GLDM vs. SFM
GLDM (SPDR Gold MiniShares Trust) is Gold fund tracking the LBMA Gold Price PM, while SFM (Sprouts Farmers Market, Inc.) is a stock. Over the past 5 years, GLDM returned 17.41%/yr vs 24.38%/yr for SFM. At a 0.01 correlation, their price movements are largely independent.
Performance
GLDM vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, GLDM achieves a -2.40% return, which is significantly lower than SFM's 8.36% return.
GLDM
- 1D
- 0.11%
- 1M
- -7.40%
- YTD
- -2.40%
- 6M
- -2.09%
- 1Y
- 22.58%
- 3Y*
- 29.27%
- 5Y*
- 17.41%
- 10Y*
- —
SFM
- 1D
- -2.03%
- 1M
- 0.96%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.33%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
GLDM vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GLDM SPDR Gold MiniShares Trust | -2.40% | 64.20% | 27.08% | 13.04% | -0.47% | -4.01% | 25.10% | 18.10% | 1.75% |
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | 6.77% |
Correlation
The correlation between GLDM and SFM is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018 | 0.01 |
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Return for Risk
GLDM vs. SFM — Risk / Return Rank
GLDM
SFM
GLDM vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and Sprouts Farmers Market, Inc. (SFM). 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.
| GLDM | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.81 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | -0.73 | +1.72 |
| Martin ratioReturn relative to average drawdown | 2.87 | -0.99 | +3.86 |
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Drawdowns
GLDM vs. SFM - Drawdown Comparison
The maximum GLDM drawdown since its inception was -24.35%, smaller than the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for GLDM and SFM.
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Drawdown Indicators
| GLDM | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.35% | -72.88% | +48.53% |
Max Drawdown (1Y)Largest decline over 1 year | -24.35% | -62.17% | +37.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.35% | -63.48% | +39.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | -63.48% | +39.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -21.96% | -51.91% | +29.95% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -40.28% | +34.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 45.41% | -36.97% |
Volatility
GLDM vs. SFM - Volatility Comparison
The current volatility for SPDR Gold MiniShares Trust (GLDM) is 7.73%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 12.50%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLDM | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 12.50% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 23.93% | 30.32% | -6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.15% | 46.09% | -18.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 39.23% | -21.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 37.82% | -20.84% |
Dividends
GLDM vs. SFM - Dividend Comparison
Neither GLDM nor SFM has paid dividends to shareholders.
Frequently Asked Questions
GLDM and SFM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.50%) compared to GLDM (7.73%). In terms of maximum drawdown, GLDM dropped -24.35% vs SFM's -72.88%.
GLDM currently has the higher Sharpe Ratio (0.90 vs -0.98), 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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