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GOLDX vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GOLDX and ^TNX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GOLDX vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Gold Fund (GOLDX) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GOLDX:

1.27

^TNX:

0.07

Sortino Ratio

GOLDX:

1.88

^TNX:

0.15

Omega Ratio

GOLDX:

1.26

^TNX:

1.02

Calmar Ratio

GOLDX:

0.85

^TNX:

-0.00

Martin Ratio

GOLDX:

5.43

^TNX:

-0.01

Ulcer Index

GOLDX:

7.80%

^TNX:

10.63%

Daily Std Dev

GOLDX:

30.82%

^TNX:

22.01%

Max Drawdown

GOLDX:

-79.86%

^TNX:

-93.78%

Current Drawdown

GOLDX:

-24.47%

^TNX:

-44.65%

Returns By Period

In the year-to-date period, GOLDX achieves a 38.62% return, which is significantly higher than ^TNX's -2.89% return. Over the past 10 years, GOLDX has outperformed ^TNX with an annualized return of 10.34%, while ^TNX has yielded a comparatively lower 6.98% annualized return.


GOLDX

YTD

38.62%

1M

-8.15%

6M

31.67%

1Y

38.78%

3Y*

15.49%

5Y*

7.09%

10Y*

10.34%

^TNX

YTD

-2.89%

1M

2.49%

6M

0.61%

1Y

0.48%

3Y*

14.38%

5Y*

47.32%

10Y*

6.98%

*Annualized

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Gabelli Gold Fund

Treasury Yield 10 Years

Risk-Adjusted Performance

GOLDX vs. ^TNX — Risk-Adjusted Performance Rank

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

GOLDX
The Risk-Adjusted Performance Rank of GOLDX is 8585
Overall Rank
The Sharpe Ratio Rank of GOLDX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLDX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of GOLDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of GOLDX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GOLDX is 8787
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2424
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOLDX vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Gold Fund (GOLDX) and Treasury Yield 10 Years (^TNX). 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.


The current GOLDX Sharpe Ratio is 1.27, which is higher than the ^TNX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of GOLDX and ^TNX, 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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Drawdowns

GOLDX vs. ^TNX - Drawdown Comparison

The maximum GOLDX drawdown since its inception was -79.86%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for GOLDX and ^TNX. For additional features, visit the drawdowns tool.


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Volatility

GOLDX vs. ^TNX - Volatility Comparison

Gabelli Gold Fund (GOLDX) has a higher volatility of 12.60% compared to Treasury Yield 10 Years (^TNX) at 5.69%. This indicates that GOLDX's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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