GOGL vs. IVOL

Last updated Apr 1, 2026

Compare and contrast key facts about Golden Ocean Group Limited (GOGL) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL).

IVOL is an actively managed fund by CICC. It was launched on May 13, 2019.

Performance

GOGL vs. IVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Ocean Group Limited (GOGL) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). The values are adjusted to include any dividend payments, if applicable.

GOGL vs. IVOL - Yearly Performance Comparison

	2026 (YTD)
GOGL Golden Ocean Group Limited	0.00%
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF	-0.98%

Returns By Period

GOGL

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVOL

• 1D: -0.05%
• 1M: -1.70%
• YTD: -1.46%
• 6M: -1.19%
• 1Y: 3.84%
• 3Y*: -2.83%
• 5Y*: -4.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GOGL vs. IVOL — Risk / Return Rank

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

IVOL

IVOL Risk / Return Rank: 23
IVOL Sharpe Ratio Rank: 23
IVOL Sortino Ratio Rank: 23
IVOL Omega Ratio Rank: 23
IVOL Calmar Ratio Rank: 25
IVOL Martin Ratio Rank: 20

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.

GOGL vs. IVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Ocean Group Limited (GOGL) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GOGL	IVOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.37	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.05	—

Dividends

GOGL vs. IVOL - Dividend Comparison

GOGL has not paid dividends to shareholders, while IVOL's dividend yield for the trailing twelve months is around 3.73%.

	TTM	2025	2024	2023	2022	2021	2020	2019
GOGL Golden Ocean Group Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF	3.73%	3.61%	3.83%	3.73%	3.92%	3.93%	3.44%	2.02%

Drawdowns

GOGL vs. IVOL - Drawdown Comparison

The maximum GOGL drawdown since its inception was 0.00%, smaller than the maximum IVOL drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for GOGL and IVOL.

Drawdown Indicators

	GOGL	IVOL	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-31.16%	+31.16%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.16%	—
Current Drawdown Current decline from peak	0.00%	-22.51%	+22.51%
Average Drawdown Average peak-to-trough decline	0.00%	-13.02%	+13.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.50%	—

Volatility

Volatility by Period

	GOGL	IVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	10.40%	-10.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	12.82%	-12.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	12.11%	-12.11%