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

Correlation

The correlation between FGDL and IAUF is 0.15, 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.


Performance

FGDL vs. IAUF - Performance Comparison

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

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Key characteristics

Returns By Period


FGDL

YTD

21.69%

1M

-3.96%

6M

24.27%

1Y

32.42%

5Y*

N/A

10Y*

N/A

IAUF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FGDL vs. IAUF - Expense Ratio Comparison

FGDL has a 0.15% expense ratio, which is lower than IAUF's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FGDL vs. IAUF — 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 9595
Overall Rank
The Sharpe Ratio Rank of FGDL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 9595
Martin Ratio Rank

IAUF
The Risk-Adjusted Performance Rank of IAUF is 8080
Overall Rank
The Sharpe Ratio Rank of IAUF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IAUF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IAUF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IAUF is 8585
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. IAUF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and iShares Gold Strategy ETF (IAUF). 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.



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Dividends

FGDL vs. IAUF - Dividend Comparison

Neither FGDL nor IAUF has paid dividends to shareholders.


TTM2024202320222021202020192018
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAUF
iShares Gold Strategy ETF
100.19%100.19%13.18%0.88%0.00%7.61%10.04%0.77%

Drawdowns

FGDL vs. IAUF - Drawdown Comparison


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Volatility

FGDL vs. IAUF - Volatility Comparison


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