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BGEIX vs. SGDLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGEIX and SGDLX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

BGEIX:

1.51

SGDLX:

1.67

Sortino Ratio

BGEIX:

1.98

SGDLX:

2.19

Omega Ratio

BGEIX:

1.26

SGDLX:

1.28

Calmar Ratio

BGEIX:

1.08

SGDLX:

1.00

Martin Ratio

BGEIX:

5.54

SGDLX:

6.45

Ulcer Index

BGEIX:

8.62%

SGDLX:

7.45%

Daily Std Dev

BGEIX:

32.56%

SGDLX:

30.33%

Max Drawdown

BGEIX:

-78.69%

SGDLX:

-75.02%

Current Drawdown

BGEIX:

-11.03%

SGDLX:

-16.76%

Returns By Period

In the year-to-date period, BGEIX achieves a 50.37% return, which is significantly higher than SGDLX's 43.77% return. Over the past 10 years, BGEIX has outperformed SGDLX with an annualized return of 10.85%, while SGDLX has yielded a comparatively lower 8.71% annualized return.


BGEIX

YTD

50.37%

1M

2.94%

6M

38.90%

1Y

48.56%

3Y*

17.54%

5Y*

9.05%

10Y*

10.85%

SGDLX

YTD

43.77%

1M

5.94%

6M

34.96%

1Y

50.27%

3Y*

16.56%

5Y*

9.67%

10Y*

8.71%

*Annualized

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American Century Global Gold Fund

Sprott Gold Equity Fund

BGEIX vs. SGDLX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BGEIX vs. SGDLX — Risk-Adjusted Performance Rank

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

BGEIX
The Risk-Adjusted Performance Rank of BGEIX is 8787
Overall Rank
The Sharpe Ratio Rank of BGEIX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BGEIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BGEIX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BGEIX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BGEIX is 8787
Martin Ratio Rank

SGDLX
The Risk-Adjusted Performance Rank of SGDLX is 8888
Overall Rank
The Sharpe Ratio Rank of SGDLX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDLX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SGDLX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SGDLX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SGDLX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGEIX vs. SGDLX - Risk-Adjusted Performance 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.


The current BGEIX Sharpe Ratio is 1.51, which is comparable to the SGDLX Sharpe Ratio of 1.67. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BGEIX vs. SGDLX - Dividend Comparison

BGEIX's dividend yield for the trailing twelve months is around 0.91%, while SGDLX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BGEIX
American Century Global Gold Fund
0.91%1.36%1.56%1.38%2.13%0.56%0.87%0.00%0.00%10.56%0.00%3.34%
SGDLX
Sprott Gold Equity Fund
0.00%0.00%0.00%0.12%0.00%0.00%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%, roughly equal to the maximum SGDLX drawdown of -75.02%. Use the drawdown chart below to compare losses from any high point for BGEIX and SGDLX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BGEIX vs. SGDLX - Volatility Comparison

American Century Global Gold Fund (BGEIX) and Sprott Gold Equity Fund (SGDLX) have volatilities of 12.39% and 11.81%, 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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