BR vs. FGDL

In the year-to-date period, BR achieves a 5.56% return, which is significantly lower than FGDL's 26.02% return.

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This table presents a comparison of risk-adjusted performance metrics for Broadridge Financial Solutions, Inc. (BR) 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.

The current BR Sharpe Ratio is 1.09, which is lower than the FGDL Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of BR and FGDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BR's dividend yield for the trailing twelve months is around 1.45%, while FGDL has not paid dividends to shareholders.

The maximum BR drawdown since its inception was -59.02%, which is greater than FGDL's maximum drawdown of -11.26%. Use the drawdown chart below to compare losses from any high point for BR and FGDL. For additional features, visit the drawdowns tool.

Broadridge Financial Solutions, Inc. (BR) has a higher volatility of 11.94% compared to Franklin Responsibly Sourced Gold ETF (FGDL) at 8.50%. This indicates that BR's price experiences larger fluctuations and is considered to be riskier than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.