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MIDSX vs. SGDLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDSX vs. SGDLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Midas Fund (MIDSX) and Sprott Gold Equity Fund (SGDLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIDSX achieves a -0.86% return, which is significantly higher than SGDLX's -2.59% return.


MIDSX

1D
-0.29%
1M
-5.21%
YTD
-0.86%
6M
-5.72%
1Y
63.21%
3Y*
46.08%
5Y*
20.01%
10Y*
9.79%

SGDLX

1D
-0.76%
1M
-2.10%
YTD
-2.59%
6M
-7.06%
1Y
61.32%
3Y*
43.77%
5Y*
19.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDSX vs. SGDLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIDSX
Midas Fund
-0.86%195.76%7.27%-1.79%-11.11%-19.23%13.04%
SGDLX
Sprott Gold Equity Fund
-2.59%147.67%20.58%1.91%-13.21%-11.79%35.30%

Correlation

The correlation between MIDSX and SGDLX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.94

The correlation between MIDSX and SGDLX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

MIDSX vs. SGDLX — Risk / Return Rank

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

MIDSX
MIDSX Risk / Return Rank: 2525
Overall Rank
MIDSX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MIDSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MIDSX Omega Ratio Rank: 2828
Omega Ratio Rank
MIDSX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MIDSX Martin Ratio Rank: 2222
Martin Ratio Rank

SGDLX
SGDLX Risk / Return Rank: 2626
Overall Rank
SGDLX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SGDLX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SGDLX Omega Ratio Rank: 2929
Omega Ratio Rank
SGDLX Calmar Ratio Rank: 2727
Calmar Ratio Rank
SGDLX Martin Ratio Rank: 2121
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.

MIDSX vs. SGDLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Midas Fund (MIDSX) and Sprott Gold Equity Fund (SGDLX). 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.


MIDSXSGDLXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.26

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

1.71

1.83

-0.12

Martin ratioReturn relative to average drawdown

4.99

4.85

+0.14

MIDSX vs. SGDLX - Sharpe Ratio Comparison

The current MIDSX Sharpe Ratio is 1.41, which is comparable to the SGDLX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MIDSX and SGDLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MIDSX vs. SGDLX - Drawdown Comparison

The maximum MIDSX drawdown since its inception was -89.77%, which is greater than SGDLX's maximum drawdown of -47.59%. Use the drawdown chart below to compare losses from any high point for MIDSX and SGDLX.


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Drawdown Indicators


MIDSXSGDLXDifference

Max Drawdown

Largest peak-to-trough decline

-89.77%

-47.59%

-42.18%

Max Drawdown (1Y)

Largest decline over 1 year

-37.99%

-33.98%

-4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-37.99%

-33.98%

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-43.33%

-42.98%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-57.07%

Current Drawdown

Current decline from peak

-42.94%

-26.67%

-16.27%

Average Drawdown

Average peak-to-trough decline

-63.48%

-18.35%

-45.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

12.80%

+0.22%

Volatility

MIDSX vs. SGDLX - Volatility Comparison

Midas Fund (MIDSX) has a higher volatility of 17.82% compared to Sprott Gold Equity Fund (SGDLX) at 16.04%. This indicates that MIDSX's price experiences larger fluctuations and is considered to be riskier than SGDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDSXSGDLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.82%

16.04%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

39.39%

36.04%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

46.22%

42.26%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.04%

32.07%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.61%

34.17%

-0.56%

MIDSX vs. SGDLX - Expense Ratio Comparison

MIDSX has a 4.25% expense ratio, which is higher than SGDLX's 1.44% expense ratio.


Dividends

MIDSX vs. SGDLX - Dividend Comparison

MIDSX has not paid dividends to shareholders, while SGDLX's dividend yield for the trailing twelve months is around 0.69%.


PositionTTM2025202420232022
MIDSX
Midas Fund
0.00%0.00%0.00%0.00%0.00%
SGDLX
Sprott Gold Equity Fund
0.69%0.67%0.00%0.00%0.12%

Frequently Asked Questions


With a correlation of 0.97, MIDSX and SGDLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MIDSX has higher volatility (17.82%) compared to SGDLX (16.04%). In terms of maximum drawdown, MIDSX dropped -89.77% vs SGDLX's -47.59%.

SGDLX currently has the higher Sharpe Ratio (1.47 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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