PortfoliosLab logoPortfoliosLab logo
FGDL vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGDL vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Responsibly Sourced Gold ETF (FGDL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FGDL achieves a -2.81% return, which is significantly lower than VTIP's 1.85% return.


FGDL

1D
-0.20%
1M
-9.80%
YTD
-2.81%
6M
-2.54%
1Y
22.12%
3Y*
29.18%
5Y*
10Y*

VTIP

1D
-0.04%
1M
-0.12%
YTD
1.85%
6M
1.95%
1Y
4.51%
3Y*
5.25%
5Y*
3.37%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGDL vs. VTIP - Yearly Performance Comparison


2026 (YTD)2025202420232022
FGDL
Franklin Responsibly Sourced Gold ETF
-2.81%64.15%27.31%12.92%0.72%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.85%6.07%4.74%4.62%-1.44%

Correlation

The correlation between FGDL and VTIP is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.37

The correlation between FGDL and VTIP shifts across timeframes, from 0.24 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

FGDL vs. VTIP — Risk / Return Rank

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

FGDL
FGDL Risk / Return Rank: 2626
Overall Rank
FGDL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 2525
Sortino Ratio Rank
FGDL Omega Ratio Rank: 3030
Omega Ratio Rank
FGDL Calmar Ratio Rank: 2424
Calmar Ratio Rank
FGDL Martin Ratio Rank: 2424
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9595
Overall Rank
VTIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9595
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9595
Martin Ratio Rank
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.

FGDL vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


FGDLVTIPDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-4.01

Omega ratioGain probability vs. loss probability

1.18

1.65

-0.47

Calmar ratioReturn relative to maximum drawdown

0.97

6.57

-5.60

Martin ratioReturn relative to average drawdown

2.78

25.36

-22.58

FGDL vs. VTIP - Sharpe Ratio Comparison

The current FGDL Sharpe Ratio is 0.87, which is lower than the VTIP Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of FGDL and VTIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FGDL vs. VTIP - Drawdown Comparison

The maximum FGDL drawdown since its inception was -24.73%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for FGDL and VTIP.


Loading charts...

Drawdown Indicators


FGDLVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-24.73%

-6.27%

-18.46%

Max Drawdown (1Y)

Largest decline over 1 year

-24.73%

-0.70%

-24.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-0.98%

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-22.35%

-0.22%

-22.13%

Average Drawdown

Average peak-to-trough decline

-3.97%

-1.04%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.64%

0.18%

+8.46%

Volatility

FGDL vs. VTIP - Volatility Comparison

Franklin Responsibly Sourced Gold ETF (FGDL) has a higher volatility of 8.01% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.40%. This indicates that FGDL's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FGDLVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

0.40%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

24.16%

1.04%

+23.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

1.50%

+26.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

2.77%

+16.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

2.74%

+16.53%

FGDL vs. VTIP - Expense Ratio Comparison

FGDL has a 0.15% expense ratio, which is higher than VTIP's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FGDL vs. VTIP - Dividend Comparison

FGDL has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM2025202420232022202120202019201820172016
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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


FGDL and VTIP have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FGDL has higher volatility (8.01%) compared to VTIP (0.40%). In terms of maximum drawdown, FGDL dropped -24.73% vs VTIP's -6.27%.

On 3-year performance, FGDL leads with 29.18% vs 5.25% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FGDL has performed better with a 29.18% return vs 5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.15% for FGDL.

VTIP has the higher dividend yield at 3.59%, compared with 0.00% for FGDL.

FGDL is categorized as Precious Metals, while VTIP is Inflation-Protected Bonds. FGDL tracks LBMA Gold Price PM ($/ozt), while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.15% for FGDL and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.07 vs 0.87), 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.

Portfolio Optimizer

Find the right allocation for FGDL and VTIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer