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FNV.TO vs. GDXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNV.TO vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franco-Nevada Corporation (FNV.TO) and VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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FNV.TO vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNV.TO
Franco-Nevada Corporation
21.27%69.90%16.50%-19.65%6.49%10.56%19.99%41.69%-3.12%26.63%
GDXJ
VanEck Vectors Junior Gold Miners ETF
6.93%159.80%25.61%4.76%-8.44%-21.96%28.19%33.54%-3.48%1.32%
Different Trading Currencies

FNV.TO is traded in CAD, while GDXJ is traded in USD. To make them comparable, the GDXJ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FNV.TO achieves a 21.27% return, which is significantly higher than GDXJ's 6.93% return. Over the past 10 years, FNV.TO has underperformed GDXJ with an annualized return of 17.08%, while GDXJ has yielded a comparatively higher 18.16% annualized return.


FNV.TO

1D
6.00%
1M
-9.50%
YTD
21.27%
6M
11.59%
1Y
53.37%
3Y*
21.67%
5Y*
17.27%
10Y*
17.08%

GDXJ

1D
8.40%
1M
-21.63%
YTD
6.93%
6M
23.90%
1Y
107.54%
3Y*
48.96%
5Y*
25.26%
10Y*
18.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FNV.TO vs. GDXJ — Risk / Return Rank

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

FNV.TO
FNV.TO Risk / Return Rank: 8282
Overall Rank
FNV.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FNV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
FNV.TO Omega Ratio Rank: 8080
Omega Ratio Rank
FNV.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FNV.TO Martin Ratio Rank: 8484
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 9292
Overall Rank
GDXJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 8989
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 9292
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.

FNV.TO vs. GDXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV.TO) and VanEck Vectors Junior Gold Miners ETF (GDXJ). 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.


FNV.TOGDXJDifference

Sharpe ratio

Return per unit of total volatility

1.52

2.22

-0.70

Sortino ratio

Return per unit of downside risk

1.94

2.46

-0.53

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

2.76

3.38

-0.62

Martin ratio

Return relative to average drawdown

7.31

11.88

-4.57

FNV.TO vs. GDXJ - Sharpe Ratio Comparison

The current FNV.TO Sharpe Ratio is 1.52, which is lower than the GDXJ Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FNV.TO and GDXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNV.TOGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.22

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.67

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.43

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.12

+0.45

Correlation

The correlation between FNV.TO and GDXJ is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FNV.TO vs. GDXJ - Dividend Comparison

FNV.TO's dividend yield for the trailing twelve months is around 0.63%, less than GDXJ's 2.21% yield.


TTM20252024202320222021202020192018201720162015
FNV.TO
Franco-Nevada Corporation
0.63%0.75%1.17%1.25%0.91%0.83%0.86%0.98%1.55%1.12%1.42%1.53%
GDXJ
VanEck Vectors Junior Gold Miners ETF
2.21%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Drawdowns

FNV.TO vs. GDXJ - Drawdown Comparison

The maximum FNV.TO drawdown since its inception was -47.77%, smaller than the maximum GDXJ drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for FNV.TO and GDXJ.


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Drawdown Indicators


FNV.TOGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-47.77%

-88.66%

+40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

-32.92%

+12.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-51.76%

+17.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-57.77%

+19.49%

Current Drawdown

Current decline from peak

-10.09%

-23.14%

+13.05%

Average Drawdown

Average peak-to-trough decline

-12.18%

-60.91%

+48.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

9.43%

-1.77%

Volatility

FNV.TO vs. GDXJ - Volatility Comparison

The current volatility for Franco-Nevada Corporation (FNV.TO) is 13.54%, while VanEck Vectors Junior Gold Miners ETF (GDXJ) has a volatility of 20.30%. This indicates that FNV.TO experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNV.TOGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

20.30%

-6.76%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

41.20%

-12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

35.38%

48.80%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.79%

37.70%

-9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.93%

42.29%

-13.36%