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

Correlation

The correlation between INIVX and GC=F is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

INIVX vs. GC=F

Last updated Jun 1, 2025

Compare and contrast key facts about VanEck International Investors Gold Fund (INIVX) and Gold (GC=F).

INIVX is managed by VanEck. It was launched on Feb 9, 1956.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INIVX or GC=F.

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.

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Key characteristics

Sharpe Ratio

INIVX:

1.76

GC=F:

2.20

Sortino Ratio

INIVX:

2.23

GC=F:

2.92

Omega Ratio

INIVX:

1.30

GC=F:

1.39

Calmar Ratio

INIVX:

1.29

GC=F:

5.20

Martin Ratio

INIVX:

6.92

GC=F:

14.19

Ulcer Index

INIVX:

7.78%

GC=F:

2.93%

Daily Std Dev

INIVX:

31.86%

GC=F:

18.20%

Max Drawdown

INIVX:

-78.96%

GC=F:

-44.36%

Current Drawdown

INIVX:

-3.28%

GC=F:

-3.59%

Returns By Period

In the year-to-date period, INIVX achieves a 52.69% return, which is significantly higher than GC=F's 25.09% return. Both investments have delivered pretty close results over the past 10 years, with INIVX having a 11.12% annualized return and GC=F not far behind at 10.66%.

INIVX

YTD

52.69%

1M

8.17%

6M

40.93%

1Y

55.06%

3Y*

21.05%

5Y*

10.44%

10Y*

11.12%

GC=F

YTD

25.09%

1M

2.46%

6M

23.78%

1Y

41.59%

3Y*

21.30%

5Y*

13.62%

10Y*

10.66%

*Annualized

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VanEck International Investors Gold Fund

Gold

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8787
Overall Rank
The Sharpe Ratio Rank of INIVX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of INIVX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of INIVX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of INIVX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of INIVX is 8989
Martin Ratio Rank
GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
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.

The current INIVX Sharpe Ratio is 1.76, which is comparable to the GC=F Sharpe Ratio of 2.20. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

INIVX vs. GC=F - Drawdown Comparison

The maximum INIVX drawdown since its inception was -78.96%, 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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

INIVX vs. GC=F - Volatility Comparison

VanEck International Investors Gold Fund (INIVX) has a higher volatility of 12.90% compared to Gold (GC=F) at 7.35%. 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.

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