IVOL vs. GOGL
IVOL (Quadratic Interest Rate Volatility & Inflation Hedge ETF) is Inflation-Protected Bonds fund actively managed by CICC, while GOGL (Golden Ocean Group Limited) is a stock.
Performance
IVOL vs. GOGL - Performance Comparison
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Returns By Period
IVOL
- 1D
- -0.42%
- 1M
- -3.37%
- YTD
- -8.68%
- 6M
- -8.41%
- 1Y
- -7.18%
- 3Y*
- -2.75%
- 5Y*
- -5.80%
- 10Y*
- —
GOGL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVOL vs. GOGL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | -8.43% |
GOGL Golden Ocean Group Limited | 0.00% |
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Return for Risk
IVOL vs. GOGL — Risk / Return Rank
IVOL
GOGL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVOL | GOGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | — | — |
| Martin ratioReturn relative to average drawdown | -1.46 | — | — |
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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 | -12.08% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.28% | — | — |
Current DrawdownCurrent decline from peak | -28.19% | 0.00% | -28.19% |
Average DrawdownAverage peak-to-trough decline | -13.38% | 0.00% | -13.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | — | — |
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 | 2.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.96% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.06% | 0.00% | +7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.85% | 0.00% | +12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.98% | 0.00% | +11.98% |
Dividends
IVOL vs. GOGL - Dividend Comparison
IVOL's dividend yield for the trailing twelve months is around 4.00%, while GOGL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GOGL Golden Ocean Group Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | 4.00% | 3.61% | 3.83% | 3.73% | 3.92% | 3.93% | 3.44% | 2.02% |
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