42.56%
• 5Y*: 22.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGEIX vs. SGDLX - Expense Ratio Comparison

BGEIX has a 0.65% expense ratio, which is lower than SGDLX's 1.44% expense ratio.

SGDLX

Sprott Gold Equity Fund

BGEIX

American Century Global Gold Fund

Return for Risk

BGEIX vs. SGDLX — Risk / Return Rank

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

BGEIX

BGEIX Risk / Return Rank: 92
BGEIX Sharpe Ratio Rank: 95
BGEIX Sortino Ratio Rank: 89
BGEIX Omega Ratio Rank: 87
BGEIX Calmar Ratio Rank: 95
BGEIX Martin Ratio Rank: 93

SGDLX

SGDLX Risk / Return Rank: 94
SGDLX Sharpe Ratio Rank: 97
SGDLX Sortino Ratio Rank: 92
SGDLX Omega Ratio Rank: 91
SGDLX Calmar Ratio Rank: 96
SGDLX Martin Ratio Rank: 95

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.

BGEIX vs. SGDLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Gold Fund (BGEIX) and Sprott Gold Equity Fund (SGDLX). 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.

	BGEIX	SGDLX	Difference
Sharpe ratio Return per unit of total volatility	2.30	2.65	-0.35
Sortino ratio Return per unit of downside risk	2.52	2.80	-0.28
Omega ratio Gain probability vs. loss probability	1.38	1.42	-0.04
Calmar ratio Return relative to maximum drawdown	3.30	3.72	-0.42
Martin ratio Return relative to average drawdown	12.12	13.16	-1.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGEIX vs. SGDLX - Sharpe Ratio Comparison

The current BGEIX Sharpe Ratio is 2.30, which is comparable to the SGDLX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of BGEIX and SGDLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BGEIX	SGDLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.65	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.73	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.64	-0.47

Correlation

The correlation between BGEIX and SGDLX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BGEIX vs. SGDLX - Dividend Comparison

BGEIX's dividend yield for the trailing twelve months is around 0.80%, more than SGDLX's 0.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BGEIX American Century Global Gold Fund	0.80%	0.85%	1.36%	1.56%	1.38%	2.13%	0.56%	0.87%	0.00%	0.00%	10.56%
SGDLX Sprott Gold Equity Fund	0.63%	0.67%	0.00%	0.00%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BGEIX vs. SGDLX - Drawdown Comparison

The maximum BGEIX drawdown since its inception was -78.69%, which is greater than SGDLX's maximum drawdown of -47.59%. Use the drawdown chart below to compare losses from any high point for BGEIX and SGDLX.

Drawdown Indicators

	BGEIX	SGDLX	Difference
Max Drawdown Largest peak-to-trough decline	-78.69%	-47.59%	-31.10%
Max Drawdown (1Y) Largest decline over 1 year	-30.55%	-28.77%	-1.78%
Max Drawdown (5Y) Largest decline over 5 years	-46.62%	-43.47%	-3.15%
Max Drawdown (10Y) Largest decline over 10 years	-51.92%	—	—
Current Drawdown Current decline from peak	-21.00%	-20.55%	-0.45%
Average Drawdown Average peak-to-trough decline	-35.23%	-18.26%	-16.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.31%	8.13%	+0.18%

Volatility

BGEIX vs. SGDLX - Volatility Comparison

American Century Global Gold Fund (BGEIX) and Sprott Gold Equity Fund (SGDLX) have volatilities of 17.41% and 16.67%, 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.

Volatility by Period

	BGEIX	SGDLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.41%	16.67%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	35.58%	33.91%	+1.67%
Volatility (1Y) Calculated over the trailing 1-year period	43.43%	40.51%	+2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.00%	31.15%	+1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.45%	33.68%	-0.23%