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SGDJ vs. GDXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGDJ and GDXJ 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.


Performance

SGDJ vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Gold Miners ETF (SGDJ) and VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SGDJ:

1.33

GDXJ:

1.33

Sortino Ratio

SGDJ:

2.03

GDXJ:

2.06

Omega Ratio

SGDJ:

1.25

GDXJ:

1.25

Calmar Ratio

SGDJ:

1.46

GDXJ:

0.82

Martin Ratio

SGDJ:

6.74

GDXJ:

6.17

Ulcer Index

SGDJ:

8.15%

GDXJ:

9.29%

Daily Std Dev

SGDJ:

38.24%

GDXJ:

38.93%

Max Drawdown

SGDJ:

-59.27%

GDXJ:

-88.66%

Current Drawdown

SGDJ:

-0.83%

GDXJ:

-51.22%

Returns By Period

In the year-to-date period, SGDJ achieves a 45.48% return, which is significantly lower than GDXJ's 50.48% return. Over the past 10 years, SGDJ has underperformed GDXJ with an annualized return of 7.69%, while GDXJ has yielded a comparatively higher 10.81% annualized return.


SGDJ

YTD

45.48%

1M

13.43%

6M

32.89%

1Y

50.37%

5Y*

12.51%

10Y*

7.69%

GDXJ

YTD

50.48%

1M

10.48%

6M

33.25%

1Y

51.90%

5Y*

10.59%

10Y*

10.81%

*Annualized

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SGDJ vs. GDXJ - Expense Ratio Comparison

SGDJ has a 0.50% expense ratio, which is lower than GDXJ's 0.54% expense ratio.


Risk-Adjusted Performance

SGDJ vs. GDXJ — Risk-Adjusted Performance Rank

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

SGDJ
The Risk-Adjusted Performance Rank of SGDJ is 8989
Overall Rank
The Sharpe Ratio Rank of SGDJ is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDJ is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SGDJ is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SGDJ is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SGDJ is 8989
Martin Ratio Rank

GDXJ
The Risk-Adjusted Performance Rank of GDXJ is 8787
Overall Rank
The Sharpe Ratio Rank of GDXJ is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXJ is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GDXJ is 8888
Omega Ratio Rank
The Calmar Ratio Rank of GDXJ is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GDXJ is 8888
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.

SGDJ vs. GDXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and VanEck Vectors Junior Gold Miners ETF (GDXJ). 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 current SGDJ Sharpe Ratio is 1.33, which is comparable to the GDXJ Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SGDJ and GDXJ, 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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Dividends

SGDJ vs. GDXJ - Dividend Comparison

SGDJ's dividend yield for the trailing twelve months is around 4.51%, more than GDXJ's 1.73% yield.


TTM20242023202220212020201920182017201620152014
SGDJ
Sprott Junior Gold Miners ETF
4.51%6.55%4.55%2.45%2.20%1.97%0.65%0.00%0.14%1.77%0.85%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF
1.73%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%0.74%

Drawdowns

SGDJ vs. GDXJ - Drawdown Comparison

The maximum SGDJ drawdown since its inception was -59.27%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for SGDJ and GDXJ. For additional features, visit the drawdowns tool.


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Volatility

SGDJ vs. GDXJ - Volatility Comparison

Sprott Junior Gold Miners ETF (SGDJ) and VanEck Vectors Junior Gold Miners ETF (GDXJ) have volatilities of 14.28% and 13.86%, 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.


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