SFM vs. GDMN

Last updated Jun 20, 2026

SFM (Sprouts Farmers Market, Inc.) is a stock, while GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) is Commodities fund actively managed by WisdomTree. Over the past 3 years, SFM returned 33.54%/yr vs 56.96%/yr for GDMN. At a 0.05 correlation, their price movements are largely independent.

Performance

SFM vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFM achieves a 1.03% return, which is significantly higher than GDMN's -11.31% return.

SFM

• 1D: 1.04%
• 1M: -7.17%
• YTD: 1.03%
• 6M: -1.40%
• 1Y: -51.50%
• 3Y*: 33.54%
• 5Y*: 23.90%
• 10Y*: 13.54%

GDMN

• 1D: -2.56%
• 1M: -10.55%
• YTD: -11.31%
• 6M: -13.58%
• 1Y: 65.62%
• 3Y*: 56.96%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFM vs. GDMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SFM Sprouts Farmers Market, Inc.	1.03%	-37.30%	164.12%	48.63%	9.06%	5.81%
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	-11.31%	237.09%	28.23%	12.97%	-14.62%	6.93%

Correlation

The correlation between SFM and GDMN is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021	0.05

The correlation between SFM and GDMN shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFM vs. GDMN — Risk / Return Rank

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

SFM

SFM Risk / Return Rank: 8
SFM Sharpe Ratio Rank: 4
SFM Sortino Ratio Rank: 5
SFM Omega Ratio Rank: 5
SFM Calmar Ratio Rank: 11
SFM Martin Ratio Rank: 18

GDMN

GDMN Risk / Return Rank: 29
GDMN Sharpe Ratio Rank: 29
GDMN Sortino Ratio Rank: 28
GDMN Omega Ratio Rank: 33
GDMN Calmar Ratio Rank: 28
GDMN Martin Ratio Rank: 26

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.

SFM vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.

	SFM	GDMN	Difference
Sharpe ratio: Return per unit of total volatility	-1.09	1.00	-2.09
Sortino ratio: Return per unit of downside risk	-1.61	1.47	-3.08
Omega ratio: Gain probability vs. loss probability	0.78	1.21	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.81	1.31	-2.12
Martin ratio: Return relative to average drawdown	-1.10	3.42	-4.52

SFM vs. GDMN - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -1.09, which is lower than the GDMN Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SFM and GDMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SFM vs. GDMN - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than GDMN's maximum drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for SFM and GDMN.

Drawdown Indicators

	SFM	GDMN	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-52.82%	-20.06%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-48.76%	-13.41%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-48.76%	-14.72%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	—	—
Current Drawdown Current decline from peak	-55.17%	-41.78%	-13.39%
Average Drawdown Average peak-to-trough decline	-40.30%	-19.09%	-21.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.89%	18.58%	+27.31%

Volatility

SFM vs. GDMN - Volatility Comparison

The current volatility for Sprouts Farmers Market, Inc. (SFM) is 12.71%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 22.11%. This indicates that SFM experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	GDMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.71%	22.11%	-9.40%
Volatility (6M) Calculated over the trailing 6-month period	30.75%	54.94%	-24.19%
Volatility (1Y) Calculated over the trailing 1-year period	46.30%	63.83%	-17.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.29%	48.18%	-8.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.85%	48.18%	-10.33%

Dividends

SFM vs. GDMN - Dividend Comparison

SFM has not paid dividends to shareholders, while GDMN's dividend yield for the trailing twelve months is around 3.05%.

Position	TTM	2025	2024	2023	2022
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	3.05%	2.70%	9.44%	7.69%	1.44%
SFM Sprouts Farmers Market, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFM and GDMN in my portfolio?

SFM and GDMN have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFM or GDMN?

GDMN has higher volatility (22.11%) compared to SFM (12.71%). In terms of maximum drawdown, SFM dropped -72.88% vs GDMN's -52.82%.

Which has better risk-adjusted returns?

GDMN currently has the higher Sharpe Ratio (1.00 vs -1.09), 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.