IVOL vs. GOGL
Compare and contrast key facts about Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) and Golden Ocean Group Limited (GOGL).
IVOL is an actively managed fund by CICC. It was launched on May 13, 2019.
Performance
IVOL vs. GOGL - Performance Comparison
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IVOL vs. GOGL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | -0.98% |
GOGL Golden Ocean Group Limited | 0.00% |
Returns By Period
IVOL
- 1D
- -0.05%
- 1M
- -1.70%
- YTD
- -1.46%
- 6M
- -1.19%
- 1Y
- 3.84%
- 3Y*
- -2.83%
- 5Y*
- -4.62%
- 10Y*
- —
GOGL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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Return for Risk
IVOL vs. GOGL — Risk / Return Rank
IVOL
GOGL
IVOL vs. GOGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) and Golden Ocean Group Limited (GOGL). 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.
| IVOL | GOGL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | — | — |
Sortino ratioReturn per unit of downside risk | 0.64 | — | — |
Omega ratioGain probability vs. loss probability | 1.08 | — | — |
Calmar ratioReturn relative to maximum drawdown | 0.55 | — | — |
Martin ratioReturn relative to average drawdown | 1.06 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVOL | GOGL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | — | — |
Dividends
IVOL vs. GOGL - Dividend Comparison
IVOL's dividend yield for the trailing twelve months is around 3.73%, while GOGL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | 3.73% | 3.61% | 3.83% | 3.73% | 3.92% | 3.93% | 3.44% | 2.02% |
GOGL Golden Ocean Group Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVOL vs. GOGL - Drawdown Comparison
The maximum IVOL drawdown since its inception was -31.16%, which is greater than GOGL's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IVOL and GOGL.
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Drawdown Indicators
| IVOL | GOGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.16% | 0.00% | -31.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | — | — |
Current DrawdownCurrent decline from peak | -22.51% | 0.00% | -22.51% |
Average DrawdownAverage peak-to-trough decline | -13.02% | 0.00% | -13.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | — | — |
Volatility
IVOL vs. GOGL - Volatility Comparison
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Volatility by Period
| IVOL | GOGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 0.00% | +10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.82% | 0.00% | +12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.11% | 0.00% | +12.11% |