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SGDLX vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGDLX and IAU is 0.76, 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.


-0.50.00.51.00.8

Performance

SGDLX vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Gold Equity Fund (SGDLX) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
2.74%
8.29%
SGDLX
IAU

Key characteristics

Sharpe Ratio

SGDLX:

1.36

IAU:

2.10

Sortino Ratio

SGDLX:

1.95

IAU:

2.75

Omega Ratio

SGDLX:

1.23

IAU:

1.36

Calmar Ratio

SGDLX:

0.61

IAU:

3.90

Martin Ratio

SGDLX:

5.14

IAU:

10.61

Ulcer Index

SGDLX:

7.10%

IAU:

2.99%

Daily Std Dev

SGDLX:

26.70%

IAU:

15.09%

Max Drawdown

SGDLX:

-76.09%

IAU:

-45.14%

Current Drawdown

SGDLX:

-41.16%

IAU:

-4.03%

Returns By Period

In the year-to-date period, SGDLX achieves a 6.17% return, which is significantly higher than IAU's 2.06% return. Over the past 10 years, SGDLX has underperformed IAU with an annualized return of 3.99%, while IAU has yielded a comparatively higher 7.44% annualized return.


SGDLX

YTD

6.17%

1M

0.40%

6M

2.74%

1Y

32.88%

5Y*

6.39%

10Y*

3.99%

IAU

YTD

2.06%

1M

1.10%

6M

8.29%

1Y

30.40%

5Y*

11.26%

10Y*

7.44%

*Annualized

Compare stocks, funds, or ETFs

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


SGDLX vs. IAU - Expense Ratio Comparison

SGDLX has a 1.44% expense ratio, which is higher than IAU's 0.25% expense ratio.


SGDLX
Sprott Gold Equity Fund
Expense ratio chart for SGDLX: current value at 1.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.44%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

SGDLX vs. IAU — Risk-Adjusted Performance Rank

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

SGDLX
The Risk-Adjusted Performance Rank of SGDLX is 7474
Overall Rank
The Sharpe Ratio Rank of SGDLX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDLX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SGDLX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SGDLX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SGDLX is 7171
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 8686
Overall Rank
The Sharpe Ratio Rank of IAU is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 8484
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 8080
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.

SGDLX vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Equity Fund (SGDLX) and iShares Gold Trust (IAU). 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 SGDLX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.001.362.10
The chart of Sortino ratio for SGDLX, currently valued at 1.95, compared to the broader market0.002.004.006.008.0010.001.952.75
The chart of Omega ratio for SGDLX, currently valued at 1.23, compared to the broader market1.002.003.001.231.36
The chart of Calmar ratio for SGDLX, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.613.90
The chart of Martin ratio for SGDLX, currently valued at 5.14, compared to the broader market0.0020.0040.0060.005.1410.61
SGDLX
IAU

The current SGDLX Sharpe Ratio is 1.36, which is lower than the IAU Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SGDLX and IAU, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.36
2.10
SGDLX
IAU

Dividends

SGDLX vs. IAU - Dividend Comparison

Neither SGDLX nor IAU has paid dividends to shareholders.


TTM202420232022
SGDLX
Sprott Gold Equity Fund
0.00%0.00%0.00%0.12%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%

Drawdowns

SGDLX vs. IAU - Drawdown Comparison

The maximum SGDLX drawdown since its inception was -76.09%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SGDLX and IAU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-41.16%
-4.03%
SGDLX
IAU

Volatility

SGDLX vs. IAU - Volatility Comparison

Sprott Gold Equity Fund (SGDLX) has a higher volatility of 8.43% compared to iShares Gold Trust (IAU) at 4.04%. This indicates that SGDLX's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
8.43%
4.04%
SGDLX
IAU
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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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