DGICA vs. GDMN
DGICA (Donegal Group Inc.) is a stock, while GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) is Commodities fund actively managed by WisdomTree. Over the past 3 years, DGICA returned 15.44%/yr vs 52.64%/yr for GDMN. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
DGICA vs. GDMN - Performance Comparison
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Returns By Period
In the year-to-date period, DGICA achieves a 1.91% return, which is significantly higher than GDMN's -22.58% return.
DGICA
- 1D
- 0.88%
- 1M
- 3.34%
- 6M
- 9.06%
- YTD
- 1.91%
- 1Y
- 22.75%
- 3Y*
- 15.44%
- 5Y*
- 9.78%
- 10Y*
- 6.35%
- ALL TIME*
- 8.77%
GDMN
- 1D
- -3.90%
- 1M
- -5.95%
- 6M
- -33.98%
- YTD
- -22.58%
- 1Y
- 46.98%
- 3Y*
- 52.64%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 30.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DGICA Donegal Group Inc. | $2.01M | $2.26M | $2.46M |
| $1.53M | $2.31M | $3.48M |
DGICA vs. GDMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGICA Donegal Group Inc. | 1.91% | 34.64% | 15.93% | 3.15% | 4.02% | -0.69% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -22.58% | 237.09% | 28.23% | 12.97% | -14.62% | 6.93% |
Correlation
The correlation between DGICA and GDMN is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | -0.02 |
The correlation between DGICA and GDMN shifts across timeframes, from -0.17 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGICA vs. GDMN — Risk / Return Rank
DGICA
GDMN
DGICA vs. GDMN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donegal Group Inc. (DGICA) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.
| DGICA | GDMN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.02 | +0.02 |
| Martin ratioReturn relative to average drawdown | 1.99 | 2.14 | -0.15 |
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Drawdowns
DGICA vs. GDMN - Drawdown Comparison
The maximum DGICA drawdown since its inception was -43.36%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DGICA and GDMN.
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Drawdown Indicators
| DGICA | GDMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.36% | -52.82% | +9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -20.43% | -52.02% | +31.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.43% | -52.02% | +31.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.23% | — | — |
Current DrawdownCurrent decline from peak | -2.81% | -49.17% | +46.36% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -19.83% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.69% | 24.76% | -14.07% |
Volatility
DGICA vs. GDMN - Volatility Comparison
The current volatility for Donegal Group Inc. (DGICA) is 7.69%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 15.83%. This indicates that DGICA experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGICA | GDMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 15.83% | -8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.40% | 54.36% | -36.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 65.01% | -41.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 48.35% | -24.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.50% | 48.35% | -22.85% |
Dividends
DGICA vs. GDMN - Dividend Comparison
DGICA's dividend yield for the trailing twelve months is around 4.72%, more than GDMN's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGICA Donegal Group Inc. | 3.80% | 3.60% | 4.44% | 4.82% | 4.61% | 4.41% | 4.23% | 3.90% | 4.16% | 3.22% | 3.13% | 3.81% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 3.49% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGICA and GDMN have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (15.83%) compared to DGICA (7.69%). In terms of maximum drawdown, DGICA dropped -43.36% vs GDMN's -52.82%.
DGICA currently has the higher Sharpe Ratio (0.91 vs 0.82), 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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