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FGDL vs. BR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGDL and BR is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FGDL vs. BR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Responsibly Sourced Gold ETF (FGDL) and Broadridge Financial Solutions, Inc. (BR). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
49.69%
68.83%
FGDL
BR

Key characteristics

Sharpe Ratio

FGDL:

2.36

BR:

0.87

Sortino Ratio

FGDL:

3.07

BR:

1.29

Omega Ratio

FGDL:

1.41

BR:

1.16

Calmar Ratio

FGDL:

4.34

BR:

1.87

Martin Ratio

FGDL:

11.75

BR:

4.39

Ulcer Index

FGDL:

2.99%

BR:

3.62%

Daily Std Dev

FGDL:

14.91%

BR:

18.33%

Max Drawdown

FGDL:

-11.26%

BR:

-59.02%

Current Drawdown

FGDL:

-3.16%

BR:

-2.19%

Returns By Period

In the year-to-date period, FGDL achieves a 3.19% return, which is significantly higher than BR's 1.91% return.


FGDL

YTD

3.19%

1M

4.44%

6M

13.01%

1Y

33.67%

5Y*

N/A

10Y*

N/A

BR

YTD

1.91%

1M

2.77%

6M

15.03%

1Y

14.26%

5Y*

13.93%

10Y*

19.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FGDL vs. BR — Risk-Adjusted Performance Rank

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

FGDL
The Risk-Adjusted Performance Rank of FGDL is 8484
Overall Rank
The Sharpe Ratio Rank of FGDL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 7878
Martin Ratio Rank

BR
The Risk-Adjusted Performance Rank of BR is 7575
Overall Rank
The Sharpe Ratio Rank of BR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BR is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGDL vs. BR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and Broadridge Financial Solutions, Inc. (BR). 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.


Sharpe ratio
The chart of Sharpe ratio for FGDL, currently valued at 2.36, compared to the broader market0.002.004.002.360.87
The chart of Sortino ratio for FGDL, currently valued at 3.07, compared to the broader market0.005.0010.003.071.29
The chart of Omega ratio for FGDL, currently valued at 1.41, compared to the broader market1.002.003.001.411.16
The chart of Calmar ratio for FGDL, currently valued at 4.34, compared to the broader market0.005.0010.0015.0020.004.341.87
The chart of Martin ratio for FGDL, currently valued at 11.75, compared to the broader market0.0020.0040.0060.0080.00100.0011.754.39
FGDL
BR

The current FGDL Sharpe Ratio is 2.36, which is higher than the BR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FGDL and BR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.36
0.87
FGDL
BR

Dividends

FGDL vs. BR - Dividend Comparison

FGDL has not paid dividends to shareholders, while BR's dividend yield for the trailing twelve months is around 1.46%.


TTM20242023202220212020201920182017201620152014
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%
BR
Broadridge Financial Solutions, Inc.
1.46%1.49%1.48%2.04%1.33%1.46%1.66%1.77%1.53%1.90%2.12%2.08%

Drawdowns

FGDL vs. BR - Drawdown Comparison

The maximum FGDL drawdown since its inception was -11.26%, smaller than the maximum BR drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for FGDL and BR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.16%
-2.19%
FGDL
BR

Volatility

FGDL vs. BR - Volatility Comparison

The current volatility for Franklin Responsibly Sourced Gold ETF (FGDL) is 3.45%, while Broadridge Financial Solutions, Inc. (BR) has a volatility of 6.23%. This indicates that FGDL experiences smaller price fluctuations and is considered to be less risky than BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.45%
6.23%
FGDL
BR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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