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

Correlation

The correlation between SGDJ and VOO 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.


-0.50.00.51.00.2

Performance

SGDJ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Gold Miners ETF (SGDJ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
13.13%
10.08%
SGDJ
VOO

Key characteristics

Sharpe Ratio

SGDJ:

1.60

VOO:

1.88

Sortino Ratio

SGDJ:

2.19

VOO:

2.53

Omega Ratio

SGDJ:

1.27

VOO:

1.35

Calmar Ratio

SGDJ:

1.18

VOO:

2.81

Martin Ratio

SGDJ:

7.00

VOO:

11.78

Ulcer Index

SGDJ:

7.92%

VOO:

2.02%

Daily Std Dev

SGDJ:

34.68%

VOO:

12.67%

Max Drawdown

SGDJ:

-59.27%

VOO:

-33.99%

Current Drawdown

SGDJ:

-13.84%

VOO:

0.00%

Returns By Period

In the year-to-date period, SGDJ achieves a 18.05% return, which is significantly higher than VOO's 4.61% return.


SGDJ

YTD

18.05%

1M

9.80%

6M

13.13%

1Y

55.89%

5Y*

6.47%

10Y*

N/A

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SGDJ vs. VOO - Expense Ratio Comparison

SGDJ has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


SGDJ
Sprott Junior Gold Miners ETF
Expense ratio chart for SGDJ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SGDJ vs. VOO — 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 5959
Overall Rank
The Sharpe Ratio Rank of SGDJ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDJ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SGDJ is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SGDJ is 4646
Calmar Ratio Rank
The Martin Ratio Rank of SGDJ is 6262
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for SGDJ, currently valued at 1.60, compared to the broader market0.002.004.001.601.88
The chart of Sortino ratio for SGDJ, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.0012.002.192.53
The chart of Omega ratio for SGDJ, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.35
The chart of Calmar ratio for SGDJ, currently valued at 1.18, compared to the broader market0.005.0010.0015.001.182.81
The chart of Martin ratio for SGDJ, currently valued at 7.00, compared to the broader market0.0020.0040.0060.0080.00100.007.0011.78
SGDJ
VOO

The current SGDJ Sharpe Ratio is 1.60, which is comparable to the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SGDJ and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.60
1.88
SGDJ
VOO

Dividends

SGDJ vs. VOO - Dividend Comparison

SGDJ's dividend yield for the trailing twelve months is around 5.55%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
SGDJ
Sprott Junior Gold Miners ETF
5.55%6.55%4.55%2.45%2.20%1.97%0.65%0.00%0.14%1.77%0.85%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SGDJ vs. VOO - Drawdown Comparison

The maximum SGDJ drawdown since its inception was -59.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGDJ and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.84%
0
SGDJ
VOO

Volatility

SGDJ vs. VOO - Volatility Comparison

Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 8.10% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that SGDJ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.10%
3.01%
SGDJ
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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