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 12.26%/yr vs 56.12%/yr for GDMN. At a correlation of -0.01, they often move in opposite directions.
Performance
DGICA vs. GDMN - Performance Comparison
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Returns By Period
In the year-to-date period, DGICA achieves a -7.42% return, which is significantly higher than GDMN's -17.89% return.
DGICA
- 1D
- 3.49%
- 1M
- 4.44%
- YTD
- -7.42%
- 6M
- -8.20%
- 1Y
- -3.57%
- 3Y*
- 12.26%
- 5Y*
- 8.43%
- 10Y*
- 5.60%
GDMN
- 1D
- -5.34%
- 1M
- -15.68%
- YTD
- -17.89%
- 6M
- -24.58%
- 1Y
- 50.67%
- 3Y*
- 56.12%
- 5Y*
- —
- 10Y*
- —
DGICA vs. GDMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGICA Donegal Group Inc. | -7.42% | 34.64% | 15.93% | 3.15% | 4.02% | -0.69% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -17.89% | 237.09% | 28.23% | 12.97% | -14.62% | 6.93% |
Correlation
The correlation between DGICA and GDMN is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | -0.01 |
The correlation between DGICA and GDMN shifts across timeframes, from -0.13 (1 year) to -0.01 (3 years), 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 | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.04 | -1.22 |
| Martin ratioReturn relative to average drawdown | -0.32 | 2.68 | -2.99 |
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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% | -48.76% | +28.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.43% | -48.76% | +28.33% |
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 | -11.70% | -46.10% | +34.40% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -19.14% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.33% | 19.00% | -7.67% |
Volatility
DGICA vs. GDMN - Volatility Comparison
The current volatility for Donegal Group Inc. (DGICA) is 6.73%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 22.22%. 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 | 6.73% | 22.22% | -15.49% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 55.20% | -38.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 64.10% | -40.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 48.22% | -24.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.43% | 48.22% | -22.79% |
Dividends
DGICA vs. GDMN - Dividend Comparison
DGICA's dividend yield for the trailing twelve months is around 4.09%, more than GDMN's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGICA Donegal Group Inc. | 4.09% | 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 | 3.29% | 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 -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (22.22%) compared to DGICA (6.73%). In terms of maximum drawdown, DGICA dropped -43.36% vs GDMN's -52.82%.
GDMN currently has the higher Sharpe Ratio (0.79 vs -0.15), 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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