SGDLX vs. BGEIX

In the year-to-date period, SGDLX achieves a 44.08% return, which is significantly lower than BGEIX's 52.35% return. Over the past 10 years, SGDLX has underperformed BGEIX with an annualized return of 8.79%, while BGEIX has yielded a comparatively higher 10.90% annualized return.

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SGDLX has a 1.44% expense ratio, which is higher than BGEIX's 0.65% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Equity Fund (SGDLX) and American Century Global Gold Fund (BGEIX). 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 SGDLX Sharpe Ratio is 1.65, which is comparable to the BGEIX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SGDLX and BGEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SGDLX has not paid dividends to shareholders, while BGEIX's dividend yield for the trailing twelve months is around 0.89%.

The maximum SGDLX drawdown since its inception was -75.02%, roughly equal to the maximum BGEIX drawdown of -78.69%. Use the drawdown chart below to compare losses from any high point for SGDLX and BGEIX.

Sprott Gold Equity Fund (SGDLX) and American Century Global Gold Fund (BGEIX) have volatilities of 11.77% and 12.27%, 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.