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IAUM vs. FGDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAUM and FGDL is 0.15, 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

IAUM vs. FGDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Franklin Responsibly Sourced Gold ETF (FGDL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IAUM:

2.08

FGDL:

2.07

Sortino Ratio

IAUM:

2.81

FGDL:

2.79

Omega Ratio

IAUM:

1.36

FGDL:

1.36

Calmar Ratio

IAUM:

4.59

FGDL:

4.66

Martin Ratio

IAUM:

11.67

FGDL:

11.70

Ulcer Index

IAUM:

3.18%

FGDL:

3.23%

Daily Std Dev

IAUM:

17.79%

FGDL:

18.18%

Max Drawdown

IAUM:

-20.87%

FGDL:

-11.26%

Current Drawdown

IAUM:

-3.10%

FGDL:

-3.16%

Returns By Period

The year-to-date returns for both investments are quite close, with IAUM having a 26.44% return and FGDL slightly higher at 26.62%.


IAUM

YTD

26.44%

1M

-3.10%

6M

25.25%

1Y

36.79%

3Y*

21.53%

5Y*

N/A

10Y*

N/A

FGDL

YTD

26.62%

1M

-3.16%

6M

25.05%

1Y

37.37%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IAUM vs. FGDL - Expense Ratio Comparison

Both IAUM and FGDL have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

IAUM vs. FGDL — Risk-Adjusted Performance Rank

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

IAUM
The Risk-Adjusted Performance Rank of IAUM is 9595
Overall Rank
The Sharpe Ratio Rank of IAUM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9595
Martin Ratio Rank

FGDL
The Risk-Adjusted Performance Rank of FGDL is 9595
Overall Rank
The Sharpe Ratio Rank of FGDL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 9595
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.

IAUM vs. FGDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Franklin Responsibly Sourced Gold ETF (FGDL). 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 IAUM Sharpe Ratio is 2.08, which is comparable to the FGDL Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of IAUM and FGDL, 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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Dividends

IAUM vs. FGDL - Dividend Comparison

Neither IAUM nor FGDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAUM vs. FGDL - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, which is greater than FGDL's maximum drawdown of -11.26%. Use the drawdown chart below to compare losses from any high point for IAUM and FGDL. For additional features, visit the drawdowns tool.


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Volatility

IAUM vs. FGDL - Volatility Comparison

iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Franklin Responsibly Sourced Gold ETF (FGDL) have volatilities of 8.09% and 8.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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