PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GDXJ vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDXJ and SILJ is 0.88, 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.


-0.50.00.51.00.9

Performance

GDXJ vs. SILJ - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.84%
-8.07%
GDXJ
SILJ

Key characteristics

Sharpe Ratio

GDXJ:

1.13

SILJ:

0.70

Sortino Ratio

GDXJ:

1.67

SILJ:

1.21

Omega Ratio

GDXJ:

1.20

SILJ:

1.15

Calmar Ratio

GDXJ:

0.52

SILJ:

0.47

Martin Ratio

GDXJ:

4.51

SILJ:

2.23

Ulcer Index

GDXJ:

8.92%

SILJ:

12.46%

Daily Std Dev

GDXJ:

35.50%

SILJ:

39.55%

Max Drawdown

GDXJ:

-88.66%

SILJ:

-79.05%

Current Drawdown

GDXJ:

-65.11%

SILJ:

-41.64%

Returns By Period

In the year-to-date period, GDXJ achieves a 7.65% return, which is significantly higher than SILJ's 6.45% return. Over the past 10 years, GDXJ has outperformed SILJ with an annualized return of 5.83%, while SILJ has yielded a comparatively lower 2.56% annualized return.


GDXJ

YTD

7.65%

1M

6.68%

6M

2.84%

1Y

39.83%

5Y*

3.91%

10Y*

5.83%

SILJ

YTD

6.45%

1M

4.09%

6M

-8.07%

1Y

28.12%

5Y*

0.91%

10Y*

2.56%

*Annualized

Compare stocks, funds, or ETFs

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


GDXJ vs. SILJ - Expense Ratio Comparison

GDXJ has a 0.54% expense ratio, which is lower than SILJ's 0.69% expense ratio.


SILJ
ETFMG Prime Junior Silver Miners ETF
Expense ratio chart for SILJ: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for GDXJ: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Risk-Adjusted Performance

GDXJ vs. SILJ — Risk-Adjusted Performance Rank

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

GDXJ
The Risk-Adjusted Performance Rank of GDXJ is 4141
Overall Rank
The Sharpe Ratio Rank of GDXJ is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXJ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GDXJ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of GDXJ is 2727
Calmar Ratio Rank
The Martin Ratio Rank of GDXJ is 4444
Martin Ratio Rank

SILJ
The Risk-Adjusted Performance Rank of SILJ is 2727
Overall Rank
The Sharpe Ratio Rank of SILJ is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2626
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.

GDXJ vs. SILJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Junior Gold Miners ETF (GDXJ) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


Sharpe ratio
The chart of Sharpe ratio for GDXJ, currently valued at 1.13, compared to the broader market0.002.004.001.130.70
The chart of Sortino ratio for GDXJ, currently valued at 1.67, compared to the broader market0.005.0010.001.671.21
The chart of Omega ratio for GDXJ, currently valued at 1.20, compared to the broader market1.002.003.001.201.15
The chart of Calmar ratio for GDXJ, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.690.47
The chart of Martin ratio for GDXJ, currently valued at 4.51, compared to the broader market0.0020.0040.0060.0080.00100.004.512.23
GDXJ
SILJ

The current GDXJ Sharpe Ratio is 1.13, which is higher than the SILJ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of GDXJ and SILJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.13
0.70
GDXJ
SILJ

Dividends

GDXJ vs. SILJ - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.42%, less than SILJ's 6.82% yield.


TTM20242023202220212020201920182017201620152014
GDXJ
VanEck Vectors Junior Gold Miners ETF
2.42%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%0.74%
SILJ
ETFMG Prime Junior Silver Miners ETF
6.82%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%0.00%

Drawdowns

GDXJ vs. SILJ - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, which is greater than SILJ's maximum drawdown of -79.05%. Use the drawdown chart below to compare losses from any high point for GDXJ and SILJ. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%AugustSeptemberOctoberNovemberDecember2025
-36.73%
-41.64%
GDXJ
SILJ

Volatility

GDXJ vs. SILJ - Volatility Comparison

The current volatility for VanEck Vectors Junior Gold Miners ETF (GDXJ) is 9.24%, while ETFMG Prime Junior Silver Miners ETF (SILJ) has a volatility of 10.81%. This indicates that GDXJ experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%9.00%10.00%11.00%12.00%13.00%14.00%15.00%AugustSeptemberOctoberNovemberDecember2025
9.24%
10.81%
GDXJ
SILJ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab