BR vs. FGDL
BR (Broadridge Financial Solutions, Inc.) is a stock, while FGDL (Franklin Responsibly Sourced Gold ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt). Over the past 3 years, BR returned -2.05%/yr vs 28.75%/yr for FGDL. At a 0.07 correlation, their price movements are largely independent.
Performance
BR vs. FGDL - Performance Comparison
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Returns By Period
In the year-to-date period, BR achieves a -33.17% return, which is significantly lower than FGDL's -4.62% return.
BR
- 1D
- 0.17%
- 1M
- -1.15%
- 6M
- -33.10%
- YTD
- -33.17%
- 1Y
- -37.03%
- 3Y*
- -2.05%
- 5Y*
- -0.95%
- 10Y*
- 10.09%
FGDL
- 1D
- 1.18%
- 1M
- -2.95%
- 6M
- -7.87%
- YTD
- -4.62%
- 1Y
- 23.81%
- 3Y*
- 28.75%
- 5Y*
- —
- 10Y*
- —
BR vs. FGDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BR Broadridge Financial Solutions, Inc. | -33.17% | 0.27% | 11.65% | 56.23% | -5.91% |
FGDL Franklin Responsibly Sourced Gold ETF | -4.62% | 64.15% | 27.31% | 12.92% | 0.72% |
Correlation
The correlation between BR and FGDL is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.07 |
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Return for Risk
BR vs. FGDL — Risk / Return Rank
BR
FGDL
BR vs. FGDL - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BR | FGDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.18 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 0.90 | -1.67 |
| Martin ratioReturn relative to average drawdown | -1.35 | 2.25 | -3.60 |
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Drawdowns
BR vs. FGDL - Drawdown Comparison
The maximum BR drawdown since its inception was -59.02%, which is greater than FGDL's maximum drawdown of -26.48%. Use the drawdown chart below to compare losses from any high point for BR and FGDL.
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Drawdown Indicators
| BR | FGDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -26.48% | -32.54% |
Max Drawdown (1Y)Largest decline over 1 year | -48.21% | -26.48% | -21.73% |
Max Drawdown (3Y)Largest decline over 3 years | -48.21% | -26.48% | -21.73% |
Max Drawdown (5Y)Largest decline over 5 years | -48.21% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.21% | — | — |
Current DrawdownCurrent decline from peak | -43.67% | -23.79% | -19.88% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -4.30% | -4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.51% | 10.59% | +16.92% |
Volatility
BR vs. FGDL - Volatility Comparison
The current volatility for Broadridge Financial Solutions, Inc. (BR) is 8.26%, while Franklin Responsibly Sourced Gold ETF (FGDL) has a volatility of 8.70%. This indicates that BR experiences smaller price fluctuations and is considered to be less risky than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BR | FGDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 8.70% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 24.26% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.21% | 27.99% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 19.37% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 19.37% | +4.57% |
Dividends
BR vs. FGDL - Dividend Comparison
BR's dividend yield for the trailing twelve months is around 2.65%, while FGDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BR Broadridge Financial Solutions, Inc. | 2.65% | 1.66% | 1.49% | 1.48% | 2.04% | 1.33% | 1.46% | 1.66% | 1.77% | 1.53% | 1.90% | 2.12% |
FGDL Franklin Responsibly Sourced Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BR and FGDL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGDL has higher volatility (8.70%) compared to BR (8.26%). In terms of maximum drawdown, BR dropped -59.02% vs FGDL's -26.48%.
FGDL currently has the higher Sharpe Ratio (0.85 vs -1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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