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INIVX vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between INIVX and GC=F is 0.30, 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.


-0.50.00.51.00.3

Performance

INIVX vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck International Investors Gold Fund (INIVX) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-0.57%
9.49%
INIVX
GC=F

Key characteristics

Sharpe Ratio

INIVX:

1.09

GC=F:

2.38

Sortino Ratio

INIVX:

1.59

GC=F:

2.95

Omega Ratio

INIVX:

1.19

GC=F:

1.43

Calmar Ratio

INIVX:

0.54

GC=F:

4.42

Martin Ratio

INIVX:

3.88

GC=F:

11.14

Ulcer Index

INIVX:

7.84%

GC=F:

3.17%

Daily Std Dev

INIVX:

27.77%

GC=F:

14.52%

Max Drawdown

INIVX:

-80.01%

GC=F:

-44.36%

Current Drawdown

INIVX:

-35.60%

GC=F:

-3.32%

Returns By Period

In the year-to-date period, INIVX achieves a 7.02% return, which is significantly higher than GC=F's 2.54% return. Over the past 10 years, INIVX has underperformed GC=F with an annualized return of 5.97%, while GC=F has yielded a comparatively higher 6.84% annualized return.


INIVX

YTD

7.02%

1M

0.61%

6M

-0.57%

1Y

27.23%

5Y*

7.36%

10Y*

5.97%

GC=F

YTD

2.54%

1M

1.51%

6M

9.49%

1Y

31.20%

5Y*

10.36%

10Y*

6.84%

*Annualized

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Risk-Adjusted Performance

INIVX vs. GC=F — Risk-Adjusted Performance Rank

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

INIVX
The Risk-Adjusted Performance Rank of INIVX is 6767
Overall Rank
The Sharpe Ratio Rank of INIVX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of INIVX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of INIVX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of INIVX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of INIVX is 6262
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 100100
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
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.

INIVX vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck International Investors Gold Fund (INIVX) and Gold (GC=F). 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.


Sharpe ratio
The chart of Sharpe ratio for INIVX, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.702.38
The chart of Sortino ratio for INIVX, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.002.302.95
The chart of Omega ratio for INIVX, currently valued at 1.30, compared to the broader market1.002.003.001.301.43
The chart of Calmar ratio for INIVX, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.804.42
The chart of Martin ratio for INIVX, currently valued at 5.80, compared to the broader market0.0020.0040.0060.005.8011.14
INIVX
GC=F

The current INIVX Sharpe Ratio is 1.09, which is lower than the GC=F Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of INIVX and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.70
2.38
INIVX
GC=F

Drawdowns

INIVX vs. GC=F - Drawdown Comparison

The maximum INIVX drawdown since its inception was -80.01%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for INIVX and GC=F. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.60%
-3.32%
INIVX
GC=F

Volatility

INIVX vs. GC=F - Volatility Comparison

VanEck International Investors Gold Fund (INIVX) has a higher volatility of 7.46% compared to Gold (GC=F) at 3.71%. This indicates that INIVX's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.46%
3.71%
INIVX
GC=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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