PortfoliosLab logoPortfoliosLab logo
RGPM.NEO vs. GLDX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGPM.NEO vs. GLDX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Global Precious Metals Fund (RGPM.NEO) and Global X Gold Producers Index ETF (GLDX.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RGPM.NEO achieves a -8.76% return, which is significantly higher than GLDX.TO's -10.40% return.


RGPM.NEO

1D
1.05%
1M
-12.86%
YTD
-8.76%
6M
-11.07%
1Y
47.81%
3Y*
42.86%
5Y*
10Y*

GLDX.TO

1D
1.71%
1M
-13.29%
YTD
-10.40%
6M
-13.70%
1Y
58.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGPM.NEO vs. GLDX.TO - Yearly Performance Comparison


2026 (YTD)20252024
RGPM.NEO
RBC Global Precious Metals Fund
-8.76%143.89%-9.19%
GLDX.TO
Global X Gold Producers Index ETF
-10.40%178.05%-10.27%

Correlation

The correlation between RGPM.NEO and GLDX.TO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.85

The correlation between RGPM.NEO and GLDX.TO has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RGPM.NEO vs. GLDX.TO — Risk / Return Rank

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

RGPM.NEO
RGPM.NEO Risk / Return Rank: 3131
Overall Rank
RGPM.NEO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
RGPM.NEO Sortino Ratio Rank: 2929
Sortino Ratio Rank
RGPM.NEO Omega Ratio Rank: 3535
Omega Ratio Rank
RGPM.NEO Calmar Ratio Rank: 3131
Calmar Ratio Rank
RGPM.NEO Martin Ratio Rank: 2929
Martin Ratio Rank

GLDX.TO
GLDX.TO Risk / Return Rank: 3535
Overall Rank
GLDX.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLDX.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 3737
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 3232
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.

RGPM.NEO vs. GLDX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Global Precious Metals Fund (RGPM.NEO) and Global X Gold Producers Index ETF (GLDX.TO). 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.


RGPM.NEOGLDX.TODifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.43

1.67

-0.23

Martin ratioReturn relative to average drawdown

3.74

4.25

-0.51

RGPM.NEO vs. GLDX.TO - Sharpe Ratio Comparison

The current RGPM.NEO Sharpe Ratio is 1.05, which is comparable to the GLDX.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of RGPM.NEO and GLDX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RGPM.NEO vs. GLDX.TO - Drawdown Comparison

The maximum RGPM.NEO drawdown since its inception was -33.65%, roughly equal to the maximum GLDX.TO drawdown of -35.22%. Use the drawdown chart below to compare losses from any high point for RGPM.NEO and GLDX.TO.


Loading charts...

Drawdown Indicators


RGPM.NEOGLDX.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-35.22%

+1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-33.65%

-35.22%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-33.65%

Current Drawdown

Current decline from peak

-31.44%

-32.92%

+1.48%

Average Drawdown

Average peak-to-trough decline

-8.75%

-7.45%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.85%

13.78%

-0.93%

Volatility

RGPM.NEO vs. GLDX.TO - Volatility Comparison

RBC Global Precious Metals Fund (RGPM.NEO) and Global X Gold Producers Index ETF (GLDX.TO) have volatilities of 17.44% and 17.00%, 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.


Loading charts...

Volatility by Period


RGPM.NEOGLDX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.44%

17.00%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

38.66%

38.89%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

45.85%

48.32%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.69%

44.57%

-10.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.69%

44.57%

-10.88%

Dividends

RGPM.NEO vs. GLDX.TO - Dividend Comparison

RGPM.NEO has not paid dividends to shareholders, while GLDX.TO's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM20252024
GLDX.TO
Global X Gold Producers Index ETF
1.08%0.97%0.08%
RGPM.NEO
RBC Global Precious Metals Fund
0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, RGPM.NEO and GLDX.TO 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.

RGPM.NEO is categorized as Precious Metals, while GLDX.TO is Gold. They also come from different issuers: RBC Global Asset Management. and Global X.

Portfolio Optimizer

Find the right allocation for RGPM.NEO and GLDX.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer