SGDLX vs. IAU

In the year-to-date period, SGDLX achieves a 44.83% return, which is significantly higher than IAU's 26.32% return. Over the past 10 years, SGDLX has underperformed IAU with an annualized return of 8.79%, while IAU has yielded a comparatively higher 10.52% annualized return.

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

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.

The current SGDLX Sharpe Ratio is 1.58, which is lower than the IAU Sharpe Ratio of 2.35. 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.

Neither SGDLX nor IAU has paid dividends to shareholders.

The maximum SGDLX drawdown since its inception was -75.02%, 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.

Sprott Gold Equity Fund (SGDLX) has a higher volatility of 11.82% compared to iShares Gold Trust (IAU) at 7.93%. 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.