FGDL vs. BR

In the year-to-date period, FGDL achieves a 25.78% return, which is significantly higher than BR's 10.71% return.

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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.

The current FGDL Sharpe Ratio is 1.83, which is higher than the BR Sharpe Ratio of 0.86. 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.

FGDL has not paid dividends to shareholders, while BR's dividend yield for the trailing twelve months is around 1.50%.

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.

Franklin Responsibly Sourced Gold ETF (FGDL) has a higher volatility of 5.01% compared to Broadridge Financial Solutions, Inc. (BR) at 4.72%. This indicates that FGDL's price experiences larger fluctuations and is considered to be riskier than BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.