PortfoliosLab logoPortfoliosLab logo
SGDLX vs. INIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGDLX vs. INIVX - Performance Comparison

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

Loading graphics...

SGDLX vs. INIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGDLX
Sprott Gold Equity Fund
5.53%147.67%20.58%1.91%-13.21%-11.79%35.30%
INIVX
VanEck International Investors Gold Fund
9.59%165.88%14.37%9.67%-13.77%-14.23%41.05%

Returns By Period

In the year-to-date period, SGDLX achieves a 5.53% return, which is significantly lower than INIVX's 9.59% return.


SGDLX

1D
6.88%
1M
-20.55%
YTD
5.53%
6M
22.83%
1Y
107.73%
3Y*
42.56%
5Y*
22.56%
10Y*

INIVX

1D
7.01%
1M
-19.57%
YTD
9.59%
6M
29.50%
1Y
116.46%
3Y*
49.06%
5Y*
25.68%
10Y*
18.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. INIVX - Expense Ratio Comparison

SGDLX has a 1.44% expense ratio, which is higher than INIVX's 1.42% expense ratio.


Return for Risk

SGDLX vs. INIVX — Risk / Return Rank

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

SGDLX
SGDLX Risk / Return Rank: 9494
Overall Rank
SGDLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SGDLX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGDLX Omega Ratio Rank: 9191
Omega Ratio Rank
SGDLX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SGDLX Martin Ratio Rank: 9595
Martin Ratio Rank

INIVX
INIVX Risk / Return Rank: 9494
Overall Rank
INIVX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
INIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
INIVX Omega Ratio Rank: 9090
Omega Ratio Rank
INIVX Calmar Ratio Rank: 9797
Calmar Ratio Rank
INIVX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGDLX vs. INIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Equity Fund (SGDLX) and VanEck International Investors Gold Fund (INIVX). 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.


SGDLXINIVXDifference

Sharpe ratio

Return per unit of total volatility

2.65

2.56

+0.09

Sortino ratio

Return per unit of downside risk

2.80

2.71

+0.10

Omega ratio

Gain probability vs. loss probability

1.42

1.42

0.00

Calmar ratio

Return relative to maximum drawdown

3.72

3.97

-0.25

Martin ratio

Return relative to average drawdown

13.16

14.93

-1.77

SGDLX vs. INIVX - Sharpe Ratio Comparison

The current SGDLX Sharpe Ratio is 2.65, which is comparable to the INIVX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of SGDLX and INIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SGDLXINIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.56

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.77

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.27

+0.37

Correlation

The correlation between SGDLX and INIVX is 0.96, 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.


Dividends

SGDLX vs. INIVX - Dividend Comparison

SGDLX's dividend yield for the trailing twelve months is around 0.63%, less than INIVX's 5.49% yield.


TTM2025202420232022202120202019201820172016
SGDLX
Sprott Gold Equity Fund
0.63%0.67%0.00%0.00%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
INIVX
VanEck International Investors Gold Fund
5.49%6.01%7.45%0.10%0.00%6.40%11.70%3.66%2.87%3.76%6.40%

Drawdowns

SGDLX vs. INIVX - Drawdown Comparison

The maximum SGDLX drawdown since its inception was -47.59%, smaller than the maximum INIVX drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for SGDLX and INIVX.


Loading graphics...

Drawdown Indicators


SGDLXINIVXDifference

Max Drawdown

Largest peak-to-trough decline

-47.59%

-78.96%

+31.37%

Max Drawdown (1Y)

Largest decline over 1 year

-28.77%

-29.60%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-43.47%

-45.06%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-51.20%

Current Drawdown

Current decline from peak

-20.55%

-19.57%

-0.98%

Average Drawdown

Average peak-to-trough decline

-18.26%

-37.84%

+19.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

7.87%

+0.26%

Volatility

SGDLX vs. INIVX - Volatility Comparison

Sprott Gold Equity Fund (SGDLX) and VanEck International Investors Gold Fund (INIVX) have volatilities of 16.67% and 17.13%, 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.


Loading graphics...

Volatility by Period


SGDLXINIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.67%

17.13%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

33.91%

38.44%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

40.51%

45.71%

-5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.15%

33.66%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.68%

34.19%

-0.51%