GFI vs. SLVP
GFI (Gold Fields Limited) is a stock, while SLVP (iShares MSCI Global Silver and Metals Miners ETF) is Silver fund tracking the MSCI ACWI Select Silver Miners Investable Market Index. Over the past 10 years, GFI returned 27.45%/yr vs 12.67%/yr for SLVP. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
GFI vs. SLVP - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -13.96% return, which is significantly lower than SLVP's -5.37% return. Over the past 10 years, GFI has outperformed SLVP with an annualized return of 27.45%, while SLVP has yielded a comparatively lower 12.67% annualized return.
GFI
- 1D
- 1.67%
- 1M
- -18.49%
- YTD
- -13.96%
- 6M
- -13.63%
- 1Y
- 50.40%
- 3Y*
- 39.19%
- 5Y*
- 32.03%
- 10Y*
- 27.45%
SLVP
- 1D
- 3.38%
- 1M
- -21.72%
- YTD
- -5.37%
- 6M
- -0.60%
- 1Y
- 83.53%
- 3Y*
- 48.97%
- 5Y*
- 14.15%
- 10Y*
- 12.67%
GFI vs. SLVP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -13.96% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | -5.37% | 202.84% | 14.47% | -2.31% | -18.06% | -23.53% | 56.45% | 37.71% | -22.10% | 4.53% |
Correlation
The correlation between GFI and SLVP is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2012 | 0.67 |
The correlation between GFI and SLVP shifts across timeframes, from 0.67 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GFI vs. SLVP — Risk / Return Rank
GFI
SLVP
GFI vs. SLVP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). 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.
| GFI | SLVP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.21 | -1.05 |
| Martin ratioReturn relative to average drawdown | 3.06 | 5.86 | -2.80 |
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Drawdowns
GFI vs. SLVP - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, which is greater than SLVP's maximum drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for GFI and SLVP.
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Drawdown Indicators
| GFI | SLVP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -80.47% | -7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | -38.06% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -38.06% | -5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -54.26% | -1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -62.03% | -1.06% |
Current DrawdownCurrent decline from peak | -38.93% | -31.74% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -44.25% | -46.78% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | 14.31% | +2.20% |
Volatility
GFI vs. SLVP - Volatility Comparison
The current volatility for Gold Fields Limited (GFI) is 17.70%, while iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a volatility of 19.61%. This indicates that GFI experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFI | SLVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 19.61% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 46.40% | 45.17% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.94% | 54.53% | +5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.37% | 43.15% | +9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.90% | 42.45% | +12.45% |
Dividends
GFI vs. SLVP - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.04%, more than SLVP's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 5.04% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 1.88% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
Frequently Asked Questions
GFI and SLVP have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLVP has higher volatility (19.61%) compared to GFI (17.70%). In terms of maximum drawdown, GFI dropped -88.05% vs SLVP's -80.47%.
SLVP currently has the higher Sharpe Ratio (1.54 vs 0.85), 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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