DGICA vs. GDMN

Last updated Apr 1, 2026

Compare and contrast key facts about Donegal Group Inc. (DGICA) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN).

GDMN is an actively managed fund by WisdomTree. It was launched on Dec 16, 2021.

Performance

DGICA vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donegal Group Inc. (DGICA) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

DGICA vs. GDMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DGICA Donegal Group Inc.	-13.18%	34.64%	15.93%	3.15%	4.02%	-0.49%
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	8.77%	237.09%	28.23%	12.97%	-14.62%	5.11%

Returns By Period

In the year-to-date period, DGICA achieves a -13.18% return, which is significantly lower than GDMN's 8.77% return.

DGICA

• 1D: 0.23%
• 1M: -2.50%
• YTD: -13.18%
• 6M: -9.66%
• 1Y: -8.94%
• 3Y*: 8.72%
• 5Y*: 7.48%
• 10Y*: 6.57%

GDMN

• 1D: 9.38%
• 1M: -27.72%
• YTD: 8.77%
• 6M: 31.63%
• 1Y: 140.14%
• 3Y*: 65.41%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DGICA vs. GDMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGICA

DGICA Risk / Return Rank: 26
DGICA Sharpe Ratio Rank: 25
DGICA Sortino Ratio Rank: 22
DGICA Omega Ratio Rank: 23
DGICA Calmar Ratio Rank: 29
DGICA Martin Ratio Rank: 29

GDMN

GDMN Risk / Return Rank: 91
GDMN Sharpe Ratio Rank: 94
GDMN Sortino Ratio Rank: 88
GDMN Omega Ratio Rank: 88
GDMN Calmar Ratio Rank: 94
GDMN Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	DGICA	GDMN	Difference
Sharpe ratio Return per unit of total volatility	-0.36	2.20	-2.56
Sortino ratio Return per unit of downside risk	-0.34	2.34	-2.68
Omega ratio Gain probability vs. loss probability	0.96	1.35	-0.39
Calmar ratio Return relative to maximum drawdown	-0.40	3.69	-4.09
Martin ratio Return relative to average drawdown	-0.80	12.63	-13.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGICA vs. GDMN - Sharpe Ratio Comparison

The current DGICA Sharpe Ratio is -0.36, which is lower than the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DGICA and GDMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGICA	GDMN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.36	2.20	-2.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.94	-0.71

Correlation

The correlation between DGICA and GDMN is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

DGICA vs. GDMN - Dividend Comparison

DGICA's dividend yield for the trailing twelve months is around 4.25%, more than GDMN's 2.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGICA Donegal Group Inc.	4.25%	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	2.48%	2.70%	9.44%	7.69%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	DGICA	GDMN	Difference
Max Drawdown Largest peak-to-trough decline	-43.36%	-52.82%	+9.46%
Max Drawdown (1Y) Largest decline over 1 year	-19.56%	-39.03%	+19.47%
Max Drawdown (5Y) Largest decline over 5 years	-22.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.23%	—	—
Current Drawdown Current decline from peak	-17.20%	-28.60%	+11.40%
Average Drawdown Average peak-to-trough decline	-14.18%	-18.45%	+4.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.94%	11.39%	-1.45%

Volatility

DGICA vs. GDMN - Volatility Comparison

The current volatility for Donegal Group Inc. (DGICA) is 6.44%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. 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.

Volatility by Period

	DGICA	GDMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	24.97%	-18.53%
Volatility (6M) Calculated over the trailing 6-month period	15.59%	53.89%	-38.30%
Volatility (1Y) Calculated over the trailing 1-year period	25.18%	63.99%	-38.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.15%	47.19%	-24.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.39%	47.19%	-21.80%