SGDJ vs. SGDM
Compare and contrast key facts about Sprott Junior Gold Miners ETF (SGDJ) and Sprott Gold Miners ETF (SGDM).
SGDJ and SGDM 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. SGDM is a passively managed fund by Sprott that tracks the performance of the Solactive Gold Miners Custom Factors Index. It was launched on Jul 15, 2014. Both SGDJ and SGDM 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 SGDM.
Key characteristics
| SGDJ | SGDM | |
|---|---|---|
| YTD Return | 18.98% | 12.14% |
| 1Y Return | 33.29% | 22.54% |
| 3Y Return (Ann) | -6.53% | -0.94% |
| 5Y Return (Ann) | 5.22% | 5.09% |
| Sharpe Ratio | 0.94 | 0.71 |
| Sortino Ratio | 1.47 | 1.16 |
| Omega Ratio | 1.18 | 1.14 |
| Calmar Ratio | 0.70 | 0.49 |
| Martin Ratio | 4.20 | 2.83 |
| Ulcer Index | 7.80% | 7.59% |
| Daily Std Dev | 35.03% | 30.36% |
| Max Drawdown | -59.27% | -54.95% |
| Current Drawdown | -27.24% | -24.06% |
Correlation
The correlation between SGDJ and SGDM is 0.91, 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.
Performance
SGDJ vs. SGDM - Performance Comparison
In the year-to-date period, SGDJ achieves a 18.98% return, which is significantly higher than SGDM's 12.14% 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. SGDM - Expense Ratio Comparison
Both SGDJ and SGDM have an expense ratio of 0.50%.
Risk-Adjusted Performance
SGDJ vs. SGDM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and Sprott Gold Miners ETF (SGDM). 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. SGDM - Dividend Comparison
SGDJ's dividend yield for the trailing twelve months is around 3.82%, more than SGDM's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGDM Sprott Gold Miners ETF | 1.24% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.57% | 0.02% | 1.47% | 0.26% |
Drawdowns
SGDJ vs. SGDM - Drawdown Comparison
The maximum SGDJ drawdown since its inception was -59.27%, which is greater than SGDM's maximum drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for SGDJ and SGDM. For additional features, visit the drawdowns tool.
Volatility
SGDJ vs. SGDM - Volatility Comparison
Sprott Junior Gold Miners ETF (SGDJ) and Sprott Gold Miners ETF (SGDM) have volatilities of 8.95% and 8.94%, 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.