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OUNZ vs. FGDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OUNZ and FGDL is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

OUNZ vs. FGDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold Trust (OUNZ) and Franklin Responsibly Sourced Gold ETF (FGDL). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
81.75%
82.80%
OUNZ
FGDL

Key characteristics

Sharpe Ratio

OUNZ:

2.51

FGDL:

2.51

Sortino Ratio

OUNZ:

3.34

FGDL:

3.33

Omega Ratio

OUNZ:

1.43

FGDL:

1.43

Calmar Ratio

OUNZ:

5.17

FGDL:

5.25

Martin Ratio

OUNZ:

14.16

FGDL:

14.29

Ulcer Index

OUNZ:

2.96%

FGDL:

2.98%

Daily Std Dev

OUNZ:

16.73%

FGDL:

16.96%

Max Drawdown

OUNZ:

-21.77%

FGDL:

-11.26%

Current Drawdown

OUNZ:

-3.45%

FGDL:

-3.62%

Returns By Period

The year-to-date returns for both investments are quite close, with OUNZ having a 25.93% return and FGDL slightly higher at 26.02%.


OUNZ

YTD

25.93%

1M

8.04%

6M

20.32%

1Y

40.85%

5Y*

13.71%

10Y*

10.29%

FGDL

YTD

26.02%

1M

8.14%

6M

20.18%

1Y

41.50%

5Y*

N/A

10Y*

N/A

*Annualized

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OUNZ vs. FGDL - Expense Ratio Comparison

OUNZ has a 0.25% expense ratio, which is higher than FGDL's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for OUNZ: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OUNZ: 0.25%
Expense ratio chart for FGDL: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGDL: 0.15%

Risk-Adjusted Performance

OUNZ vs. FGDL — Risk-Adjusted Performance Rank

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

OUNZ
The Risk-Adjusted Performance Rank of OUNZ is 9696
Overall Rank
The Sharpe Ratio Rank of OUNZ is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of OUNZ is 9696
Sortino Ratio Rank
The Omega Ratio Rank of OUNZ is 9595
Omega Ratio Rank
The Calmar Ratio Rank of OUNZ is 9797
Calmar Ratio Rank
The Martin Ratio Rank of OUNZ is 9696
Martin Ratio Rank

FGDL
The Risk-Adjusted Performance Rank of FGDL is 9696
Overall Rank
The Sharpe Ratio Rank of FGDL is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 9696
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.

OUNZ vs. FGDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold Trust (OUNZ) and Franklin Responsibly Sourced Gold ETF (FGDL). 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 chart of Sharpe ratio for OUNZ, currently valued at 2.51, compared to the broader market-1.000.001.002.003.004.00
OUNZ: 2.51
FGDL: 2.51
The chart of Sortino ratio for OUNZ, currently valued at 3.34, compared to the broader market-2.000.002.004.006.008.00
OUNZ: 3.34
FGDL: 3.33
The chart of Omega ratio for OUNZ, currently valued at 1.43, compared to the broader market0.501.001.502.00
OUNZ: 1.43
FGDL: 1.43
The chart of Calmar ratio for OUNZ, currently valued at 5.17, compared to the broader market0.002.004.006.008.0010.0012.00
OUNZ: 5.17
FGDL: 5.25
The chart of Martin ratio for OUNZ, currently valued at 14.16, compared to the broader market0.0020.0040.0060.00
OUNZ: 14.16
FGDL: 14.29

The current OUNZ Sharpe Ratio is 2.51, which is comparable to the FGDL Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of OUNZ and FGDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.00NovemberDecember2025FebruaryMarchApril
2.51
2.51
OUNZ
FGDL

Dividends

OUNZ vs. FGDL - Dividend Comparison

Neither OUNZ nor FGDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OUNZ vs. FGDL - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -21.77%, which is greater than FGDL's maximum drawdown of -11.26%. Use the drawdown chart below to compare losses from any high point for OUNZ and FGDL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.45%
-3.62%
OUNZ
FGDL

Volatility

OUNZ vs. FGDL - Volatility Comparison

VanEck Merk Gold Trust (OUNZ) and Franklin Responsibly Sourced Gold ETF (FGDL) have volatilities of 8.24% and 8.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.24%
8.50%
OUNZ
FGDL