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GDXJ vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GDXJ vs. FLTR

Last updated Jun 4, 2026

GDXJ (VanEck Vectors Junior Gold Miners ETF) and FLTR (VanEck Vectors Investment Grade Floating Rate ETF) are both exchange-traded funds - GDXJ is a Materials fund tracking the MVIS Global Junior Gold Miners Index, while FLTR is a Corporate Bonds fund tracking the MVIS US Investment Grade Floating Rate Index. Both are passively managed. Over the past 10 years, GDXJ returned 13.07%/yr vs 3.51%/yr for FLTR. At a 0.06 correlation, their price movements are largely independent. GDXJ charges 0.54%/yr vs 0.14%/yr for FLTR.

Performance

GDXJ vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Junior Gold Miners ETF (GDXJ) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXJ achieves a -2.55% return, which is significantly lower than FLTR's 1.91% return. Over the past 10 years, GDXJ has outperformed FLTR with an annualized return of 13.07%, while FLTR has yielded a comparatively lower 3.51% annualized return.

GDXJ

1D
-4.40%
1M
-1.95%
YTD
-2.55%
6M
6.26%
1Y
65.12%
3Y*
46.12%
5Y*
17.46%
10Y*
13.07%

FLTR

1D
-0.04%
1M
0.46%
YTD
1.91%
6M
2.40%
1Y
5.30%
3Y*
6.10%
5Y*
4.49%
10Y*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ vs. FLTR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GDXJ
VanEck Vectors Junior Gold Miners ETF		-2.55%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF		1.91%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%

Correlation

The correlation between GDXJ and FLTR is 0.02, 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

0.02

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

-0.01

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

0.04

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2011

0.06

Compare stocks, funds, or ETFs

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VanEck Vectors Junior Gold Miners ETF

VanEck Vectors Investment Grade Floating Rate ETF

Often compared with GDXJ:
GDXJ vs. GDXGDXJ vs. GLDGDXJ vs. SILJGDXJ vs. GOLDGDXJ vs. SPYGDXJ vs. GLDMGDXJ vs. IAU
Often compared with FLTR:
FLTR vs. FLOTFLTR vs. SGOVFLTR vs. VRIGFLTR vs. ICSHFLTR vs. JBBBFLTR vs. USFRFLTR vs. TDTT

Return for Risk

GDXJ vs. FLTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GDXJ
GDXJ Risk / Return Rank: 3535
Overall Rank
GDXJ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 3535
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 3939
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 3232
Martin Ratio Rank
FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
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.

GDXJ vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Junior Gold Miners ETF (GDXJ) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.

GDXJFLTRDifference
Sharpe ratioReturn per unit of total volatility
1.32
6.77

-5.46

Sortino ratioReturn per unit of downside risk
1.74
12.78

-11.03

Omega ratioGain probability vs. loss probability

1.24

3.15

-1.91

Calmar ratioReturn relative to maximum drawdown

1.99

16.96

-14.97

Martin ratioReturn relative to average drawdown

4.95

101.23

-96.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDXJ vs. FLTR - Sharpe Ratio Comparison

The current GDXJ Sharpe Ratio is 1.32, which is lower than the FLTR Sharpe Ratio of 6.77. The chart below compares the historical Sharpe Ratios of GDXJ and FLTR, 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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Sharpe Ratios by Period

GDXJFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

6.77

-5.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

2.11

-1.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.70

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.53

-0.47

Drawdowns

GDXJ vs. FLTR - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for GDXJ and FLTR.

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Drawdown Indicators

GDXJFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-17.84%

-70.82%

Max Drawdown (1Y)

Largest decline over 1 year

-32.92%

-0.31%

-32.61%

Max Drawdown (3Y)

Largest decline over 3 years

-32.92%

-1.93%

-30.99%

Max Drawdown (5Y)

Largest decline over 5 years

-50.99%

-3.06%

-47.93%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

-17.84%

-39.93%

Current Drawdown

Current decline from peak

-29.01%

-0.04%

-28.97%

Average Drawdown

Average peak-to-trough decline

-60.50%

-0.67%

-59.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

0.05%

+13.14%

Volatility

GDXJ vs. FLTR - Volatility Comparison

VanEck Vectors Junior Gold Miners ETF (GDXJ) has a higher volatility of 16.66% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.25%. This indicates that GDXJ's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GDXJFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.66%

0.25%

+16.41%

Volatility (6M)

Calculated over the trailing 6-month period

41.34%

0.62%

+40.72%

Volatility (1Y)

Calculated over the trailing 1-year period

49.79%

0.79%

+49.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.10%

2.13%

+38.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.06%

5.00%

+39.06%

GDXJ vs. FLTR - Expense Ratio Comparison

GDXJ has a 0.54% expense ratio, which is higher than FLTR's 0.14% expense ratio.

Dividends

GDXJ vs. FLTR - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.39%, less than FLTR's 4.73% yield.

PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck Vectors Investment Grade Floating Rate ETF		4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
GDXJ
VanEck Vectors Junior Gold Miners ETF		2.39%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Frequently Asked Questions

GDXJ and FLTR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXJ has higher volatility (16.66%) compared to FLTR (0.25%). In terms of maximum drawdown, GDXJ dropped -88.66% vs FLTR's -17.84%.

On 10-year performance, GDXJ leads with 13.07% vs 3.51% for FLTR. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDXJ has performed better with a 13.07% return vs 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.54% for GDXJ.

FLTR has the higher dividend yield at 4.73%, compared with 2.39% for GDXJ.

GDXJ is categorized as Materials, while FLTR is Corporate Bonds. GDXJ tracks MVIS Global Junior Gold Miners Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. Their fees differ too: 0.54% for GDXJ and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.77 vs 1.31), 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.

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