SGDJ vs. IVV
Compare and contrast key facts about Sprott Junior Gold Miners ETF (SGDJ) and iShares Core S&P 500 ETF (IVV).
SGDJ and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. Both SGDJ and IVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGDJ or IVV.
Key characteristics
| SGDJ | IVV | |
|---|---|---|
| YTD Return | 18.98% | 26.09% |
| 1Y Return | 33.29% | 33.86% |
| 3Y Return (Ann) | -6.53% | 9.97% |
| 5Y Return (Ann) | 5.22% | 15.60% |
| Sharpe Ratio | 0.94 | 2.82 |
| Sortino Ratio | 1.47 | 3.77 |
| Omega Ratio | 1.18 | 1.53 |
| Calmar Ratio | 0.70 | 4.06 |
| Martin Ratio | 4.20 | 18.37 |
| Ulcer Index | 7.80% | 1.86% |
| Daily Std Dev | 35.03% | 12.09% |
| Max Drawdown | -59.27% | -55.25% |
| Current Drawdown | -27.24% | -0.89% |
Correlation
The correlation between SGDJ and IVV is 0.19, 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. IVV - Performance Comparison
In the year-to-date period, SGDJ achieves a 18.98% return, which is significantly lower than IVV's 26.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGDJ vs. IVV - Expense Ratio Comparison
SGDJ has a 0.50% expense ratio, which is higher than IVV's 0.03% expense ratio.
Risk-Adjusted Performance
SGDJ vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
SGDJ vs. IVV - Dividend Comparison
SGDJ's dividend yield for the trailing twelve months is around 3.82%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | 3.82% | 4.55% | 2.45% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
SGDJ vs. IVV - Drawdown Comparison
The maximum SGDJ drawdown since its inception was -59.27%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SGDJ and IVV. For additional features, visit the drawdowns tool.
Volatility
SGDJ vs. IVV - Volatility Comparison
Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 8.95% compared to iShares Core S&P 500 ETF (IVV) at 3.84%. This indicates that SGDJ's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.