SGDJ vs. GFI

Last updated Apr 2, 2026

Compare and contrast key facts about Sprott Junior Gold Miners ETF (SGDJ) and Gold Fields Limited (GFI).

SGDJ is a passively managed fund by Sprott that tracks the performance of the Solactive Junior Gold Miners Custom Factors Index. It was launched on Mar 31, 2015.

Performance

SGDJ vs. GFI - Performance Comparison

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

SGDJ vs. GFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGDJ Sprott Junior Gold Miners ETF	6.92%	174.44%	19.35%	6.66%	-27.60%	-15.12%	47.91%	37.00%	-25.63%	5.94%
GFI Gold Fields Limited	13.45%	240.42%	-6.27%	44.90%	-2.61%	23.33%	43.02%	89.47%	-16.75%	45.29%

Returns By Period

In the year-to-date period, SGDJ achieves a 6.92% return, which is significantly lower than GFI's 13.45% return. Over the past 10 years, SGDJ has underperformed GFI with an annualized return of 15.04%, while GFI has yielded a comparatively higher 31.70% annualized return.

SGDJ

• 1D: 4.50%
• 1M: -21.22%
• YTD: 6.92%
• 6M: 31.71%
• 1Y: 132.50%
• 3Y*: 47.73%
• 5Y*: 21.70%
• 10Y*: 15.04%

GFI

• 1D: 6.01%
• 1M: -14.48%
• YTD: 13.45%
• 6M: 18.67%
• 1Y: 119.94%
• 3Y*: 58.55%
• 5Y*: 41.26%
• 10Y*: 31.70%

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

Return for Risk

SGDJ vs. GFI — Risk / Return Rank

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

SGDJ

SGDJ Risk / Return Rank: 93
SGDJ Sharpe Ratio Rank: 96
SGDJ Sortino Ratio Rank: 91
SGDJ Omega Ratio Rank: 90
SGDJ Calmar Ratio Rank: 94
SGDJ Martin Ratio Rank: 93

GFI

GFI Risk / Return Rank: 87
GFI Sharpe Ratio Rank: 90
GFI Sortino Ratio Rank: 83
GFI Omega Ratio Rank: 83
GFI Calmar Ratio Rank: 89
GFI Martin Ratio Rank: 91

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.

SGDJ vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and Gold Fields Limited (GFI). 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.

	SGDJ	GFI	Difference
Sharpe ratio Return per unit of total volatility	2.63	1.98	+0.65
Sortino ratio Return per unit of downside risk	2.71	2.31	+0.40
Omega ratio Gain probability vs. loss probability	1.39	1.32	+0.07
Calmar ratio Return relative to maximum drawdown	3.90	3.66	+0.25
Martin ratio Return relative to average drawdown	14.05	11.55	+2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGDJ vs. GFI - Sharpe Ratio Comparison

The current SGDJ Sharpe Ratio is 2.63, which is higher than the GFI Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SGDJ and GFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SGDJ	GFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	1.98	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.80	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.57	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.15	+0.22

Correlation

The correlation between SGDJ and GFI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SGDJ vs. GFI - Dividend Comparison

SGDJ's dividend yield for the trailing twelve months is around 7.83%, more than GFI's 3.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGDJ Sprott Junior Gold Miners ETF	7.83%	8.37%	6.55%	4.55%	2.46%	2.20%	1.97%	0.65%	0.00%	0.14%	1.77%	0.85%
GFI Gold Fields Limited	3.83%	1.77%	2.94%	2.87%	3.40%	3.24%	1.72%	0.81%	1.61%	1.41%	1.35%	0.60%

Drawdowns

SGDJ vs. GFI - Drawdown Comparison

The maximum SGDJ drawdown since its inception was -59.27%, smaller than the maximum GFI drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for SGDJ and GFI.

Drawdown Indicators

	SGDJ	GFI	Difference
Max Drawdown Largest peak-to-trough decline	-59.27%	-88.05%	+28.78%
Max Drawdown (1Y) Largest decline over 1 year	-33.22%	-34.63%	+1.41%
Max Drawdown (5Y) Largest decline over 5 years	-56.82%	-56.22%	-0.60%
Max Drawdown (10Y) Largest decline over 10 years	-59.27%	-63.09%	+3.82%
Current Drawdown Current decline from peak	-22.05%	-19.47%	-2.58%
Average Drawdown Average peak-to-trough decline	-26.33%	-44.43%	+18.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.22%	10.97%	-1.75%

Volatility

SGDJ vs. GFI - Volatility Comparison

The current volatility for Sprott Junior Gold Miners ETF (SGDJ) is 18.92%, while Gold Fields Limited (GFI) has a volatility of 19.95%. This indicates that SGDJ experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGDJ	GFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.92%	19.95%	-1.03%
Volatility (6M) Calculated over the trailing 6-month period	42.20%	48.31%	-6.11%
Volatility (1Y) Calculated over the trailing 1-year period	50.65%	61.00%	-10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.92%	51.62%	-11.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.25%	55.33%	-14.08%