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GGN vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGN vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GAMCO Global Gold, Natural Resources and Income Trust (GGN) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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GGN vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGN
GAMCO Global Gold, Natural Resources and Income Trust
4.82%48.19%9.59%15.01%6.80%17.41%-8.62%36.59%-19.53%9.54%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

In the year-to-date period, GGN achieves a 4.82% return, which is significantly lower than IXC's 37.40% return. Both investments have delivered pretty close results over the past 10 years, with GGN having a 11.12% annualized return and IXC not far ahead at 11.57%.


GGN

1D
4.11%
1M
-7.28%
YTD
4.82%
6M
6.78%
1Y
31.12%
3Y*
23.74%
5Y*
19.00%
10Y*
11.12%

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGN vs. IXC - Expense Ratio Comparison

GGN has a 0.02% expense ratio, which is lower than IXC's 0.46% expense ratio.


Return for Risk

GGN vs. IXC — Risk / Return Rank

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

GGN
GGN Risk / Return Rank: 7171
Overall Rank
GGN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GGN Sortino Ratio Rank: 6565
Sortino Ratio Rank
GGN Omega Ratio Rank: 6464
Omega Ratio Rank
GGN Calmar Ratio Rank: 8080
Calmar Ratio Rank
GGN Martin Ratio Rank: 7777
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
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.

GGN vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GAMCO Global Gold, Natural Resources and Income Trust (GGN) and iShares Global Energy ETF (IXC). 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.


GGNIXCDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.90

-0.63

Sortino ratio

Return per unit of downside risk

1.65

2.35

-0.71

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.11

Calmar ratio

Return relative to maximum drawdown

1.91

2.39

-0.49

Martin ratio

Return relative to average drawdown

7.45

7.98

-0.53

GGN vs. IXC - Sharpe Ratio Comparison

The current GGN Sharpe Ratio is 1.27, which is lower than the IXC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GGN and IXC, 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


GGNIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.90

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.98

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.43

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.33

-0.18

Correlation

The correlation between GGN and IXC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GGN vs. IXC - Dividend Comparison

GGN's dividend yield for the trailing twelve months is around 6.77%, more than IXC's 2.68% yield.


TTM20252024202320222021202020192018201720162015
GGN
GAMCO Global Gold, Natural Resources and Income Trust
6.77%6.98%9.55%10.37%9.92%9.60%13.68%13.64%16.22%11.52%15.85%17.68%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Drawdowns

GGN vs. IXC - Drawdown Comparison

The maximum GGN drawdown since its inception was -73.04%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for GGN and IXC.


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Drawdown Indicators


GGNIXCDifference

Max Drawdown

Largest peak-to-trough decline

-73.04%

-67.88%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-18.03%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-24.93%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-53.04%

-64.16%

+11.12%

Current Drawdown

Current decline from peak

-8.55%

-1.12%

-7.43%

Average Drawdown

Average peak-to-trough decline

-31.99%

-17.57%

-14.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

5.41%

-1.11%

Volatility

GGN vs. IXC - Volatility Comparison

GAMCO Global Gold, Natural Resources and Income Trust (GGN) has a higher volatility of 10.69% compared to iShares Global Energy ETF (IXC) at 4.41%. This indicates that GGN's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGNIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

4.41%

+6.28%

Volatility (6M)

Calculated over the trailing 6-month period

20.48%

12.78%

+7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.59%

22.29%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

23.46%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

26.78%

-3.25%