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QGLDX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QGLDX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold Bullion Strategy Fund Investor Class (QGLDX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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QGLDX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QGLDX
The Gold Bullion Strategy Fund Investor Class
4.26%59.91%24.52%10.39%-4.64%-6.25%19.35%17.03%-4.07%11.44%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, QGLDX achieves a 4.26% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, QGLDX has underperformed SPY with an annualized return of 10.94%, while SPY has yielded a comparatively higher 13.98% annualized return.


QGLDX

1D
-0.01%
1M
-14.50%
YTD
4.26%
6M
15.79%
1Y
41.00%
3Y*
28.74%
5Y*
18.15%
10Y*
10.94%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QGLDX vs. SPY - Expense Ratio Comparison

QGLDX has a 1.00% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

QGLDX vs. SPY — Risk / Return Rank

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

QGLDX
QGLDX Risk / Return Rank: 8282
Overall Rank
QGLDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QGLDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
QGLDX Omega Ratio Rank: 7777
Omega Ratio Rank
QGLDX Calmar Ratio Rank: 8787
Calmar Ratio Rank
QGLDX Martin Ratio Rank: 8383
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

QGLDX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gold Bullion Strategy Fund Investor Class (QGLDX) and State Street SPDR S&P 500 ETF (SPY). 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.


QGLDXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.93

+0.64

Sortino ratio

Return per unit of downside risk

1.99

1.45

+0.54

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratio

Return relative to maximum drawdown

2.28

1.53

+0.75

Martin ratio

Return relative to average drawdown

8.43

7.30

+1.13

QGLDX vs. SPY - Sharpe Ratio Comparison

The current QGLDX Sharpe Ratio is 1.57, which is higher than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of QGLDX and SPY, 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


QGLDXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.93

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.69

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.78

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Correlation

The correlation between QGLDX and SPY is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QGLDX vs. SPY - Dividend Comparison

QGLDX's dividend yield for the trailing twelve months is around 58.07%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
QGLDX
The Gold Bullion Strategy Fund Investor Class
58.07%60.49%28.70%10.20%0.00%0.00%9.92%14.32%1.23%5.75%2.08%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

QGLDX vs. SPY - Drawdown Comparison

The maximum QGLDX drawdown since its inception was -27.17%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for QGLDX and SPY.


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Drawdown Indicators


QGLDXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-55.19%

+28.02%

Max Drawdown (1Y)

Largest decline over 1 year

-19.22%

-12.05%

-7.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-24.50%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-27.17%

-33.72%

+6.55%

Current Drawdown

Current decline from peak

-16.52%

-6.24%

-10.28%

Average Drawdown

Average peak-to-trough decline

-11.28%

-9.09%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

2.52%

+2.67%

Volatility

QGLDX vs. SPY - Volatility Comparison

The Gold Bullion Strategy Fund Investor Class (QGLDX) has a higher volatility of 10.16% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that QGLDX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QGLDXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

5.31%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

23.91%

9.47%

+14.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.56%

19.05%

+8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

17.06%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

17.92%

-1.58%