BGEIX vs. SGDLX

In the year-to-date period, BGEIX achieves a 41.70% return, which is significantly higher than SGDLX's 35.63% return. Over the past 10 years, BGEIX has outperformed SGDLX with an annualized return of 9.87%, while SGDLX has yielded a comparatively lower 7.91% annualized return.

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

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.

The current BGEIX Sharpe Ratio is 1.36, which is comparable to the SGDLX Sharpe Ratio of 1.52. 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.

BGEIX's dividend yield for the trailing twelve months is around 0.96%, while SGDLX has not paid dividends to shareholders.

The maximum BGEIX drawdown since its inception was -80.62%, which is greater than SGDLX's maximum drawdown of -76.09%. Use the drawdown chart below to compare losses from any high point for BGEIX and SGDLX. For additional features, visit the drawdowns tool.

American Century Global Gold Fund (BGEIX) has a higher volatility of 16.55% compared to Sprott Gold Equity Fund (SGDLX) at 13.30%. This indicates that BGEIX's price experiences larger fluctuations and is considered to be riskier than SGDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.