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INIVX vs. SGGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INIVX vs. SGGDX - Performance Comparison

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

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INIVX vs. SGGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INIVX
VanEck International Investors Gold Fund
2.42%165.88%14.37%9.67%-13.77%-14.23%40.91%38.15%-16.01%13.06%
SGGDX
First Eagle Gold Fund
2.57%128.39%10.32%7.01%-1.56%-7.78%29.63%38.51%-15.90%8.12%

Returns By Period

In the year-to-date period, INIVX achieves a 2.42% return, which is significantly lower than SGGDX's 2.57% return. Over the past 10 years, INIVX has outperformed SGGDX with an annualized return of 17.97%, while SGGDX has yielded a comparatively lower 15.55% annualized return.


INIVX

1D
-0.11%
1M
-24.75%
YTD
2.42%
6M
22.49%
1Y
102.28%
3Y*
45.74%
5Y*
24.89%
10Y*
17.97%

SGGDX

1D
-0.12%
1M
-22.40%
YTD
2.57%
6M
18.94%
1Y
78.09%
3Y*
35.63%
5Y*
22.59%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INIVX vs. SGGDX - Expense Ratio Comparison

INIVX has a 1.42% expense ratio, which is higher than SGGDX's 1.19% expense ratio.


Return for Risk

INIVX vs. SGGDX — Risk / Return Rank

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

INIVX
INIVX Risk / Return Rank: 9393
Overall Rank
INIVX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INIVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
INIVX Omega Ratio Rank: 8989
Omega Ratio Rank
INIVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
INIVX Martin Ratio Rank: 9595
Martin Ratio Rank

SGGDX
SGGDX Risk / Return Rank: 9090
Overall Rank
SGGDX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SGGDX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGGDX Omega Ratio Rank: 8686
Omega Ratio Rank
SGGDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SGGDX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

INIVX vs. SGGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck International Investors Gold Fund (INIVX) and First Eagle Gold Fund (SGGDX). 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.


INIVXSGGDXDifference

Sharpe ratio

Return per unit of total volatility

2.30

2.06

+0.24

Sortino ratio

Return per unit of downside risk

2.51

2.32

+0.19

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.03

Calmar ratio

Return relative to maximum drawdown

3.51

2.96

+0.55

Martin ratio

Return relative to average drawdown

13.36

10.93

+2.43

INIVX vs. SGGDX - Sharpe Ratio Comparison

The current INIVX Sharpe Ratio is 2.30, which is comparable to the SGGDX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of INIVX and SGGDX, 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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Sharpe Ratios by Period


INIVXSGGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.06

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.81

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.57

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.29

-0.03

Correlation

The correlation between INIVX and SGGDX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

INIVX vs. SGGDX - Dividend Comparison

INIVX's dividend yield for the trailing twelve months is around 5.87%, more than SGGDX's 1.05% yield.


TTM2025202420232022202120202019201820172016
INIVX
VanEck International Investors Gold Fund
5.87%6.01%7.45%0.10%0.00%6.40%11.70%3.66%2.87%3.76%6.40%
SGGDX
First Eagle Gold Fund
1.05%1.08%5.26%0.87%0.00%0.96%1.25%0.00%0.00%0.00%0.00%

Drawdowns

INIVX vs. SGGDX - Drawdown Comparison

The maximum INIVX drawdown since its inception was -78.96%, which is greater than SGGDX's maximum drawdown of -70.69%. Use the drawdown chart below to compare losses from any high point for INIVX and SGGDX.


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Drawdown Indicators


INIVXSGGDXDifference

Max Drawdown

Largest peak-to-trough decline

-78.96%

-70.69%

-8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-29.60%

-26.67%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-45.06%

-34.02%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-51.20%

-42.16%

-9.04%

Current Drawdown

Current decline from peak

-24.84%

-22.75%

-2.09%

Average Drawdown

Average peak-to-trough decline

-37.84%

-29.49%

-8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

7.21%

+0.57%

Volatility

INIVX vs. SGGDX - Volatility Comparison

VanEck International Investors Gold Fund (INIVX) has a higher volatility of 15.12% compared to First Eagle Gold Fund (SGGDX) at 13.90%. This indicates that INIVX's price experiences larger fluctuations and is considered to be riskier than SGGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INIVXSGGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.12%

13.90%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

37.88%

32.50%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

45.31%

38.59%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.53%

28.10%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

27.14%

+6.98%