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FNMA vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNMA vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal National Mortgage Association (FNMA) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNMA achieves a -39.52% return, which is significantly lower than GLD's -2.47% return. Both investments have delivered pretty close results over the past 10 years, with FNMA having a 12.27% annualized return and GLD not far behind at 12.15%.


FNMA

1D
2.72%
1M
-16.90%
YTD
-39.52%
6M
-39.35%
1Y
-32.56%
3Y*
145.80%
5Y*
22.01%
10Y*
12.27%

GLD

1D
0.06%
1M
-7.37%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNMA vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNMA
Federal National Mortgage Association
-39.52%227.13%206.54%202.77%-56.90%-65.69%-23.40%194.34%-60.00%-32.05%
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between FNMA and GLD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

0.01

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Return for Risk

FNMA vs. GLD — Risk / Return Rank

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

FNMA
FNMA Risk / Return Rank: 2828
Overall Rank
FNMA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FNMA Sortino Ratio Rank: 3131
Sortino Ratio Rank
FNMA Omega Ratio Rank: 3131
Omega Ratio Rank
FNMA Calmar Ratio Rank: 2626
Calmar Ratio Rank
FNMA Martin Ratio Rank: 2525
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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.

FNMA vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMA) and SPDR Gold Shares (GLD). 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.


FNMAGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.00

1.18

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.49

0.98

-1.47

Martin ratioReturn relative to average drawdown

-0.91

2.81

-3.72

FNMA vs. GLD - Sharpe Ratio Comparison

The current FNMA Sharpe Ratio is -0.37, which is lower than the GLD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FNMA and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNMA vs. GLD - Drawdown Comparison

The maximum FNMA drawdown since its inception was -99.74%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for FNMA and GLD.


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Drawdown Indicators


FNMAGLDDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-45.56%

-54.18%

Max Drawdown (1Y)

Largest decline over 1 year

-69.76%

-24.46%

-45.30%

Max Drawdown (3Y)

Largest decline over 3 years

-69.76%

-24.46%

-45.30%

Max Drawdown (5Y)

Largest decline over 5 years

-84.50%

-24.46%

-60.04%

Max Drawdown (10Y)

Largest decline over 10 years

-92.13%

-24.46%

-67.67%

Current Drawdown

Current decline from peak

-91.14%

-22.05%

-69.09%

Average Drawdown

Average peak-to-trough decline

-46.18%

-16.16%

-30.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.56%

8.49%

+29.07%

Volatility

FNMA vs. GLD - Volatility Comparison

Federal National Mortgage Association (FNMA) has a higher volatility of 18.31% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that FNMA's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNMAGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.31%

7.79%

+10.52%

Volatility (6M)

Calculated over the trailing 6-month period

66.11%

24.10%

+42.01%

Volatility (1Y)

Calculated over the trailing 1-year period

93.38%

27.37%

+66.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.93%

18.22%

+73.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.90%

16.08%

+65.82%

Dividends

FNMA vs. GLD - Dividend Comparison

Neither FNMA nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNMA and GLD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNMA has higher volatility (18.31%) compared to GLD (7.79%). In terms of maximum drawdown, FNMA dropped -99.74% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (0.87 vs -0.37), 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 FNMA and GLD

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

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