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GGN vs. PJNQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGN vs. PJNQX - 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 PGIM Jennison Natural Resources R6 (PJNQX). The values are adjusted to include any dividend payments, if applicable.

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GGN vs. PJNQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGN
GAMCO Global Gold, Natural Resources and Income Trust
6.79%48.19%9.59%15.01%6.80%17.41%-8.62%36.59%-19.53%9.54%
PJNQX
PGIM Jennison Natural Resources R6
18.96%39.20%1.23%-1.78%24.97%27.84%11.82%17.07%-27.53%5.44%

Returns By Period

In the year-to-date period, GGN achieves a 6.79% return, which is significantly lower than PJNQX's 18.96% return. Over the past 10 years, GGN has underperformed PJNQX with an annualized return of 11.33%, while PJNQX has yielded a comparatively higher 12.92% annualized return.


GGN

1D
1.88%
1M
-6.83%
YTD
6.79%
6M
8.47%
1Y
32.68%
3Y*
24.51%
5Y*
19.44%
10Y*
11.33%

PJNQX

1D
2.83%
1M
-5.26%
YTD
18.96%
6M
29.70%
1Y
61.96%
3Y*
19.93%
5Y*
17.87%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGN vs. PJNQX - Expense Ratio Comparison

GGN has a 0.02% expense ratio, which is lower than PJNQX's 0.82% expense ratio.


Return for Risk

GGN vs. PJNQX — Risk / Return Rank

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

GGN
GGN Risk / Return Rank: 6868
Overall Rank
GGN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GGN Sortino Ratio Rank: 6161
Sortino Ratio Rank
GGN Omega Ratio Rank: 6060
Omega Ratio Rank
GGN Calmar Ratio Rank: 7777
Calmar Ratio Rank
GGN Martin Ratio Rank: 7373
Martin Ratio Rank

PJNQX
PJNQX Risk / Return Rank: 9595
Overall Rank
PJNQX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PJNQX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PJNQX Omega Ratio Rank: 9393
Omega Ratio Rank
PJNQX Calmar Ratio Rank: 9797
Calmar Ratio Rank
PJNQX Martin Ratio Rank: 9797
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. PJNQX - 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 PGIM Jennison Natural Resources R6 (PJNQX). 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.


GGNPJNQXDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.56

-1.23

Sortino ratio

Return per unit of downside risk

1.71

2.99

-1.28

Omega ratio

Gain probability vs. loss probability

1.25

1.47

-0.22

Calmar ratio

Return relative to maximum drawdown

2.00

4.04

-2.04

Martin ratio

Return relative to average drawdown

7.78

17.99

-10.22

GGN vs. PJNQX - Sharpe Ratio Comparison

The current GGN Sharpe Ratio is 1.33, which is lower than the PJNQX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of GGN and PJNQX, 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


GGNPJNQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.56

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.71

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.15

0.00

Correlation

The correlation between GGN and PJNQX is 0.55, 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. PJNQX - Dividend Comparison

GGN's dividend yield for the trailing twelve months is around 6.64%, more than PJNQX's 1.04% yield.


TTM20252024202320222021202020192018201720162015
GGN
GAMCO Global Gold, Natural Resources and Income Trust
6.64%6.98%9.55%10.37%9.92%9.60%13.68%13.64%16.22%11.52%15.85%17.68%
PJNQX
PGIM Jennison Natural Resources R6
1.04%1.24%1.35%2.27%3.02%1.22%1.60%2.14%2.12%0.00%1.93%0.00%

Drawdowns

GGN vs. PJNQX - Drawdown Comparison

The maximum GGN drawdown since its inception was -73.04%, roughly equal to the maximum PJNQX drawdown of -74.06%. Use the drawdown chart below to compare losses from any high point for GGN and PJNQX.


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Drawdown Indicators


GGNPJNQXDifference

Max Drawdown

Largest peak-to-trough decline

-73.04%

-74.06%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-15.74%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-29.20%

+7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-53.04%

-63.55%

+10.51%

Current Drawdown

Current decline from peak

-6.83%

-5.26%

-1.57%

Average Drawdown

Average peak-to-trough decline

-31.98%

-26.87%

-5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

3.53%

+0.79%

Volatility

GGN vs. PJNQX - Volatility Comparison

GAMCO Global Gold, Natural Resources and Income Trust (GGN) has a higher volatility of 10.42% compared to PGIM Jennison Natural Resources R6 (PJNQX) at 8.50%. This indicates that GGN's price experiences larger fluctuations and is considered to be riskier than PJNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGNPJNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

8.50%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

20.56%

18.51%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.65%

24.95%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

25.49%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

26.55%

-3.01%