CRI vs. GDE
CRI (Carter's, Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, CRI returned -16.21%/yr vs 38.84%/yr for GDE. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
CRI vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, CRI achieves a 20.61% return, which is significantly higher than GDE's -0.84% return.
CRI
- 1D
- 2.06%
- 1M
- -5.12%
- 6M
- 13.01%
- YTD
- 20.61%
- 1Y
- 68.34%
- 3Y*
- -16.21%
- 5Y*
- -13.60%
- 10Y*
- -6.41%
- ALL TIME*
- 6.67%
GDE
- 1D
- -0.71%
- 1M
- -1.55%
- 6M
- -11.26%
- YTD
- -0.84%
- 1Y
- 33.38%
- 3Y*
- 38.84%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $39.36M | $36.92M | $38.01M | |
| $4.75M | $8.80M | $9.79M |
CRI vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRI Carter's, Inc. | 20.61% | -37.39% | -24.04% | 4.88% | -18.08% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -0.84% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between CRI and GDE is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.25 |
The correlation between CRI and GDE shifts across timeframes, from 0.14 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRI vs. GDE — Risk / Return Rank
CRI
GDE
CRI vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carter's, Inc. (CRI) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.
| CRI | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.49 | +1.02 |
| Martin ratioReturn relative to average drawdown | 5.71 | 3.27 | +2.44 |
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Drawdowns
CRI vs. GDE - Drawdown Comparison
The maximum CRI drawdown since its inception was -76.09%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for CRI and GDE.
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Drawdown Indicators
| CRI | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.09% | -32.01% | -44.08% |
Max Drawdown (1Y)Largest decline over 1 year | -25.70% | -22.66% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -71.26% | -22.66% | -48.60% |
Max Drawdown (5Y)Largest decline over 5 years | -74.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.09% | — | — |
Current DrawdownCurrent decline from peak | -59.75% | -19.77% | -39.98% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -8.25% | -14.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 10.30% | +0.99% |
Volatility
CRI vs. GDE - Volatility Comparison
Carter's, Inc. (CRI) has a higher volatility of 12.70% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 7.99%. This indicates that CRI's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRI | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.70% | 7.99% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 38.84% | 26.11% | +12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.70% | 31.06% | +18.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.61% | 27.12% | +14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.15% | 27.12% | +11.03% |
Dividends
CRI vs. GDE - Dividend Comparison
CRI's dividend yield for the trailing twelve months is around 2.59%, less than GDE's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRI Carter's, Inc. | 2.59% | 4.78% | 5.91% | 4.01% | 4.02% | 1.38% | 0.64% | 1.83% | 2.21% | 1.26% | 1.53% | 0.99% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.36% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRI and GDE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRI has higher volatility (12.70%) compared to GDE (7.99%). In terms of maximum drawdown, CRI dropped -76.09% vs GDE's -32.01%.
CRI currently has the higher Sharpe Ratio (1.30 vs 1.09), 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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