GLTR vs. VGPMX
Compare and contrast key facts about Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and Vanguard Global Capital Cycles Fund (VGPMX).
GLTR is a passively managed fund by Abrdn Plc that tracks the performance of the ETFS Physical Precious Metals Basket Index. It was launched on Oct 22, 2010. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLTR or VGPMX.
Key characteristics
| GLTR | VGPMX | |
|---|---|---|
| YTD Return | 27.71% | 15.44% |
| 1Y Return | 35.10% | 25.14% |
| 3Y Return (Ann) | 8.15% | 11.39% |
| 5Y Return (Ann) | 10.00% | 14.82% |
| 10Y Return (Ann) | 6.96% | 7.06% |
| Sharpe Ratio | 1.83 | 1.65 |
| Sortino Ratio | 2.48 | 2.25 |
| Omega Ratio | 1.31 | 1.28 |
| Calmar Ratio | 1.24 | 0.48 |
| Martin Ratio | 9.94 | 8.15 |
| Ulcer Index | 3.41% | 2.94% |
| Daily Std Dev | 18.58% | 14.55% |
| Max Drawdown | -55.70% | -79.32% |
| Current Drawdown | -4.53% | -36.56% |
Correlation
The correlation between GLTR and VGPMX is 0.60, 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.
Performance
GLTR vs. VGPMX - Performance Comparison
In the year-to-date period, GLTR achieves a 27.71% return, which is significantly higher than VGPMX's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with GLTR having a 6.96% annualized return and VGPMX not far ahead at 7.06%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GLTR vs. VGPMX - Expense Ratio Comparison
GLTR has a 0.60% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Risk-Adjusted Performance
GLTR vs. VGPMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
Dividends
GLTR vs. VGPMX - Dividend Comparison
GLTR has not paid dividends to shareholders, while VGPMX's dividend yield for the trailing twelve months is around 2.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGPMX Vanguard Global Capital Cycles Fund | 2.96% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.01% | 0.02% | 1.71% | 2.33% | 0.00% | 0.08% |
Drawdowns
GLTR vs. VGPMX - Drawdown Comparison
The maximum GLTR drawdown since its inception was -55.70%, smaller than the maximum VGPMX drawdown of -79.32%. Use the drawdown chart below to compare losses from any high point for GLTR and VGPMX. For additional features, visit the drawdowns tool.
Volatility
GLTR vs. VGPMX - Volatility Comparison
Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 6.29% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 3.62%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.